# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0001104659-23-027153
**Filing Date:** 2023-3
**Character Count:** 5338771
**Document Hash:** 25a193c443748c8cfbf21217a3de8bd4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-23-027153.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001104659-23-027153

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 36

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**EFFECTIVENESS DATE**: 20230301

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 23691684

**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           |

### Vanguard Ultra-Short Bond ETF (Series ID: S000071399)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000226472 | ETF Shares   | VUSB            |

**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: | **V**anguard Bond Index Funds** |
| Address of Registrant: | **P.O. Box 2600** |
|  | **Valley Forge, PA 19482** |

---

---

| | |
|:---|:---|
| **Name and address of agent for service:** | **Anne E. 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, 2022—December 31, 2022

**Item 1:** Reports to Shareholders

![](tm231735d3bondindq3140i001.jpg)

#### Annual Report \| December 31, 2022

## 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*

---

| | |
|:---|:---|
| Your Fund's Performance at a Glance<br>| 1 |
| About Your Fund's Expenses<br>| 2 |
| Short-Term Bond Index Fund<br>| 4 |
| Intermediate-Term Bond Index Fund<br>| 37 |
| Long-Term Bond Index Fund<br>| 68 |

---

Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

------

Your Fund's Performance at a Glance

• Despite some relief in midsummer and late fall, the 12 months ended December 31, 2022, were a volatile, challenging period for financial markets. Returns for the funds in this report ranged from –27.58% for
Admiral Shares of Vanguard Long-Term Bond Index Fund<sup>1</sup> to –5.51% for Institutional Plus Shares of Vanguard Short-Term Bond Index Fund. The three funds performed in line with their benchmarks, after
taking expenses and fees into account.

• Overall, the economic backdrop deteriorated as inflation soared to multidecade highs, driven by government spending during the pandemic as well as higher energy and food prices in the wake of Russia's invasion
of Ukraine. That prompted aggressive tightening by many central banks to bring inflation back in check, which weighed on bond prices and increased fears of recession.

• With yields rising and prices falling, U.S. Treasuries returned –12.46%. Returns were higher for mortgage-backed bonds (–11.81%) and lower for corporate bonds (–15.76%), as measured by components
of the Bloomberg U.S. Aggregate Bond Index.

• By credit quality, lower-rated investment-grade bonds generally fared worse than higher-rated ones; by maturity, longer-dated bonds trailed those with shorter maturities.

*Market Barometer*

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;One Year | &nbsp;&nbsp;&nbsp;&nbsp;Three Years | &nbsp;&nbsp;&nbsp;&nbsp;Five Years |
| **Stocks** |  |  |  |
| Russell 1000 Index (Large-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.35% | &nbsp;&nbsp;&nbsp;&nbsp;9.13% |
| Russell 2000 Index (Small-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-20.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.10 | &nbsp;&nbsp;&nbsp;&nbsp;4.13 |
| Russell 3000 Index (Broad U.S. market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.07 | &nbsp;&nbsp;&nbsp;&nbsp;8.79 |
| FTSE All-World ex US Index (International) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-15.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61 | &nbsp;&nbsp;&nbsp;&nbsp;1.28 |
| **Bonds** |  |  |  |
| Bloomberg U.S. Aggregate Float Adjusted Index<br> (Broad taxable market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-13.07% | &nbsp;&nbsp;&nbsp;&nbsp;-2.67% | &nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Bloomberg Municipal Bond Index<br> (Broad tax-exempt market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-8.53 | &nbsp;&nbsp;&nbsp;&nbsp;-0.77 | &nbsp;&nbsp;&nbsp;&nbsp;1.25 |
| FTSE Three-Month U.S. Treasury Bill Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70 | &nbsp;&nbsp;&nbsp;&nbsp;1.24 |
| **CPI** |  |  |  |
| Consumer Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;3.78% |

---

1 Except for ETF Shares, any returns cited for the Long-Term Bond Index Fund reflect the 0.50% fee on purchases of fund shares.

------

About Your Fund's Expenses

As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund's gross income, directly reduce the investment return of the fund.

A fund's expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The accompanying table illustrates your fund's costs in two ways:

**•** **Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The "Ending Account Value" shown is derived from the fund's actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.** 

To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading "Expenses Paid During Period."

**•** **Based on hypothetical 5% yearly return. This section is intended to help you compare your fund's costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund's actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.** 

Note that the expenses shown in the table are meant to highlight and help you compare *ongoing* costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a "sales load."

The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

You can find more information about the fund's expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund's current prospectus.

------

---

| | | | |
|:---|:---|:---|:---|
| **Six Months Ended December 31, 2022** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning<br> Account Value<br> 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Ending<br> Account Value<br> 12/31/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Expenses<br> Paid During<br> Period |
| **Based on Actual Fund Return** | **Based on Actual Fund Return** | **Based on Actual Fund Return** | **Based on Actual Fund Return** |
| Short-Term Bond Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$988.90 | &nbsp;&nbsp;&nbsp;&nbsp;$0.75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral™ Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| Intermediate-Term Bond Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$969.70 | &nbsp;&nbsp;&nbsp;&nbsp;$0.74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970.20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970.10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970.20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| Long-Term Bond Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$928.80 | &nbsp;&nbsp;&nbsp;&nbsp;$0.19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.19 |
| **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** |
| Short-Term Bond Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1024.45 | &nbsp;&nbsp;&nbsp;&nbsp;$0.77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| Intermediate-Term Bond Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1024.45 | &nbsp;&nbsp;&nbsp;&nbsp;$0.77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |
| Long-Term Bond Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1025.00 | &nbsp;&nbsp;&nbsp;&nbsp;$0.20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.20 |

---

The calculations are based on expenses incurred in the most recent six-month period. The funds' annualized six-month expense ratios for that period are: for the Short-Term Bond Index Fund, 0.15% for Investor Shares, 0.04% for ETF Shares, 0.07% for Admiral Shares, 0.05% for Institutional Shares, and 0.04% for Institutional Plus Shares; for the Intermediate-Term Bond Index Fund, 0.15% for Investor Shares, 0.04% for ETF Shares, 0.07% for Admiral Shares, 0.05% for Institutional Shares, and 0.04% for Institutional Plus Shares; and for the Long-Term Bond Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, 0.05% for Institutional Shares, and 0.04% for Institutional Plus Shares. The dollar amounts shown as "Expenses Paid" are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/365).

------

Short-Term Bond Index Fund

Performance Summary

**All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor's shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.** 

#### Cumulative Performance: December 31, 2012, Through December 31, 2022
Initial Investment of $10,000

![](tm231735d3bondindq3140i002.gif)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| ![](tm231735d3bondindq3140i003.jpg) | &nbsp;&nbsp;&nbsp;Short-Term Bond Index Fund Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.61% | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;&nbsp;&nbsp;0.81% | &nbsp;&nbsp;&nbsp;&nbsp;$10838 |
| ![](tm231735d3bondindq3140i004.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. 1-5 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.50 | &nbsp;&nbsp;&nbsp;&nbsp;0.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11020 |
| ![](tm231735d3bondindq3140i005.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| Short-Term Bond Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.55% | &nbsp;&nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;&nbsp;&nbsp;0.90% | &nbsp;&nbsp;&nbsp;&nbsp;$10939 |
| Short-Term Bond Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.49 | &nbsp;&nbsp;&nbsp;&nbsp;0.81 | &nbsp;&nbsp;&nbsp;&nbsp;0.90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10938 |
| Bloomberg U.S. 1-5 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.50 | &nbsp;&nbsp;&nbsp;&nbsp;0.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11020 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| Short-Term Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.54% | &nbsp;&nbsp;&nbsp;&nbsp;0.78% | &nbsp;&nbsp;&nbsp;&nbsp;0.89% | &nbsp;&nbsp;&nbsp;&nbsp;$10927 |
| Bloomberg U.S. 1-5 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.50 | &nbsp;&nbsp;&nbsp;&nbsp;0.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11020 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

See Financial Highlights for dividend and capital gains information.

------

Short-Term Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $5,000,000<br> Investment |
| Short-Term Bond Index Fund Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.52% | &nbsp;&nbsp;&nbsp;&nbsp;0.80% | &nbsp;&nbsp;&nbsp;&nbsp;0.91% | &nbsp;&nbsp;&nbsp;&nbsp;$5476128 |
| Bloomberg U.S. 1-5 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.50 | &nbsp;&nbsp;&nbsp;&nbsp;0.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510034 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564805 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $100,000,000<br> Investment |
| Short-Term Bond Index Fund Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.51% | &nbsp;&nbsp;&nbsp;&nbsp;0.81% | &nbsp;&nbsp;&nbsp;&nbsp;0.93% | &nbsp;&nbsp;&nbsp;&nbsp;$109664240 |
| Bloomberg U.S. 1-5 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.50 | &nbsp;&nbsp;&nbsp;&nbsp;0.85 | &nbsp;&nbsp;&nbsp;&nbsp;0.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110200670 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111296100 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** |
|  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years |
| Short-Term Bond Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;-5.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.38% |
| Short-Term Bond Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;-5.55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.39 |
| Bloomberg U.S. 1-5 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;-5.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.20 |

---

For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares' market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares' market price was above or below the NAV.

------

Short-Term Bond Index Fund

Fund Allocation

As of December 31, 2022

---

| | |
|:---|:---|
| Corporate Bonds | 26.9% |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;5.5 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;0.1 |
| U.S. Government and Agency Obligations | 67.5 |

---

The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.

The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.

------

Short-Term Bond Index Fund

Financial Statements

Schedule of Investments

As of December 31, 2022

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.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (67.2%)** | **U.S. Government and Agency Obligations (67.2%)** | **U.S. Government and Agency Obligations (67.2%)** | **U.S. Government and Agency Obligations (67.2%)** | **U.S. Government and Agency Obligations (67.2%)** | **U.S. Government and Agency Obligations (67.2%)** |
| **U.S. Government Securities (65.1%)** | **U.S. Government Securities (65.1%)** | **U.S. Government Securities (65.1%)** | **U.S. Government Securities (65.1%)** | **U.S. Government Securities (65.1%)** | **U.S. Government Securities (65.1%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.125% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;120290 | &nbsp;&nbsp; 114689 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;61562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59051 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;189080 | &nbsp;&nbsp; 184087 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;213355 | &nbsp;&nbsp;&nbsp;&nbsp;208288 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.125% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;416305 | &nbsp;&nbsp;&nbsp;&nbsp;395490 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;339076 | &nbsp;&nbsp;&nbsp;&nbsp;331659 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;75013 | &nbsp;&nbsp; 72317 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;206325 | &nbsp;&nbsp;&nbsp;&nbsp;200296 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;173223 | &nbsp;&nbsp; 168703 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;340085 | &nbsp;&nbsp;&nbsp;&nbsp;322443 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 3/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;821566 | &nbsp;&nbsp; 795764 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 3/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;605510 | &nbsp;&nbsp; 587439 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;253690 | &nbsp;&nbsp;&nbsp;&nbsp;240054 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;118260 | &nbsp;&nbsp; 114102 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;293765 | &nbsp;&nbsp;&nbsp;&nbsp;284447 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;555285 | &nbsp;&nbsp;&nbsp;&nbsp;539495 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;411440 | &nbsp;&nbsp; 387268 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;453279 | &nbsp;&nbsp;&nbsp;&nbsp;439893 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 5/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;443329 | &nbsp;&nbsp; 427120 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;82852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80354 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;469039 | &nbsp;&nbsp;&nbsp;&nbsp;440237 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;263738 | &nbsp;&nbsp; 252776 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;231596 | &nbsp;&nbsp;&nbsp;&nbsp;222622 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;166238 | &nbsp;&nbsp; 162237 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;521602 | &nbsp;&nbsp; 488513 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;262309 | &nbsp;&nbsp; 250874 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;194731 | &nbsp;&nbsp; 187307 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;92510 | &nbsp;&nbsp; 90212 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;404185 | &nbsp;&nbsp; 377597 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;869092 | &nbsp;&nbsp;&nbsp;&nbsp;838538 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 8/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;195108 | &nbsp;&nbsp; 184713 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 8/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;219170 | &nbsp;&nbsp;&nbsp;&nbsp;209581 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 9/15/24 | &nbsp;&nbsp; 224115 | &nbsp;&nbsp; 208812 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;186795 | &nbsp;&nbsp; 177338 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;266039 | &nbsp;&nbsp; 255190 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;144955 | &nbsp;&nbsp; 144208 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;316385 | &nbsp;&nbsp;&nbsp;&nbsp;295375 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;359399 | &nbsp;&nbsp; 340418 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;224885 | &nbsp;&nbsp; 215925 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;331741 | &nbsp;&nbsp;&nbsp;&nbsp;330756 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;624625 | &nbsp;&nbsp;&nbsp;&nbsp;583049 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;503883 | &nbsp;&nbsp;&nbsp;&nbsp;483885 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 11/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;230712 | &nbsp;&nbsp; 218275 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 11/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;183765 | &nbsp;&nbsp; 175869 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;269389 | &nbsp;&nbsp;&nbsp;&nbsp;269431 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.000% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;406418 | &nbsp;&nbsp;&nbsp;&nbsp;380255 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;281665 | &nbsp;&nbsp; 267318 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;213814 | &nbsp;&nbsp;&nbsp;&nbsp;204827 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;214153 | &nbsp;&nbsp; 213417 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;404380 | &nbsp;&nbsp;&nbsp;&nbsp;378285 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;206235 | &nbsp;&nbsp; 193700 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;433268 | &nbsp;&nbsp; 416547 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;391965 | &nbsp;&nbsp; 368815 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;406645 | &nbsp;&nbsp;&nbsp;&nbsp;386885 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;229719 | &nbsp;&nbsp; 214392 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;184210 | &nbsp;&nbsp; 177935 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;358695 | &nbsp;&nbsp;&nbsp;&nbsp;338799 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 3/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;109446 | &nbsp;&nbsp; 105393 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;350315 | &nbsp;&nbsp;&nbsp; 337014 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;246878 | &nbsp;&nbsp; 225276 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;178540 | &nbsp;&nbsp; 172737 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;382555 | &nbsp;&nbsp;&nbsp;&nbsp;363427 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;338955 | &nbsp;&nbsp;&nbsp;&nbsp;326668 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 5/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;259061 | &nbsp;&nbsp; 235017 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;165790 | &nbsp;&nbsp; 160246 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;341190 | &nbsp;&nbsp;&nbsp;&nbsp;329622 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 6/30/25 | &nbsp;&nbsp; 217135 | &nbsp;&nbsp; 196643 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;104750 | &nbsp;&nbsp; 100855 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;199568 | &nbsp;&nbsp; 193269 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;209968 | &nbsp;&nbsp; 189431 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 7/31/25 | &nbsp;&nbsp; 117915 | &nbsp;&nbsp; 113898 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 8/15/25 | &nbsp;&nbsp; 677191 | &nbsp;&nbsp;&nbsp;&nbsp;639204 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;314345 | &nbsp;&nbsp; 305160 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 8/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;265960 | &nbsp;&nbsp;&nbsp;&nbsp;239073 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;178595 | &nbsp;&nbsp; 171619 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;218045 | &nbsp;&nbsp; 213616 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;156345 | &nbsp;&nbsp; 140344 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;169516 | &nbsp;&nbsp; 163821 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;45055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45020 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;211080 | &nbsp;&nbsp; 188719 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;151522 | &nbsp;&nbsp; 146337 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;429040 | &nbsp;&nbsp;&nbsp;&nbsp;405979 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;93170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93752 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;391630 | &nbsp;&nbsp;&nbsp;&nbsp;350264 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;184517 | &nbsp;&nbsp;&nbsp; 177511 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 12/15/25 | &nbsp;&nbsp; 117840 | &nbsp;&nbsp;&nbsp; 117103 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;170415 | &nbsp;&nbsp; 152202 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;182585 | &nbsp;&nbsp; 174568 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;310895 | &nbsp;&nbsp; 276502 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;170870 | &nbsp;&nbsp; 163261 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;731144 | &nbsp;&nbsp;&nbsp;&nbsp;675965 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.000% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;12240 | &nbsp;&nbsp; 12835 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 2/28/26 | 1430244 | &nbsp;&nbsp; 1274034 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;271040 | &nbsp;&nbsp; 257319 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 3/31/26 | &nbsp;&nbsp; 297255 | &nbsp;&nbsp; 266415 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;239650 | &nbsp;&nbsp;&nbsp;&nbsp;225795 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;288013 | &nbsp;&nbsp; 257412 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;211875 | &nbsp;&nbsp;&nbsp;&nbsp;200089 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;485738 | &nbsp;&nbsp; 447107 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;473895 | &nbsp;&nbsp;&nbsp;&nbsp;422581 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;225336 | &nbsp;&nbsp; 210724 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;546244 | &nbsp;&nbsp;&nbsp;&nbsp;488206 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;176699 | &nbsp;&nbsp; 163888 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;468753 | &nbsp;&nbsp; 414041 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 7/31/26 | &nbsp;&nbsp; 187095 | &nbsp;&nbsp; 172975 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;618255 | &nbsp;&nbsp;&nbsp;&nbsp;563481 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;498310 | &nbsp;&nbsp;&nbsp;&nbsp;441082 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;252485 | &nbsp;&nbsp; 228815 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;478410 | &nbsp;&nbsp;&nbsp;&nbsp;424738 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;166685 | &nbsp;&nbsp; 152491 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;479602 | &nbsp;&nbsp;&nbsp;&nbsp;428869 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;145545 | &nbsp;&nbsp; 132810 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;395047 | &nbsp;&nbsp; 365110 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;459370 | &nbsp;&nbsp; 411997 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;185679 | &nbsp;&nbsp; 169287 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;396080 | &nbsp;&nbsp;&nbsp;&nbsp;354553 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;163815 | &nbsp;&nbsp; 149916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;598280 | &nbsp;&nbsp;&nbsp;&nbsp;539948 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;348720 | &nbsp;&nbsp; 324310 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;54305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48272 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;413239 | &nbsp;&nbsp;&nbsp;&nbsp;378372 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;442570 | &nbsp;&nbsp; 415255 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;138770 | &nbsp;&nbsp; 119451 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;381094 | &nbsp;&nbsp;&nbsp;&nbsp;361027 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;442615 | &nbsp;&nbsp; 412462 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;323170 | &nbsp;&nbsp; 277068 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;702543 | &nbsp;&nbsp; 662146 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;189785 | &nbsp;&nbsp; 162296 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;409160 | &nbsp;&nbsp;&nbsp;&nbsp;395479 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;321715 | &nbsp;&nbsp;&nbsp;&nbsp;272905 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;300581 | &nbsp;&nbsp;&nbsp;&nbsp;284331 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;335255 | &nbsp;&nbsp; 310059 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;215955 | &nbsp;&nbsp; 183798 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;412202 | &nbsp;&nbsp;&nbsp;&nbsp;396487 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24437 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;590710 | &nbsp;&nbsp; 592741 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp; 169094 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;446919 | &nbsp;&nbsp;&nbsp;&nbsp;448455 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 11/30/27 | 1242330 | 1235342 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;960840 | &nbsp;&nbsp;&nbsp;&nbsp;955435 |
|  |  |  |  |  | **42393128** |
| **Agency Bonds and Notes (2.1%)** | **Agency Bonds and Notes (2.1%)** | **Agency Bonds and Notes (2.1%)** | **Agency Bonds and Notes (2.1%)** | **Agency Bonds and Notes (2.1%)** | **Agency Bonds and Notes (2.1%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AID-Israel | 5.500% | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;12058 | &nbsp;&nbsp; 12148 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AID-Jordan | 3.000% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4506 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.900% | 1/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9602 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.250% | 2/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;20100 | &nbsp;&nbsp; 19086 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 5/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp; 5135 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;22415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21786 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4684 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.250% | 6/17/24 | &nbsp;&nbsp; 17670 | &nbsp;&nbsp; 17306 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.100% | 6/28/24 | &nbsp;&nbsp; 11320 | &nbsp;&nbsp; 11058 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.375% | 8/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29377 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 9/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;35875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35627 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.875% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;35902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33539 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.500% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;35190 | &nbsp;&nbsp; 35106 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6791 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 1.125% | 1/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 1.750% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;12040 | &nbsp;&nbsp; 11382 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.510% | 4/1/25 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11966 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.500% | 2/13/24 | &nbsp;&nbsp; 94110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91751 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.125% | 2/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;18050 | &nbsp;&nbsp;&nbsp; 17510 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9229 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.875% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;22560 | &nbsp;&nbsp; 21974 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.125% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 4.875% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 11017 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.750% | 6/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;44500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43248 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.000% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;20200 | &nbsp;&nbsp; 19693 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 5.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.875% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 19415 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 19536 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.500% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33250 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 4.500% | 10/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24938 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.000% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10273 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 0.500% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32042 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 0.375% | 9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13521 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.250% | 12/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;52300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp; 19093 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;55050 | &nbsp;&nbsp; 49813 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53929 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.875% | 9/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.500% | 2/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;14583 | &nbsp;&nbsp; 14225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.750% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;15722 | &nbsp;&nbsp; 15051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.625% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;183595 | &nbsp;&nbsp; 177558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.625% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.625% | 1/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;70365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66468 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.625% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.500% | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22847 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.375% | 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;45100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40670 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.500% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;45350 | &nbsp;&nbsp; 40748 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.125% | 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.875% | 9/24/26 | &nbsp;&nbsp; 37630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 3.550% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3442 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 2.450% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp; 3218 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 1.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp; 2011 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 2.875% | 9/15/24 | &nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7630 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 0.750% | 5/15/25 | &nbsp;&nbsp; 7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 6.750% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp; 7253 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 2.875% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11412 |
|  |  |  |  |  | &nbsp;&nbsp; **1353155** |
| **Total U.S. Government and Agency Obligations (Cost $46,638,939)** | **Total U.S. Government and Agency Obligations (Cost $46,638,939)** | **Total U.S. Government and Agency Obligations (Cost $46,638,939)** | **Total U.S. Government and Agency Obligations (Cost $46,638,939)** | **Total U.S. Government and Agency Obligations (Cost $46,638,939)** | &nbsp;&nbsp;**43746283** |
| **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** |
| **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 3.400% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8097 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 3.375% | 2/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 0.450% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;10155 | &nbsp;&nbsp; 9150 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.998% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;13737 | &nbsp;&nbsp; 12634 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 0.800% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 0.900% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp; 12520 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.700% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;25885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23363 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8162 | &nbsp;&nbsp;&nbsp; 7774 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;14971 | &nbsp;&nbsp; 14572 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.875% | 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.375% | 5/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5063 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.075% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.125% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp; 3763 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 1.720% | 4/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2821 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 1.625% | 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.625% | 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5098 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.650% | 3/15/25 | &nbsp;&nbsp; 7999 | &nbsp;&nbsp; 7791 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.600% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;12457 | &nbsp;&nbsp; 11936 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.500% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;19706 | &nbsp;&nbsp; 19468 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.908% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;38032 | &nbsp;&nbsp; 37298 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.700% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;15692 | &nbsp;&nbsp; 15452 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8227 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;10234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.950% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;25980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25434 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;15550 | &nbsp;&nbsp; 14816 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.350% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;13679 | &nbsp;&nbsp; 12448 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.300% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;10436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9851 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.800% | 3/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.900% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.450% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.950% | 6/15/25 | &nbsp;&nbsp; 4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4521 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799 |
|  | &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 4.800% | 3/1/26 | &nbsp;&nbsp; 2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 5.000% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9028 | &nbsp;&nbsp; 8912 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 4.625% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 |
|  | &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc. | 2.900% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | 4.030% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;12048 | &nbsp;&nbsp; 11904 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | 3.050% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 4.625% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.500% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp; 18454 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 3.650% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6086 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 3.600% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9324 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.000% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9449 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 2.900% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 2.950% | 3/15/25 | &nbsp;&nbsp; 7995 | &nbsp;&nbsp; 7624 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.625% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346 | &nbsp;&nbsp; 5116 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 2.900% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5551 |
|  | &nbsp;&nbsp;&nbsp;Sprint LLC | 7.875% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp; 5017 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | 7.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4641 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.103% | 3/8/27 | &nbsp;&nbsp; 7806 | &nbsp;&nbsp; 7399 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.800% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 3.350% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;28761 | &nbsp;&nbsp; 27688 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 1.500% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9388 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.250% | 2/15/26 | &nbsp;&nbsp; 742 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;12142 | &nbsp;&nbsp; 11121 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.750% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;34701 | &nbsp;&nbsp; 32718 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.375% | 4/15/27 | &nbsp;&nbsp; 3011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | &nbsp;&nbsp; 7864 | &nbsp;&nbsp; 7539 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5847 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;11877 | &nbsp;&nbsp; 10743 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.750% | 3/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.376% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;12140 | &nbsp;&nbsp; 11768 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.850% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;13446 | &nbsp;&nbsp; 12009 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.450% | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;16925 | &nbsp;&nbsp; 15212 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.625% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;20039 | &nbsp;&nbsp; 18511 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 3/16/27 | &nbsp;&nbsp; 27606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26889 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 3/22/27 | &nbsp;&nbsp; 7747 | &nbsp;&nbsp; 7204 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.100% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13012 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.750% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;10369 | &nbsp;&nbsp; 10239 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.125% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;14510 | &nbsp;&nbsp; 14282 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 1.750% | 8/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;11226 | &nbsp;&nbsp; 10691 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2967 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.350% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;15935 | &nbsp;&nbsp; 15435 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 10/15/25 | &nbsp;&nbsp; 7013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6806 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 1.750% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8738 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.375% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp; 5876 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.428% | 3/15/24 | &nbsp;&nbsp; 13374 | &nbsp;&nbsp; 12980 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.528% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.638% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;16780 | &nbsp;&nbsp; 15960 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.788% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.755% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;35917 | &nbsp;&nbsp; 32417 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | 3.500% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5524 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance 2010 | 3.750% | 9/19/24 | &nbsp;&nbsp; 3111 | &nbsp;&nbsp; 3013 |
|  |  |  |  |  | **849488** |
| **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** | **Consumer Discretionary (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;18982 | &nbsp;&nbsp; 18348 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.730% | 4/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 0.450% | 5/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;25761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24302 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.800% | 8/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;23095 | &nbsp;&nbsp; 22374 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 11/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9996 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.800% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 0.800% | 6/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;10351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.600% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;10480 | &nbsp;&nbsp; 10467 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 5.200% | 12/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.000% | 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;10435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.300% | 4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;39888 | &nbsp;&nbsp; 37884 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.150% | 8/22/27 | &nbsp;&nbsp; 17955 | &nbsp;&nbsp; 16905 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.550% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14957 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.050% | 1/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6946 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 3.550% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4232 | &nbsp;&nbsp; 4174 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.900% | 2/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5834 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.400% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;10935 | &nbsp;&nbsp; 10539 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.550% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.750% | 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.150% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.200% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.000% | 9/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp; 4216 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.300% | 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621 | &nbsp;&nbsp; 3310 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.350% | 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 2.396% | 2/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461 | &nbsp;&nbsp; 3317 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 4.500% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp; 3159 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.800% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4543 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.125% | 4/18/24 | &nbsp;&nbsp; 7660 | &nbsp;&nbsp; 7459 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.625% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.125% | 4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377 | &nbsp;&nbsp; 4132 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.750% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5288 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 3.375% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp; 4145 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 2.650% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8545 | &nbsp;&nbsp; 7613 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 0.850% | 8/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | 3.850% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp; 4120 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 2.500% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4672 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 2.600% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 1.400% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.450% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 1.900% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 5.900% | 11/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5113 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 1.400% | 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp; 4513 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.600% | 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 5.950% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5144 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 4.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5257 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.125% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;24214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24685 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.800% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.250% | 1/5/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.100% | 1/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;10979 | &nbsp;&nbsp; 10947 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.050% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3243 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.950% | 4/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp; 7901 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.200% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.500% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8514 | &nbsp;&nbsp; 8212 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 10388 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.900% | 2/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;18060 | &nbsp;&nbsp;&nbsp; 17141 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.800% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5777 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.350% | 4/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.750% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;13955 | &nbsp;&nbsp; 13069 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | 7/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.250% | 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8559 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.250% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;13307 | &nbsp;&nbsp; 13104 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.500% | 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp; 7773 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;12528 | &nbsp;&nbsp; 11805 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.350% | 1/17/27 | &nbsp;&nbsp; 12741 | &nbsp;&nbsp; 12123 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.350% | 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp; 4217 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.000% | 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;16023 | &nbsp;&nbsp; 15534 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.700% | 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 1.750% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services Inc. | 3.350% | 6/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | 3.500% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.000% | 11/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.550% | 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;10843 | &nbsp;&nbsp; 10172 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.750% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8694 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp; 2817 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.350% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;10467 | &nbsp;&nbsp; 10156 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.000% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;12426 | &nbsp;&nbsp; 11826 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.125% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.500% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9524 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.875% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;11220 | &nbsp;&nbsp; 10479 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.800% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;10081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9351 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.271% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;12495 | &nbsp;&nbsp; 11832 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.534% | 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;21295 | &nbsp;&nbsp; 19491 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 1.800% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 5.625% | 4/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 4.850% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 3.875% | 4/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4439 | &nbsp;&nbsp; 4218 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.800% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.500% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 1.289% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.500% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;12233 | &nbsp;&nbsp; 12070 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 5.875% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.750% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5803 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 5.250% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.750% | 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.125% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.000% | 4/15/25 | &nbsp;&nbsp; 5101 | &nbsp;&nbsp; 5001 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.400% | 9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp; 4193 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.375% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9478 | &nbsp;&nbsp; 9103 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8498 | &nbsp;&nbsp; 7930 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.350% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.100% | 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 3.625% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.150% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.600% | 4/15/24 | &nbsp;&nbsp; 7530 | &nbsp;&nbsp; 7370 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp; 2719 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 5.750% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.750% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.125% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 5.000% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp; 5102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.375% | 5/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp; 5134 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.300% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;12488 | &nbsp;&nbsp; 12079 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 1.450% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6836 | &nbsp;&nbsp; 6276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.700% | 1/30/26 | &nbsp;&nbsp; 7616 | &nbsp;&nbsp;&nbsp; 7411 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.500% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;13561 | &nbsp;&nbsp; 12914 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 0.750% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.400% | 3/27/25 | &nbsp;&nbsp; 11176 | &nbsp;&nbsp; 10674 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.750% | 3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6044 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.550% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp; 3136 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.600% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.200% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3589 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 5.500% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4528 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 5.000% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp; 2162 |
|  | &nbsp;&nbsp;&nbsp;PVH Corp. | 4.625% | 7/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp; 4186 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 3.750% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | 4.600% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | 0.875% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8854 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 3.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 3.400% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5345 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.000% | 3/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.800% | 8/15/25 | &nbsp;&nbsp; 7684 | &nbsp;&nbsp; 7517 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.450% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.000% | 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2363 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 2.250% | 9/15/26 | &nbsp;&nbsp; 7246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6631 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 4.875% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846 | &nbsp;&nbsp; 3761 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 0.681% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 2.358% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 1.339% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.625% | 1/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.700% | 1/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8296 | &nbsp;&nbsp; 8276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.450% | 1/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8577 | &nbsp;&nbsp; 8192 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.900% | 4/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.500% | 6/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8783 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.625% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8681 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.400% | 9/20/24 | &nbsp;&nbsp; 7635 | &nbsp;&nbsp; 7571 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.450% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8603 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.800% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;26750 | &nbsp;&nbsp; 25151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;16281 | &nbsp;&nbsp; 15647 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.950% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5370 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.800% | 10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 5.400% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5686 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.800% | 1/9/26 | &nbsp;&nbsp; 7734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6904 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.125% | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8361 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.050% | 3/22/27 | &nbsp;&nbsp; 7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6894 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.150% | 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.550% | 9/20/27 | &nbsp;&nbsp; 7385 | &nbsp;&nbsp; 7285 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 5.450% | 11/10/27 | &nbsp;&nbsp; 10115 | &nbsp;&nbsp; 10354 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.400% | 4/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5885 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.800% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.000% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 3.700% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Yale University | 0.873% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366 | &nbsp;&nbsp; 4017 |
|  |  |  |  |  | **1132353** |
| **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** | **Consumer Staples (1.5%)** |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.000% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9087 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.800% | 2/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.350% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp; 4510 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.400% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;10693 | &nbsp;&nbsp; 10482 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;32809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31602 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.222% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8298 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.789% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;15220 | &nbsp;&nbsp; 14575 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.215% | 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462 | &nbsp;&nbsp; 3198 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.700% | 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.557% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;25175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22924 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.259% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4161 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 1.668% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;14632 | &nbsp;&nbsp; 12955 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 3.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904 | &nbsp;&nbsp; 4574 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;16710 | &nbsp;&nbsp; 16324 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.300% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 3682 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 3.150% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp; 2892 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 3.100% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp; 2023 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.750% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8753 | &nbsp;&nbsp; 8346 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.375% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;14475 | &nbsp;&nbsp; 13888 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.450% | 6/1/27 | &nbsp;&nbsp; 7381 | &nbsp;&nbsp; 6519 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp; 2686 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.100% | 8/15/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp; 7104 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.300% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;10446 | &nbsp;&nbsp; 10298 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.600% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8548 | &nbsp;&nbsp; 8409 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.600% | 5/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp; 856 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;10739 | &nbsp;&nbsp; 10669 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.400% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp; 5270 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192 | &nbsp;&nbsp; 4182 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.700% | 12/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp; 6112 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.350% | 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4178 | &nbsp;&nbsp; 4066 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 2.750% | 5/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;13021 | &nbsp;&nbsp; 12676 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 3.000% | 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;19656 | &nbsp;&nbsp; 18508 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.375% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;14680 | &nbsp;&nbsp; 12868 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.125% | 10/24/24 | &nbsp;&nbsp; 7843 | &nbsp;&nbsp; 7442 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 1.375% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4669 | &nbsp;&nbsp; 4283 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.300% | 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp; 10643 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.250% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp; 1624 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.150% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 | &nbsp;&nbsp; 5663 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 3.875% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4804 | &nbsp;&nbsp; 4582 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.625% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp; 2225 |
|  | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 4.000% | 5/15/25 | &nbsp;&nbsp; 7904 | &nbsp;&nbsp; 7719 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587 | &nbsp;&nbsp; 1505 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616 | &nbsp;&nbsp; 3426 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.650% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048 | &nbsp;&nbsp; 2017 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 4.000% | 4/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp; 3318 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.200% | 2/10/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp; 7102 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital UK plc | 3.125% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;10358 | &nbsp;&nbsp; 9864 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp; 4764 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;22539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.625% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.050% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457 | &nbsp;&nbsp; 3291 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 0.900% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp; 3150 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.200% | 8/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp; 570 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.300% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 3513 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 0.650% | 6/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5810 | &nbsp;&nbsp; 5479 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 3.200% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp; 3959 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.500% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp; 9446 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.375% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2775 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 2.500% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp; 4020 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 2.650% | 12/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 | &nbsp;&nbsp; 1843 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 3.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3656 | &nbsp;&nbsp; 3481 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp; 8624 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | &nbsp;&nbsp; 6113 | &nbsp;&nbsp; 6049 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 | &nbsp;&nbsp; 2348 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4717 | &nbsp;&nbsp; 4403 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.050% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp; 1960 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146 | &nbsp;&nbsp; 2970 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.000% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 13299 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.875% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;19309 | &nbsp;&nbsp; 18449 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.000% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp; 1773 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.500% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 | &nbsp;&nbsp; 1672 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 2.650% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp; 4781 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.700% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 | &nbsp;&nbsp; 1747 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 3.150% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;10502 | &nbsp;&nbsp; 10158 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 0.900% | 2/15/26 | &nbsp;&nbsp; 4742 | &nbsp;&nbsp; 4163 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 3.400% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp; 4643 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;11842 | &nbsp;&nbsp; 11597 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 3.000% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;19964 | &nbsp;&nbsp; 18537 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.125% | 3/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp; 2077 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 5/4/25 | &nbsp;&nbsp; 7817 | &nbsp;&nbsp; 7245 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.625% | 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp; 8219 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 3/1/24 | &nbsp;&nbsp; 7037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6953 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.250% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;21901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20842 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8499 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.500% | 7/17/25 | &nbsp;&nbsp; 7688 | &nbsp;&nbsp; 7506 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.850% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.375% | 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5642 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 3/19/27 | &nbsp;&nbsp; 11101 | &nbsp;&nbsp; 10299 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.000% | 10/15/27 | &nbsp;&nbsp; 7595 | &nbsp;&nbsp; 7132 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.875% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189 | &nbsp;&nbsp; 2125 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.250% | 11/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4939 | &nbsp;&nbsp; 4776 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/15/24 | &nbsp;&nbsp; 7119 | &nbsp;&nbsp; 7125 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.500% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8377 | &nbsp;&nbsp;&nbsp; 7749 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.375% | 8/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.000% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6572 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.750% | 2/25/26 | &nbsp;&nbsp; 7840 | &nbsp;&nbsp; 7358 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 0.875% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;15525 | &nbsp;&nbsp; 15672 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.100% | 8/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9777 | &nbsp;&nbsp; 9713 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 0.550% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639 | &nbsp;&nbsp; 4162 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.700% | 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.450% | 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.800% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;15589 | &nbsp;&nbsp; 14624 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.850% | 8/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 4.450% | 6/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;32341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31649 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.750% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8436 | &nbsp;&nbsp; 8161 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.300% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 | &nbsp;&nbsp; 5417 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.500% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;14173 | &nbsp;&nbsp; 13444 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.500% | 4/15/26 | &nbsp;&nbsp; 11152 | &nbsp;&nbsp; 10448 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 1.950% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 3.950% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;12094 | &nbsp;&nbsp; 11899 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.000% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9868 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.250% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8043 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.600% | 5/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 0.626% | 8/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.375% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.100% | 7/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.000% | 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6372 | &nbsp;&nbsp; 5818 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;14087 | &nbsp;&nbsp; 13385 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.300% | 4/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;14845 | &nbsp;&nbsp; 14550 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.850% | 7/8/24 | &nbsp;&nbsp; 7053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6848 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.650% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;14396 | &nbsp;&nbsp; 13848 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.550% | 6/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp; 6746 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.900% | 9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6804 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.050% | 7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.050% | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3397 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 9/9/27 | &nbsp;&nbsp; 7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 |
|  |  |  |  |  | **959046** |
| **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 2.061% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 3.337% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 4.950% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 5.950% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9388 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.796% | 9/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9409 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.410% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6241 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.119% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;15389 | &nbsp;&nbsp; 14594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.017% | 1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.543% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.588% | 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.279% | 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp; 1740 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6741 | &nbsp;&nbsp; 6274 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;11060 | &nbsp;&nbsp; 10439 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 4.250% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4539 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | &nbsp;&nbsp; 17615 | &nbsp;&nbsp; 17927 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;15544 | &nbsp;&nbsp; 15632 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;13592 | &nbsp;&nbsp; 13451 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.895% | 3/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;10043 | &nbsp;&nbsp; 9818 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 1.554% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;24539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22833 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 3.326% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.954% | 5/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8332 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 1.995% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.900% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 0.687% | 8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 1.018% | 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8968 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp; 8576 |
|  | &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp; 3154 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 2.125% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp; 7749 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.350% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 2.400% | 3/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp; 7867 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.350% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 3.800% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 3.900% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9362 | &nbsp;&nbsp; 8749 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.375% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2559 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.625% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.250% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.850% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.875% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.150% | 2/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.500% | 6/10/24 | &nbsp;&nbsp; 7045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6854 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 2/14/25 | &nbsp;&nbsp; 2745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 1.600% | 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.700% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.875% | 1/15/24 | &nbsp;&nbsp; 17286 | &nbsp;&nbsp; 17330 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.250% | 4/1/24 | &nbsp;&nbsp; 6115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8502 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.900% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.050% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 2.900% | 5/15/25 | &nbsp;&nbsp; 11195 | &nbsp;&nbsp; 10548 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.950% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6603 | &nbsp;&nbsp; 6701 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.750% | 1/15/26 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7465 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.900% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4998 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.400% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.200% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5952 | &nbsp;&nbsp; 5916 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.000% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.550% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.900% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8952 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.750% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15805 | &nbsp;&nbsp; 15369 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.250% | 8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.150% | 4/1/25 | &nbsp;&nbsp; 5574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8277 | &nbsp;&nbsp; 8123 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 6.125% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp; 8418 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.678% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp; 1417 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | 3.125% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.700% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.176% | 3/15/24 | &nbsp;&nbsp; 9017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8844 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.019% | 8/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;11759 | &nbsp;&nbsp; 11266 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.709% | 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;11435 | &nbsp;&nbsp; 10941 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.992% | 3/19/25 | &nbsp;&nbsp; 37900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36534 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.043% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;19652 | &nbsp;&nbsp; 18762 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.294% | 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 3.800% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 3.500% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 4.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5241 | &nbsp;&nbsp; 5016 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | 5.875% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8132 | &nbsp;&nbsp; 8153 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;11038 | &nbsp;&nbsp; 10898 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | &nbsp;&nbsp; 7138 | &nbsp;&nbsp; 7023 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 1.750% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 5.000% | 3/1/26 | &nbsp;&nbsp; 3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 4.400% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 3.625% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6647 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.700% | 5/1/25 | &nbsp;&nbsp; 21874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21554 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 5.125% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.875% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 9415 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.000% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.875% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 1.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.125% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9256 | &nbsp;&nbsp; 8762 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
|  | &nbsp;&nbsp;&nbsp;Northwest Pipeline LLC | 4.000% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 2.750% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 5.850% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.000% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 4.900% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8498 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Exploration Inc. | 5.375% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5395 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 0.900% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 3.850% | 4/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp; 14229 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 1.300% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 2.450% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.605% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.550% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246 | &nbsp;&nbsp; 4919 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.125% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 | &nbsp;&nbsp; 7359 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.600% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.650% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.500% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;24835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24844 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;16873 | &nbsp;&nbsp; 16913 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;13133 | &nbsp;&nbsp; 13289 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;11702 | &nbsp;&nbsp; 11480 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266 | &nbsp;&nbsp; 3910 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.000% | 11/7/24 | &nbsp;&nbsp; 11201 | &nbsp;&nbsp; 10651 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;23144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22432 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.875% | 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.500% | 9/12/26 | &nbsp;&nbsp; 11162 | &nbsp;&nbsp; 10354 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 4.750% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;10840 | &nbsp;&nbsp; 10771 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 3.500% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322 | &nbsp;&nbsp; 5120 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 3.375% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8246 | &nbsp;&nbsp; 7696 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 5.200% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp; 4617 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 |
|  | &nbsp;&nbsp;&nbsp;TC PipeLines LP | 4.375% | 3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2263 |
|  | &nbsp;&nbsp;&nbsp;TC PipeLines LP | 3.900% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp; 5014 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.700% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;13086 | &nbsp;&nbsp; 12912 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.750% | 4/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp; 5142 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.434% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9402 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | &nbsp;&nbsp; 2274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | &nbsp;&nbsp; 7098 | &nbsp;&nbsp; 7570 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.300% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;12175 | &nbsp;&nbsp; 12015 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.550% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9371 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.900% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15299 | &nbsp;&nbsp; 14866 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.750% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9135 | &nbsp;&nbsp; 8610 |
|  |  |  |  |  | &nbsp;&nbsp; **1024374** |
| **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** | **Financials (11.6%)** |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.875% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.150% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;13618 | &nbsp;&nbsp; 13208 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 2.875% | 8/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.650% | 10/29/24 | &nbsp;&nbsp; 27495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25390 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 6.500% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;16820 | &nbsp;&nbsp; 17087 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.450% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;10448 | &nbsp;&nbsp; 10057 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.750% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;13548 | &nbsp;&nbsp; 11940 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.450% | 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 2.450% | 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;56335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49268 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.650% | 7/21/27 | &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;272 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 4.250% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp; 3918 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 3.500% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4281 | &nbsp;&nbsp; 4113 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 1.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 2.875% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.250% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 0.700% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 0.800% | 8/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6356 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.250% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3282 | &nbsp;&nbsp; 3214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.300% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;11479 | &nbsp;&nbsp; 10901 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.375% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/26 | &nbsp;&nbsp; 7959 | &nbsp;&nbsp; 7369 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.750% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 | &nbsp;&nbsp; 5674 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 1.875% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 5.850% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4687 |
|  | &nbsp;&nbsp;&nbsp;Aircastle Ltd. | 4.125% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Aircastle Ltd. | 4.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | &nbsp;&nbsp;&nbsp;Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 0.750% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 3.280% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4727 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 3.875% | 5/21/24 | &nbsp;&nbsp; 16110 | &nbsp;&nbsp; 15703 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 5.125% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;13517 | &nbsp;&nbsp; 13402 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 4.625% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8868 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 5.800% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 4.750% | 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 7.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 4129 |
|  | &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.400% | 2/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;12547 | &nbsp;&nbsp; 12323 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.375% | 5/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;21305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20882 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.500% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;18389 | &nbsp;&nbsp; 17696 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.000% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;16155 | &nbsp;&nbsp; 15638 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.625% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.250% | 3/4/25 | &nbsp;&nbsp; 7181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6784 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.950% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;12525 | &nbsp;&nbsp; 12274 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.200% | 11/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp; 6615 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.125% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3796 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 1.650% | 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.550% | 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 5.850% | 11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;20025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20805 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.125% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 2.500% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 | &nbsp;&nbsp; 8169 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.900% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.700% | 10/15/24 | &nbsp;&nbsp; 4874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.000% | 4/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8390 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.850% | 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 3.500% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 3.875% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5324 | &nbsp;&nbsp; 5190 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | 4.011% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp; 3410 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 4.200% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 4.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.250% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 | &nbsp;&nbsp; 7977 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;13075 | &nbsp;&nbsp; 12002 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 2.150% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 2.875% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 4.200% | 9/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526 |
|  | &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993 |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 1.125% | 9/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5392 |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 5.862% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 3197 |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 6.138% | 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6823 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.706% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;10526 | &nbsp;&nbsp; 10104 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.746% | 5/28/25 | &nbsp;&nbsp; 17535 | &nbsp;&nbsp; 16417 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.147% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;24545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24308 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.179% | 11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp; 8674 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.849% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;10970 | &nbsp;&nbsp; 9740 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.250% | 4/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;14181 | &nbsp;&nbsp; 13511 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.294% | 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8434 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.722% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799 | &nbsp;&nbsp; 7522 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.175% | 3/24/28 | &nbsp;&nbsp; 7015 | &nbsp;&nbsp; 6501 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.125% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4387 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7998 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.486% | 5/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8299 | &nbsp;&nbsp; 8169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.200% | 8/26/24 | &nbsp;&nbsp; 17423 | &nbsp;&nbsp;&nbsp; 17154 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;19245 | &nbsp;&nbsp; 18837 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.843% | 2/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp; 2091 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.458% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 | &nbsp;&nbsp; 4894 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.950% | 4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;31109 | &nbsp;&nbsp; 30306 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.976% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;20266 | &nbsp;&nbsp; 18995 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.841% | 4/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6592 | &nbsp;&nbsp; 6435 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.875% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 | &nbsp;&nbsp; 5731 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.981% | 9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;16159 | &nbsp;&nbsp; 14905 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.093% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;26229 | &nbsp;&nbsp; 25129 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.456% | 10/22/25 | &nbsp;&nbsp; 27731 | &nbsp;&nbsp; 26199 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.530% | 12/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;13097 | &nbsp;&nbsp; 12082 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.366% | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;18331 | &nbsp;&nbsp; 17486 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.015% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;33949 | &nbsp;&nbsp; 31478 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.450% | 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5501 | &nbsp;&nbsp; 5390 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.384% | 4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;13615 | &nbsp;&nbsp; 12999 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.500% | 4/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 | &nbsp;&nbsp; 5988 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.319% | 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;53288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48000 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.220% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp; 1899 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.250% | 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;18242 | &nbsp;&nbsp; 17638 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.197% | 10/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;16497 | &nbsp;&nbsp; 14695 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.658% | 3/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;35019 | &nbsp;&nbsp; 30946 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.559% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;33642 | &nbsp;&nbsp; 31523 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.734% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;75440 | &nbsp;&nbsp; 66126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.183% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;20964 | &nbsp;&nbsp; 19911 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.824% | 1/20/28 | &nbsp;&nbsp; 17408 | &nbsp;&nbsp; 16251 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.551% | 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;10369 | &nbsp;&nbsp; 9209 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.376% | 4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;25445 | &nbsp;&nbsp; 24328 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.948% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;40814 | &nbsp;&nbsp; 39885 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.204% | 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.419% | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4535 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | 0.450% | 12/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;10841 | &nbsp;&nbsp; 10397 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.300% | 2/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;10036 | &nbsp;&nbsp; 9849 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.150% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp; 5176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.500% | 6/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8266 | &nbsp;&nbsp; 7958 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.250% | 9/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp; 1179 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.500% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp; 3606 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.850% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;13628 | &nbsp;&nbsp; 12730 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.700% | 6/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8013 | &nbsp;&nbsp;&nbsp; 7776 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.250% | 9/15/26 | &nbsp;&nbsp; 11413 | &nbsp;&nbsp; 10001 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 0.949% | 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;14650 | &nbsp;&nbsp; 12943 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.650% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;15325 | &nbsp;&nbsp; 14011 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.700% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp; 3762 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.338% | 10/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp; 4431 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.800% | Perpetual | &nbsp;&nbsp; 117 | &nbsp;&nbsp; 108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 5.224% | 11/21/25 | &nbsp;&nbsp; 7907 | &nbsp;&nbsp; 7900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 0.350% | 12/7/23 | &nbsp;&nbsp; 7812 | &nbsp;&nbsp; 7489 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 0.500% | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204 | &nbsp;&nbsp; 5856 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp; 4785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.250% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9934 | &nbsp;&nbsp; 9662 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.100% | 10/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp; 5841 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.000% | 2/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735 | &nbsp;&nbsp; 3601 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 1.600% | 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp; 6261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.800% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp; 5167 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.414% | 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;16485 | &nbsp;&nbsp; 16247 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.450% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp; 1063 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.050% | 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3884 | &nbsp;&nbsp; 3496 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.250% | 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8728 | &nbsp;&nbsp; 8211 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.442% | 2/7/28 | &nbsp;&nbsp; 7676 | &nbsp;&nbsp; 7203 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.802% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 9294 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.400% | 2/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;16332 | &nbsp;&nbsp; 16049 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.440% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp; 4623 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.700% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;12383 | &nbsp;&nbsp; 11698 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.650% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 5.250% | 12/6/24 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; 7608 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.450% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp; 3141 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.200% | 2/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;19104 | &nbsp;&nbsp; 17995 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.450% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;13067 | &nbsp;&nbsp; 12592 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.300% | 6/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp; 1892 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.500% | 12/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8312 | &nbsp;&nbsp; 8155 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.050% | 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp; 5862 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.350% | 6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp; 4103 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.700% | 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;12436 | &nbsp;&nbsp; 11517 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.300% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp; 7630 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.951% | 3/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9214 |
|  | &nbsp;&nbsp;&nbsp;BankUnited Inc. | 4.875% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Bank plc | 3.750% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.375% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4470 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.650% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8432 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 3.932% | 5/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9263 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.375% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;20006 | &nbsp;&nbsp; 19304 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 2.852% | 5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8566 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.200% | 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;18445 | &nbsp;&nbsp; 17925 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.304% | 8/9/26 | &nbsp;&nbsp; 7450 | &nbsp;&nbsp; 7399 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.325% | 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5184 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.279% | 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;10431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9041 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.501% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;12461 | &nbsp;&nbsp; 12116 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.385% | 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;16250 | &nbsp;&nbsp; 16902 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 3.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;20731 | &nbsp;&nbsp; 19891 |
|  | &nbsp;&nbsp;&nbsp;BGC Partners Inc. | 3.750% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.500% | 3/18/24 | &nbsp;&nbsp; 6748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6642 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 2.350% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 7.050% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 2.625% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9926 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 3.250% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;12414 | &nbsp;&nbsp; 10462 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 3.625% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp; 4110 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 2.750% | 9/16/26 | &nbsp;&nbsp; 7645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 2.125% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp; 512 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.250% | 10/15/24 | &nbsp;&nbsp; 7735 | &nbsp;&nbsp; 7555 |
|  | &nbsp;&nbsp;&nbsp;BPCE SA | 4.000% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6228 | &nbsp;&nbsp; 6122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | 3.375% | 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Corp. | 4.000% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.000% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4981 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.250% | 6/2/26 | &nbsp;&nbsp; 2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.200% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp; 4125 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6486 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.945% | 8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;10945 | &nbsp;&nbsp; 10701 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3847 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp; 5701 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.900% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 4/24/24 | &nbsp;&nbsp; 7369 | &nbsp;&nbsp; 7232 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.300% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;16685 | &nbsp;&nbsp; 16103 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.200% | 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.250% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;21557 | &nbsp;&nbsp; 21153 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.166% | 5/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8935 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.200% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;12955 | &nbsp;&nbsp; 12522 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.636% | 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8509 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 7/28/26 | &nbsp;&nbsp; 7017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8931 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.927% | 5/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6471 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One NA | 2.280% | 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 3.650% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.550% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 0.750% | 3/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;19935 | &nbsp;&nbsp; 18948 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.750% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.000% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.200% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5465 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.625% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.850% | 5/21/25 | &nbsp;&nbsp; 7268 | &nbsp;&nbsp; 7097 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 0.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 1.150% | 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;25345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22531 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.450% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;10712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9790 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/15/24 | &nbsp;&nbsp; 7558 | &nbsp;&nbsp; 7396 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.150% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15453 | &nbsp;&nbsp; 14918 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 | &nbsp;&nbsp; 8274 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank NA | 3.650% | 1/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9529 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.750% | 6/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.000% | 8/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.875% | 3/26/25 | &nbsp;&nbsp; 7031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.352% | 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;23555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22836 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.300% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp; 4107 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.981% | 5/1/25 | &nbsp;&nbsp; 7442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6967 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.140% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;15649 | &nbsp;&nbsp; 15410 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.400% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;26952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26456 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.500% | 9/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;13581 | &nbsp;&nbsp; 13658 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.700% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;15512 | &nbsp;&nbsp; 14925 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.014% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;13096 | &nbsp;&nbsp; 12127 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.600% | 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;12353 | &nbsp;&nbsp; 12155 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.106% | 4/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;48389 | &nbsp;&nbsp; 45768 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.400% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;13832 | &nbsp;&nbsp; 13132 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.610% | 9/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.200% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.300% | 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.122% | 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;12568 | &nbsp;&nbsp; 10958 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.462% | 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.450% | 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;13077 | &nbsp;&nbsp; 12491 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.887% | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;21507 | &nbsp;&nbsp; 20101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.070% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;65515 | &nbsp;&nbsp; 59115 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.658% | 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;29991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28998 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.668% | 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;10645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9777 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.520% | 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13662 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 2.250% | 4/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp; 3311 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 4.119% | 5/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 6.064% | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 3.750% | 2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp; 3011 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 4.575% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.850% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 4.300% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3628 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 3.000% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6628 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.950% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 4.500% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.450% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | 5.250% | 5/30/25 | &nbsp;&nbsp; 7675 | &nbsp;&nbsp; 7627 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Comerica Bank | 2.500% | 7/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.375% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.875% | 8/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.375% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5558 | &nbsp;&nbsp; 5201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.375% | 5/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;18141 | &nbsp;&nbsp; 17589 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.375% | 8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;11826 | &nbsp;&nbsp; 11539 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.750% | 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8041 | &nbsp;&nbsp; 7573 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.500% | 4/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.650% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;32845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30597 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 1.000% | 5/5/23 | &nbsp;&nbsp; 7214 | &nbsp;&nbsp; 7063 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 0.495% | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8842 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 3.625% | 9/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;22304 | &nbsp;&nbsp; 20817 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 3.700% | 2/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6227 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 2.950% | 4/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;23233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20960 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 1.250% | 8/7/26 | &nbsp;&nbsp; 7655 | &nbsp;&nbsp; 6180 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 3.750% | 3/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;18622 | &nbsp;&nbsp; 16817 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.550% | 4/17/26 | &nbsp;&nbsp; 7096 | &nbsp;&nbsp; 6313 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 0.898% | 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.700% | 5/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;19590 | &nbsp;&nbsp; 19013 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.700% | 5/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.222% | 9/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;19288 | &nbsp;&nbsp; 18624 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.447% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9591 | &nbsp;&nbsp; 8913 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;12776 | &nbsp;&nbsp; 12161 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.961% | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.100% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp; 154 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.100% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.686% | 3/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8498 | &nbsp;&nbsp; 7625 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 6.119% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5742 | &nbsp;&nbsp; 5712 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.129% | 11/24/26 | &nbsp;&nbsp; 7908 | &nbsp;&nbsp; 6976 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.371% | 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.311% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;13814 | &nbsp;&nbsp; 11736 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.552% | 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;10048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8554 |
|  | &nbsp;&nbsp;&nbsp;Discover Bank | 2.450% | 9/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;15664 | &nbsp;&nbsp; 14883 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 4.250% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 3.450% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 3.950% | 11/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746 | &nbsp;&nbsp; 2674 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 3.750% | 3/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 4.500% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 4.100% | 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp; 13271 |
|  | &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | 3.500% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.300% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;14897 | &nbsp;&nbsp; 14755 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 3.650% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;12023 | &nbsp;&nbsp; 11846 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 2.375% | 1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 2.550% | 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 1.707% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.055% | 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 3.850% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;15186 | &nbsp;&nbsp; 14497 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 2.250% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 4.600% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 |
|  | &nbsp;&nbsp;&nbsp;First Horizon Corp. | 4.000% | 5/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First-Citizens Bank & Trust Co. | 2.969% | 9/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 |
|  | &nbsp;&nbsp;&nbsp;Franklin BSP Lending Corp. | 3.250% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 2.850% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4602 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 4.625% | 7/15/24 | &nbsp;&nbsp; 7151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6922 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 4.125% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.400% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859 | &nbsp;&nbsp; 4315 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 2.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.900% | 3/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.250% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.250% | 9/15/26 | &nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.850% | 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Funding LLC | 3.450% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;12645 | &nbsp;&nbsp; 12149 |
|  | &nbsp;&nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp; 3190 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp; 3153 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.625% | 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;21575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21209 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.000% | 3/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;15947 | &nbsp;&nbsp; 15744 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.000% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;11005 | &nbsp;&nbsp; 10732 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.850% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;10870 | &nbsp;&nbsp; 10664 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6656 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.757% | 1/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;25225 | &nbsp;&nbsp; 24141 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp; 38315 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 5/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;21843 | &nbsp;&nbsp; 21145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.272% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;38441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36967 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.250% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;28635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28009 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;15555 | &nbsp;&nbsp; 14991 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.093% | 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;13467 | &nbsp;&nbsp; 11889 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.950% | 1/15/27 | &nbsp;&nbsp; 7519 | &nbsp;&nbsp; 7718 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.850% | 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;18997 | &nbsp;&nbsp; 18088 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.431% | 3/9/27 | &nbsp;&nbsp; 17115 | &nbsp;&nbsp; 14975 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.542% | 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;12435 | &nbsp;&nbsp; 10743 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.948% | 10/21/27 | &nbsp;&nbsp; 57723 | &nbsp;&nbsp; 50376 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.640% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;50440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44878 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.615% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;24429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22682 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.482% | 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;19375 | &nbsp;&nbsp; 18532 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | 3.375% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | 2.500% | 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435 | &nbsp;&nbsp; 3768 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | 4.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | &nbsp;&nbsp;&nbsp;Hercules Capital Inc. | 2.625% | 9/16/26 | &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;&nbsp;&nbsp;89 |
|  | &nbsp;&nbsp;&nbsp;Hercules Capital Inc. | 3.375% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.250% | 3/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;14585 | &nbsp;&nbsp; 14332 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.950% | 5/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;15853 | &nbsp;&nbsp; 15717 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.803% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;41609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40526 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 0.976% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.250% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.633% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;33045 | &nbsp;&nbsp; 31126 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.180% | 12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.300% | 3/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;30173 | &nbsp;&nbsp; 29197 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.999% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;13729 | &nbsp;&nbsp; 12903 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.645% | 4/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;14486 | &nbsp;&nbsp; 13080 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.900% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;31593 | &nbsp;&nbsp; 30132 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.099% | 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;33757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30771 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.292% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;14254 | &nbsp;&nbsp; 13677 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.375% | 11/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;11394 | &nbsp;&nbsp; 10952 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;16993 | &nbsp;&nbsp; 14645 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.251% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;20969 | &nbsp;&nbsp; 18165 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.041% | 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;20621 | &nbsp;&nbsp; 19019 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.755% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4934 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.210% | 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;20546 | &nbsp;&nbsp; 19786 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp; 26763 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | 3.750% | 5/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | 3.500% | 6/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.625% | 8/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;11446 | &nbsp;&nbsp; 10992 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 4.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp; 7996 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 4.443% | 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp; 4515 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | 4.008% | 5/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | 5.699% | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp; 5717 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | 4.552% | 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.550% | 4/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4505 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.869% | 3/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;10470 | &nbsp;&nbsp; 10050 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.950% | 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156 | &nbsp;&nbsp; 7693 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 1.726% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.017% | 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp; 12048 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.650% | 5/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;10715 | &nbsp;&nbsp; 10486 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;10246 | &nbsp;&nbsp; 9976 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.100% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.000% | 9/15/27 | &nbsp;&nbsp; 11415 | &nbsp;&nbsp; 11027 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 4.000% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 3.750% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 4.850% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.450% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.875% | 2/1/24 | &nbsp;&nbsp; 7532 | &nbsp;&nbsp; 7445 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.625% | 5/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;18677 | &nbsp;&nbsp; 18363 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.514% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp; 1318 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.875% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;14462 | &nbsp;&nbsp; 14147 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.125% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp; 4170 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.563% | 2/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp; 3776 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.220% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;18729 | &nbsp;&nbsp; 18203 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.824% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;21439 | &nbsp;&nbsp; 19997 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.969% | 6/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8203 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.900% | 7/15/25 | &nbsp;&nbsp; 7560 | &nbsp;&nbsp; 7397 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 7.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.768% | 8/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324 | &nbsp;&nbsp; 2144 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.301% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;24434 | &nbsp;&nbsp; 23001 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.561% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;18754 | &nbsp;&nbsp; 17353 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.546% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15001 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.595% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.005% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;36346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33639 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.300% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.083% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;68930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63962 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.080% | 4/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp; 4113 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp; 2616 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.950% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;12172 | &nbsp;&nbsp; 11355 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 7.625% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.045% | 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;26593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23480 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.125% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;28194 | &nbsp;&nbsp; 27264 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.960% | 1/29/27 | &nbsp;&nbsp; 17894 | &nbsp;&nbsp; 17082 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.040% | 2/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;42736 | &nbsp;&nbsp; 37213 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.578% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;80650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70984 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 8.000% | 4/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp; 1274 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.470% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;31758 | &nbsp;&nbsp; 27450 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.782% | 2/1/28 | &nbsp;&nbsp; 27224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25464 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.947% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;16817 | &nbsp;&nbsp; 15223 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.323% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;14245 | &nbsp;&nbsp; 13580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.540% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.851% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;29730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29025 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 4.350% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 3.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.150% | 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp; 4137 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 5.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp; 10317 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 3.878% | 5/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.150% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586 | &nbsp;&nbsp; 4476 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 2.250% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8409 | &nbsp;&nbsp; 7477 |
|  | &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 3.750% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp; 3014 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 3.625% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | 4.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.350% | 3/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 | &nbsp;&nbsp; 3158 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.625% | 12/12/26 | &nbsp;&nbsp; 4674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.900% | 3/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.500% | 11/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.450% | 5/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777 | &nbsp;&nbsp; 1742 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.870% | 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;35309 | &nbsp;&nbsp; 34219 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.582% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp; 314 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 2.438% | 2/5/26 | &nbsp;&nbsp; 7940 | &nbsp;&nbsp; 7377 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.511% | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp; 5918 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.650% | 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;11309 | &nbsp;&nbsp; 10811 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.716% | 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;24716 | &nbsp;&nbsp; 24144 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.750% | 1/11/27 | &nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 1.627% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5272 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.750% | 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;11265 | &nbsp;&nbsp; 10386 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.574% | 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp; 3179 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | 4.000% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | 4.553% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | 5.200% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp; 4185 |
|  | &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | 3.000% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 5.400% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6954 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 4.150% | 3/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 2.484% | 5/19/27 | &nbsp;&nbsp; 7979 | &nbsp;&nbsp; 7180 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 4.061% | 2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.500% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1974 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;11644 | &nbsp;&nbsp; 11482 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096 | &nbsp;&nbsp; 4011 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5839 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4083 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.375% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8087 | &nbsp;&nbsp; 7940 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 3/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6026 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8242 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.300% | 3/26/27 | &nbsp;&nbsp; 11674 | &nbsp;&nbsp; 11126 |
|  | &nbsp;&nbsp;&nbsp;Mercury General Corp. | 4.400% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.368% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;10988 | &nbsp;&nbsp; 10940 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.600% | 4/10/24 | &nbsp;&nbsp; 7847 | &nbsp;&nbsp; 7707 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.000% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3872 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.600% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5545 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;12703 | &nbsp;&nbsp; 12422 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;29671 | &nbsp;&nbsp; 27780 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;10956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.788% | 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;11807 | &nbsp;&nbsp; 11679 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;16955 | &nbsp;&nbsp; 15758 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.063% | 9/12/25 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 7651 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 0.962% | 10/11/25 | &nbsp;&nbsp; 1101 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp; 5301 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;41302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35860 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;10336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9509 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;19785 | &nbsp;&nbsp;&nbsp; 17114 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5345 | &nbsp;&nbsp; 4710 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | &nbsp;&nbsp; 24010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23438 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.849% | 9/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.922% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.839% | 7/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.555% | 9/13/25 | &nbsp;&nbsp; 6011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.651% | 5/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.226% | 5/25/26 | &nbsp;&nbsp; 8017 | &nbsp;&nbsp; 7378 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.839% | 9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.663% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.234% | 5/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp; 2132 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.554% | 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;10850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9442 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 5.414% | 9/13/28 | &nbsp;&nbsp; 11766 | &nbsp;&nbsp; 11756 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.100% | 5/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;19767 | &nbsp;&nbsp; 19696 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;26929 | &nbsp;&nbsp; 26518 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.700% | 10/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;16927 | &nbsp;&nbsp; 16534 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.791% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.620% | 4/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;14864 | &nbsp;&nbsp; 14498 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.790% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;48090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44809 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.720% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.000% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;14933 | &nbsp;&nbsp; 14593 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.864% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5684 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.164% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.000% | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8272 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;16659 | &nbsp;&nbsp; 16133 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.630% | 2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;11753 | &nbsp;&nbsp; 11045 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.188% | 4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;59996 | &nbsp;&nbsp; 55676 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.125% | 7/27/26 | &nbsp;&nbsp; 12511 | &nbsp;&nbsp; 11671 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.250% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.350% | 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;20081 | &nbsp;&nbsp; 19518 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.138% | 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6852 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.985% | 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp; 19132 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.625% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;11540 | &nbsp;&nbsp; 10894 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.950% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.593% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;35466 | &nbsp;&nbsp; 31135 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.512% | 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;54916 | &nbsp;&nbsp; 47692 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.475% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;28120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24980 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.210% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;40195 | &nbsp;&nbsp; 38179 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.296% | 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;19850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20461 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.850% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 5.132% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 3.375% | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 | &nbsp;&nbsp; 1016 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 2.500% | 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;18280 | &nbsp;&nbsp; 16841 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 2.359% | 5/22/24 | &nbsp;&nbsp; 17644 | &nbsp;&nbsp; 17392 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.269% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp; 6160 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.800% | 4/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6579 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 7.472% | 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;12515 | &nbsp;&nbsp; 13032 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.073% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;20575 | &nbsp;&nbsp; 18377 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.516% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;14516 | &nbsp;&nbsp; 14373 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.754% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.648% | 1/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9931 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.099% | 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 1.851% | 7/16/25 | &nbsp;&nbsp; 17796 | &nbsp;&nbsp; 16200 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 1.653% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.329% | 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;16130 | &nbsp;&nbsp; 14140 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.386% | 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 | &nbsp;&nbsp; 4812 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.950% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 4.000% | 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp; 4313 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp; 2143 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 4.875% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp; 3749 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 3.875% | 8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4034 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 3.250% | 12/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 5.000% | 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 5.250% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 4.000% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 3.750% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6388 | &nbsp;&nbsp; 5915 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 4.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 3.400% | 7/15/26 | &nbsp;&nbsp; 7210 | &nbsp;&nbsp; 6313 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 2.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4869 | &nbsp;&nbsp; 4019 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owl Rock Core Income Corp. | 5.500% | 3/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Owl Rock Core Income Corp. | 7.750% | 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7960 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.300% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;13219 | &nbsp;&nbsp; 12865 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 2.950% | 2/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6648 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.875% | 4/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 4153 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 6/1/25 | &nbsp;&nbsp; 1742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 4.200% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.100% | 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6203 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.500% | 1/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8602 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.900% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;11063 | &nbsp;&nbsp; 10932 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.200% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 5.671% | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 1.150% | 8/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5708 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.150% | 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;13159 | &nbsp;&nbsp; 12292 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 5.354% | 12/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp; 7002 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.400% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 2.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947 |
|  | &nbsp;&nbsp;&nbsp;Prospect Capital Corp. | 3.706% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621 |
|  | &nbsp;&nbsp;&nbsp;Prospect Capital Corp. | 3.364% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 1.500% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.200% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.375% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.500% | 9/15/47 | &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;603 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 2.250% | 5/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.950% | 9/15/26 | &nbsp;&nbsp; 743 | &nbsp;&nbsp; 715 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3367 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.425% | 1/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp; 6175 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.550% | 7/16/24 | &nbsp;&nbsp; 9374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9046 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.650% | 7/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.660% | 10/25/24 | &nbsp;&nbsp; 7730 | &nbsp;&nbsp; 7820 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.250% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;25827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24628 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.600% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5681 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.375% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp; 10143 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.150% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;15482 | &nbsp;&nbsp; 14186 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.875% | 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;12652 | &nbsp;&nbsp; 11246 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.650% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;14054 | &nbsp;&nbsp; 13879 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.200% | 4/27/26 | &nbsp;&nbsp; 17249 | &nbsp;&nbsp; 15353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.150% | 7/14/26 | &nbsp;&nbsp; 7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.400% | 11/2/26 | &nbsp;&nbsp; 7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.050% | 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.625% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp; 2318 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.240% | 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;15275 | &nbsp;&nbsp; 14896 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.500% | 6/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;11620 | &nbsp;&nbsp; 11295 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.450% | 6/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 4.500% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;11721 | &nbsp;&nbsp; 11465 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.244% | 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;19456 | &nbsp;&nbsp; 18015 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 4.400% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8437 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 2.490% | 1/6/28 | &nbsp;&nbsp; 7705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.089% | 3/15/25 | &nbsp;&nbsp; 7370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6898 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.532% | 8/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.673% | 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;11375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9646 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 2.469% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;22605 | &nbsp;&nbsp; 19333 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 4.000% | 3/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;11962 | &nbsp;&nbsp; 11818 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 2.875% | 6/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Signature Bank | 4.000% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.100% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.776% | 12/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8213 | &nbsp;&nbsp; 8119 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.300% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;14699 | &nbsp;&nbsp; 14335 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.550% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771 | &nbsp;&nbsp; 9511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.354% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8585 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.901% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8382 | &nbsp;&nbsp; 7968 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.203% | 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | &nbsp;&nbsp;&nbsp;Stifel Financial Corp. | 4.250% | 7/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4295 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8542 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | &nbsp;&nbsp; 7351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6989 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp; 5374 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;41651 | &nbsp;&nbsp; 37955 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | &nbsp;&nbsp; 5074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8578 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;18720 | &nbsp;&nbsp; 16240 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;15328 | &nbsp;&nbsp; 14205 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;19584 | &nbsp;&nbsp; 18296 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;14354 | &nbsp;&nbsp; 12715 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 3.500% | 1/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp; 2419 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 1.800% | 10/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp; 5467 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 4.345% | 4/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6445 | &nbsp;&nbsp; 6090 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Bank | 5.625% | 8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;24272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23700 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.375% | 3/19/24 | &nbsp;&nbsp; 7853 | &nbsp;&nbsp;&nbsp; 7710 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.250% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;11335 | &nbsp;&nbsp; 11078 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.500% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp; 6209 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 3.700% | 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp; 4091 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 6/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp; 4234 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.550% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp; 425 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.350% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp; 5101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.250% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;11481 | &nbsp;&nbsp; 11238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.650% | 6/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;28493 | &nbsp;&nbsp; 27593 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.285% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;14915 | &nbsp;&nbsp; 14733 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.250% | 12/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;12062 | &nbsp;&nbsp; 11223 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.450% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp; 6410 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.766% | 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;14305 | &nbsp;&nbsp; 13883 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.150% | 6/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;21997 | &nbsp;&nbsp; 19678 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 1/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 | &nbsp;&nbsp; 3835 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.200% | 6/3/26 | &nbsp;&nbsp; 3110 | &nbsp;&nbsp; 2743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.250% | 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;15182 | &nbsp;&nbsp; 13272 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.950% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp; 6238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.800% | 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;10189 | &nbsp;&nbsp; 9331 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.108% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;20445 | &nbsp;&nbsp; 19743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.693% | 9/15/27 | &nbsp;&nbsp; 15115 | &nbsp;&nbsp; 14943 |
|  | &nbsp;&nbsp;&nbsp;Trinity Acquisition plc | 4.400% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6183 | &nbsp;&nbsp; 5986 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.200% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;13135 | &nbsp;&nbsp; 12833 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.150% | 12/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6439 | &nbsp;&nbsp; 6123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 1.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;10009 | &nbsp;&nbsp; 9291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.625% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;15137 | &nbsp;&nbsp; 14556 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.800% | 10/30/26 | &nbsp;&nbsp; 3011 | &nbsp;&nbsp; 2854 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 2.500% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 | &nbsp;&nbsp; 1895 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 2.850% | 10/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;14282 | &nbsp;&nbsp; 13775 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.000% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;14785 | &nbsp;&nbsp; 14474 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 3.700% | 6/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138 | &nbsp;&nbsp; 3051 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.267% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9372 | &nbsp;&nbsp; 8320 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.125% | 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp; 3335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.123% | 6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;21833 | &nbsp;&nbsp; 20901 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.700% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp; 6882 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 3.375% | 2/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;10181 | &nbsp;&nbsp; 10006 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 2.400% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;10151 | &nbsp;&nbsp; 9763 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.600% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp; 2923 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 1.450% | 5/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;11871 | &nbsp;&nbsp; 11016 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.950% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp; 2930 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.100% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;13212 | &nbsp;&nbsp; 12490 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 2.375% | 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;10198 | &nbsp;&nbsp; 9414 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 5.727% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp; 11618 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.150% | 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;14560 | &nbsp;&nbsp; 13686 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 4.548% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 19594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bank NA | 2.050% | 1/21/25 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6629 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Bank NA | 2.800% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8839 | &nbsp;&nbsp; 8518 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 3.150% | 12/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;31775 | &nbsp;&nbsp; 30646 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 1.900% | 4/15/27 | &nbsp;&nbsp; 12117 | &nbsp;&nbsp; 10934 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 0.750% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp; 1309 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 3.650% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp; 3438 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 7.574% | 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.480% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603 | &nbsp;&nbsp; 3580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.750% | 1/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;15338 | &nbsp;&nbsp; 15141 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.654% | 6/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 | &nbsp;&nbsp; 3842 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.300% | 9/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp; 3677 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;21262 | &nbsp;&nbsp; 20376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 0.805% | 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp; 4887 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.550% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;25559 | &nbsp;&nbsp; 24586 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.406% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;38900 | &nbsp;&nbsp; 36838 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.164% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;49794 | &nbsp;&nbsp; 46466 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;30443 | &nbsp;&nbsp; 28484 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.908% | 4/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;19798 | &nbsp;&nbsp; 19229 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.188% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;38581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35909 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.100% | 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;11280 | &nbsp;&nbsp; 10899 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.540% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;12280 | &nbsp;&nbsp; 12045 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;29881 | &nbsp;&nbsp; 27620 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.196% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 | &nbsp;&nbsp; 1766 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.300% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;31150 | &nbsp;&nbsp; 30001 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.526% | 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;33540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31094 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.584% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;19023 | &nbsp;&nbsp; 17621 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.808% | 7/25/28 | &nbsp;&nbsp; 40741 | &nbsp;&nbsp; 39716 |
|  | &nbsp;&nbsp;&nbsp;Western Alliance Bancorp | 3.000% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 2.850% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 1.350% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.650% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;14488 | &nbsp;&nbsp; 14423 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.300% | 2/26/24 | &nbsp;&nbsp; 7970 | &nbsp;&nbsp; 7833 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.350% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;14430 | &nbsp;&nbsp; 14530 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.019% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9071 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.350% | 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;18764 | &nbsp;&nbsp; 17795 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.850% | 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;22397 | &nbsp;&nbsp; 20974 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.350% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5681 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.457% | 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;25370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25923 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.894% | 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;15236 | &nbsp;&nbsp; 13968 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.322% | 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.600% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 4.650% | 6/15/27 | &nbsp;&nbsp; 11124 | &nbsp;&nbsp; 10758 |
|  |  |  |  |  | &nbsp;&nbsp; **7532286** |
| **Health Care (2.1%)** | **Health Care (2.1%)** | **Health Care (2.1%)** | **Health Care (2.1%)** | **Health Care (2.1%)** | **Health Care (2.1%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 2.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 3.875% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9471 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 3.750% | 11/30/26 | &nbsp;&nbsp; 7901 | &nbsp;&nbsp; 7701 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.850% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;21152 | &nbsp;&nbsp; 20819 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.600% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;34765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33285 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;25339 | &nbsp;&nbsp; 24701 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.600% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;35437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34349 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.200% | 5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3187 | &nbsp;&nbsp; 3017 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.950% | 11/21/26 | &nbsp;&nbsp; 47833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44573 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4264 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 3.050% | 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3442 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;12020 | &nbsp;&nbsp; 11736 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.625% | 5/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8398 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 1.900% | 2/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8978 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.600% | 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.200% | 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;22260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20009 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 0.700% | 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp; 8815 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.200% | 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;23298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20758 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.375% | 11/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;20329 | &nbsp;&nbsp; 19648 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 0.700% | 4/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;11590 | &nbsp;&nbsp; 10198 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.125% | 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp; 6317 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | 4.000% | 6/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;12994 | &nbsp;&nbsp; 12657 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 0.868% | 12/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;11456 | &nbsp;&nbsp; 11018 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.322% | 11/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp; 11079 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.600% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5364 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.915% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;12685 | &nbsp;&nbsp; 11265 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.363% | 6/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;16323 | &nbsp;&nbsp; 15924 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.734% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.700% | 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11351 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 4.050% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;11465 | &nbsp;&nbsp; 11133 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 3.450% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6936 | &nbsp;&nbsp; 6801 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 1.900% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6496 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;39922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38791 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;21832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20839 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4274 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | &nbsp;&nbsp; 7825 | &nbsp;&nbsp; 7468 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.079% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.750% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.410% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 0.613% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.500% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;12969 | &nbsp;&nbsp; 12492 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.125% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;21587 | &nbsp;&nbsp; 21109 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.500% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;11470 | &nbsp;&nbsp; 11304 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 1.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;18368 | &nbsp;&nbsp; 17237 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.760% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969 | &nbsp;&nbsp; 4765 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 1.547% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4244 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.375% | 8/12/24 | &nbsp;&nbsp; 7446 | &nbsp;&nbsp; 7265 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.625% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5948 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.100% | 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.875% | 7/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;35606 | &nbsp;&nbsp; 34763 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.875% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;18688 | &nbsp;&nbsp; 17452 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.000% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp; 2776 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.300% | 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;12625 | &nbsp;&nbsp; 10709 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 3.350% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.200% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6536 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;20692 | &nbsp;&nbsp; 20176 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.350% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;11867 | &nbsp;&nbsp; 11519 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.375% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;10821 | &nbsp;&nbsp; 10273 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.350% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 1.500% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 5.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3118 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.550% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp; 5167 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;18055 | &nbsp;&nbsp; 18320 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 0.750% | 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.700% | 4/1/24 | &nbsp;&nbsp; 7307 | &nbsp;&nbsp; 7187 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.500% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp; 10196 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.650% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;25589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24700 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.950% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;13650 | &nbsp;&nbsp; 12714 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 1.200% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8533 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | &nbsp;&nbsp; 7428 | &nbsp;&nbsp; 7227 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.000% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;16981 | &nbsp;&nbsp; 16888 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.375% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;21415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21392 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;16843 | &nbsp;&nbsp; 16741 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11651 | &nbsp;&nbsp; 11725 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8903 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.375% | 9/1/26 | &nbsp;&nbsp; 7505 | &nbsp;&nbsp; 7433 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.500% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.125% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;13190 | &nbsp;&nbsp; 11998 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.850% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4908 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.950% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 5.800% | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 5.750% | 12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.625% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323 | &nbsp;&nbsp; 3201 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 0.550% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8571 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;12618 | &nbsp;&nbsp; 11865 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.950% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;13623 | &nbsp;&nbsp; 12873 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 0.950% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.150% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3564 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | &nbsp;&nbsp; 7199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6977 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp; 7779 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 3.796% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 0.900% | 12/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.900% | 3/7/24 | &nbsp;&nbsp; 7764 | &nbsp;&nbsp; 7589 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.750% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8541 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 0.750% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp; 8109 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.700% | 6/10/27 | &nbsp;&nbsp; 17451 | &nbsp;&nbsp; 15499 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.400% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;11623 | &nbsp;&nbsp; 11389 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 1.750% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8351 | &nbsp;&nbsp; 7877 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.000% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.000% | 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;16481 | &nbsp;&nbsp; 15004 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.100% | 5/17/27 | &nbsp;&nbsp; 4574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 1.375% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp; 1910 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 0.850% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5083 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.950% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 | &nbsp;&nbsp; 4194 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.400% | 5/15/24 | &nbsp;&nbsp; 7088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6958 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 0.800% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.750% | 6/3/26 | &nbsp;&nbsp; 11740 | &nbsp;&nbsp; 11069 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.000% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8266 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.250% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 3.500% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 3.450% | 6/1/26 | &nbsp;&nbsp; 7974 | &nbsp;&nbsp; 7625 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 1.200% | 9/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 1.750% | 9/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4706 |
|  | &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;25044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23543 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | 3.823% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979 | &nbsp;&nbsp; 2813 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 0.600% | 12/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933 | &nbsp;&nbsp; 2816 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5021 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5902 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.500% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 1.321% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;16530 | &nbsp;&nbsp; 15513 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.800% | 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp; 10100 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.500% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4803 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.000% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15556 | &nbsp;&nbsp; 15226 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.150% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 12/15/25 | &nbsp;&nbsp; 7185 | &nbsp;&nbsp;&nbsp; 7018 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.100% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp; 1614 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1.150% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10861 | &nbsp;&nbsp; 9712 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.450% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.375% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10699 | &nbsp;&nbsp; 10149 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6202 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp; 5615 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | 1.650% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UPMC | 3.600% | 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5464 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20654 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 1.650% | 6/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6251 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 7.250% | 3/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.450% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.400% | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 6120 |
|  |  |  |  |  | **1393634** |
| **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 2/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;12565 | &nbsp;&nbsp; 12331 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.000% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.650% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.000% | 8/7/25 | &nbsp;&nbsp; 7945 | &nbsp;&nbsp; 7619 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 2.250% | 9/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 | &nbsp;&nbsp; 2122 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.875% | 10/15/27 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6478 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 3.200% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.050% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNSF Funding Trust I | 6.613% | 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3479 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 4.508% | 5/1/23 | &nbsp;&nbsp; 27899 | &nbsp;&nbsp; 27807 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.875% | 6/15/23 | &nbsp;&nbsp; 7765 | &nbsp;&nbsp; 7635 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.950% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8640 | &nbsp;&nbsp; 8317 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.433% | 2/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;19920 | &nbsp;&nbsp; 19055 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.850% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp; 5178 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 4.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;30357 | &nbsp;&nbsp; 30112 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.600% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4484 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.750% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.196% | 2/4/26 | &nbsp;&nbsp; 47457 | &nbsp;&nbsp; 43135 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.100% | 5/1/26 | &nbsp;&nbsp; 5174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9448 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.700% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;10309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.040% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;15924 | &nbsp;&nbsp; 15758 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6190 | &nbsp;&nbsp; 6103 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8603 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 1.350% | 12/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;13047 | &nbsp;&nbsp; 12174 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.900% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5557 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 1.750% | 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.242% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;34038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32099 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.493% | 2/15/27 | &nbsp;&nbsp; 17150 | &nbsp;&nbsp; 15470 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8079 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | &nbsp;&nbsp; 5115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4691 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | &nbsp;&nbsp; 7130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6648 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | &nbsp;&nbsp; 10760 | &nbsp;&nbsp; 10259 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8937 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp; 4768 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.650% | 8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp; 6317 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572 | &nbsp;&nbsp; 2311 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8106 | &nbsp;&nbsp; 7229 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8778 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;11263 | &nbsp;&nbsp; 10758 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;16885 | &nbsp;&nbsp; 16557 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 4.200% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 5.450% | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 1.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.400% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4658 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.350% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp; 8311 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.600% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 0.750% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp; 2161 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 2.750% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 3.150% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 3.103% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 3.150% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 0.875% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.800% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | 3.150% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.375% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.250% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3806 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.625% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.300% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;12395 | &nbsp;&nbsp; 11908 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.850% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.350% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.500% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5159 | &nbsp;&nbsp; 4763 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.100% | 3/1/27 | &nbsp;&nbsp; 7496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6534 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4403 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.500% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 2.650% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp; 6016 |
|  | &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5909 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.900% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1979 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.450% | 1/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.600% | 3/7/24 | &nbsp;&nbsp; 6747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.450% | 6/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.350% | 6/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp; 1163 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.650% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;10182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9865 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.625% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.050% | 1/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8320 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.250% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6041 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.400% | 6/6/25 | &nbsp;&nbsp; 7540 | &nbsp;&nbsp; 7323 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.050% | 9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp; 3748 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.700% | 1/15/26 | &nbsp;&nbsp; 7770 | &nbsp;&nbsp; 6914 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.050% | 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.250% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.300% | 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.700% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp; 5274 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.750% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.150% | 9/15/27 | &nbsp;&nbsp; 17750 | &nbsp;&nbsp; 17427 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 3.900% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 | &nbsp;&nbsp; 2974 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 4.550% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 4.600% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp; 4301 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.950% | 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.832% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 3.000% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 1.350% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.950% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp; 3876 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.550% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8635 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.100% | 11/15/27 | &nbsp;&nbsp; 44115 | &nbsp;&nbsp; 45182 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC | 6.500% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6277 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.850% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.650% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.900% | 6/15/26 | &nbsp;&nbsp; 7635 | &nbsp;&nbsp; 7152 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.150% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 2.930% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.200% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.056% | 4/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;19420 | &nbsp;&nbsp; 18184 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.293% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 0.350% | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4023 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 3.150% | 6/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 2.150% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp; 2138 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 0.900% | 11/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311 | &nbsp;&nbsp; 2156 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 1.800% | 2/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4295 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 2.700% | 6/14/24 | &nbsp;&nbsp; 13774 | &nbsp;&nbsp; 13272 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.650% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;11030 | &nbsp;&nbsp; 10791 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.300% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.250% | 9/15/27 | &nbsp;&nbsp; 7305 | &nbsp;&nbsp; 7098 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 3.250% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.200% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;12923 | &nbsp;&nbsp; 12640 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.950% | 8/16/25 | &nbsp;&nbsp; 17238 | &nbsp;&nbsp; 16849 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8721 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.125% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;11452 | &nbsp;&nbsp; 10672 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.200% | 3/15/25 | &nbsp;&nbsp; 7679 | &nbsp;&nbsp; 7363 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 0.875% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.900% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 2.875% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 3.750% | 6/9/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp; 6130 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 3.650% | 3/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.500% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5902 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 4.625% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8443 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 3.350% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 1.750% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.850% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.250% | 5/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9479 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.125% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;12690 | &nbsp;&nbsp; 12546 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 0.650% | 4/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 0.950% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;15221 | &nbsp;&nbsp; 14416 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 1.600% | 4/1/26 | &nbsp;&nbsp; 7320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6543 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 4.300% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.875% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3977 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 4.000% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.650% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 3.875% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | 4.750% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.450% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.700% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.125% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.646% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.150% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743 | &nbsp;&nbsp; 1714 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6592 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 | &nbsp;&nbsp; 1418 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4168 | &nbsp;&nbsp; 4012 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp; 3401 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp; 2413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;11856 | &nbsp;&nbsp; 11678 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.200% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.800% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.900% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.400% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.050% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp; 7550 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 1.800% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 0.750% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 3.150% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9333 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp; 5742 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 1.850% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp; 4107 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 3.250% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  |  |  |  |  | **1204875** |
| **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** | **Materials (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 3.350% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 1.500% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 1.850% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 4.650% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 4.550% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2544 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.550% | 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9656 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | 0.950% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4642 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.570% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8393 | &nbsp;&nbsp; 7494 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.650% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 3.500% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 | &nbsp;&nbsp; 2317 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 3.500% | 5/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4672 | &nbsp;&nbsp; 4515 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 5.900% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;11651 | &nbsp;&nbsp; 11645 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.050% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;16336 | &nbsp;&nbsp; 16290 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 1.400% | 8/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.165% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp; 15505 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.550% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 4.493% | 11/15/25 | &nbsp;&nbsp; 7719 | &nbsp;&nbsp; 7596 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6003 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.700% | 11/1/26 | &nbsp;&nbsp; 7572 | &nbsp;&nbsp; 7042 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 3.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 5.250% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548 |
|  | &nbsp;&nbsp;&nbsp;EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | &nbsp;&nbsp; 3974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 |
|  | &nbsp;&nbsp;&nbsp;Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | &nbsp;&nbsp;&nbsp;Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 4.100% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 | &nbsp;&nbsp; 1195 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 3.200% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp; 4715 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.550% | 11/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.000% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 8.000% | 1/15/24 | &nbsp;&nbsp; 7008 | &nbsp;&nbsp; 7218 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 0.625% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 1.750% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1919 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 2.100% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp; 1615 |
|  | &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | 5.950% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp; 4812 |
|  | &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | 4.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 4.800% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 2.650% | 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 4.700% | 12/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4305 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 3.200% | 1/30/26 | &nbsp;&nbsp; 5111 | &nbsp;&nbsp; 4919 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance II BV | 3.500% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 1.250% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp; 2718 |
|  | &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | 5.750% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 4.250% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 4.050% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp; 1374 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.950% | 5/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.000% | 6/1/25 | &nbsp;&nbsp; 7892 | &nbsp;&nbsp; 7350 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 4.300% | 5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.900% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903 | &nbsp;&nbsp; 4674 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.950% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.000% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3831 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.650% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.400% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.400% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 1.200% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5333 |
|  | &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 3.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.125% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;10123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.050% | 8/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.450% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.250% | 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.950% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529 | &nbsp;&nbsp; 4412 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.450% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8721 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | 2.250% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 3.875% | 4/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.800% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.400% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;10308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9657 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.250% | 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;11455 | &nbsp;&nbsp; 11867 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 3.900% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.600% | 8/15/26 | &nbsp;&nbsp; 7953 | &nbsp;&nbsp; 7475 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.000% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.750% | 3/15/25 | &nbsp;&nbsp; 7157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6924 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.650% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5443 |
|  |  |  |  |  | &nbsp;&nbsp; **346113** |
| **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** | **Real Estate (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;13517 | &nbsp;&nbsp; 13080 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4307 | &nbsp;&nbsp; 4169 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.600% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 5.000% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.375% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp; 4114 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.950% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4847 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.400% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.000% | 6/1/25 | &nbsp;&nbsp; 7895 | &nbsp;&nbsp; 7687 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.300% | 9/15/25 | &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;626 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.400% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.600% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.450% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.375% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.750% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3839 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.125% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.650% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.450% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp; 3813 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.500% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909 | &nbsp;&nbsp; 3743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.900% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.350% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.800% | 2/1/24 | &nbsp;&nbsp; 7799 | &nbsp;&nbsp; 7663 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.200% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9392 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.750% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8341 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 6.750% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5861 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | 4.100% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 | &nbsp;&nbsp; 1919 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | 3.950% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2598 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 3.650% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 3.850% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 3.900% | 3/15/27 | &nbsp;&nbsp; 7495 | &nbsp;&nbsp; 6912 |
|  | &nbsp;&nbsp;&nbsp;CBRE Services Inc. | 4.875% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 |
|  | &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.250% | 3/15/26 | &nbsp;&nbsp; 2874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.200% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 1.350% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp; 8015 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.450% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp; 10270 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.700% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 | &nbsp;&nbsp; 5974 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 1.050% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8547 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.000% | 3/1/27 | &nbsp;&nbsp; 5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5471 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.900% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | 4.000% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | 3.125% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp; 3136 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 3.700% | 8/15/27 | &nbsp;&nbsp; 7776 | &nbsp;&nbsp; 7227 |
|  | &nbsp;&nbsp;&nbsp;EPR Properties | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | &nbsp;&nbsp;&nbsp;EPR Properties | 4.750% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | &nbsp;&nbsp;&nbsp;EPR Properties | 4.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358 | &nbsp;&nbsp; 1172 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.625% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.250% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp; 4146 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.450% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.900% | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.800% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5783 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.375% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 2.850% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.250% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.875% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp; 4614 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3833 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.625% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5590 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.950% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 3.350% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp; 3974 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.250% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6202 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8238 | &nbsp;&nbsp; 8123 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.500% | 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 | &nbsp;&nbsp; 3410 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.400% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.250% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 | &nbsp;&nbsp; 3156 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 3.875% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.875% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 4.500% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp; 3516 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 3.450% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.375% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.700% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.300% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 | &nbsp;&nbsp; 3914 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.850% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.800% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp; 4195 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.800% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp; 2314 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | 4.000% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group Trust | 4.000% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Life Storage LP | 3.500% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.750% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 4.000% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234 | &nbsp;&nbsp; 2171 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 1.100% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.600% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.900% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 |
|  | &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.000% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.600% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8858 |
|  | &nbsp;&nbsp;&nbsp;Physicians Realty LP | 4.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 3.400% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 4.450% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | 3.250% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5073 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | &nbsp;&nbsp;&nbsp;Public Storage | 0.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
|  | &nbsp;&nbsp;&nbsp;Public Storage | 1.500% | 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | &nbsp;&nbsp;&nbsp;Public Storage | 3.094% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.600% | 2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 | &nbsp;&nbsp; 8613 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.875% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.875% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.625% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 0.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.875% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.125% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.000% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6421 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3927 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | 3.600% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | 5.125% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp; 4188 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.000% | 9/13/24 | &nbsp;&nbsp; 11376 | &nbsp;&nbsp; 10817 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;18783 | &nbsp;&nbsp; 18238 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.500% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;12330 | &nbsp;&nbsp; 11825 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.300% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 |
|  | &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 3.625% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 | &nbsp;&nbsp; 2511 |
|  | &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 4.700% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 3.125% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 | &nbsp;&nbsp; 3148 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 3.875% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4491 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.750% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 2.650% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.500% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8108 | &nbsp;&nbsp; 7791 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.250% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.850% | 4/1/27 | &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;693 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.375% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 3.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4344 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 2.150% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.500% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 3.625% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;23568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22966 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.600% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.000% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp; 1765 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.250% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
|  |  |  |  |  | &nbsp;&nbsp; **597306** |
| **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 1.900% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5696 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 3.250% | 2/1/25 | &nbsp;&nbsp; 7913 | &nbsp;&nbsp; 7689 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 2.150% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8533 | &nbsp;&nbsp; 7775 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.950% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 3.500% | 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8199 | &nbsp;&nbsp; 7822 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 3.450% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 | &nbsp;&nbsp; 4102 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;19558 | &nbsp;&nbsp; 19177 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.450% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;24279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23865 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.850% | 5/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;22014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21441 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.800% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5417 | &nbsp;&nbsp; 5159 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.750% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;10473 | &nbsp;&nbsp; 10088 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.500% | 2/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;12616 | &nbsp;&nbsp; 12063 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.125% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;24131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22236 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.200% | 5/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;10161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9820 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 0.550% | 8/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;13302 | &nbsp;&nbsp; 11993 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 0.700% | 2/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;16932 | &nbsp;&nbsp; 15046 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.250% | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;33181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31889 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.450% | 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;23287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21623 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.050% | 9/11/26 | &nbsp;&nbsp; 19013 | &nbsp;&nbsp; 17369 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.350% | 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;22730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21759 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.200% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;15942 | &nbsp;&nbsp; 15133 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 | &nbsp;&nbsp; 5138 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 3.900% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8551 | &nbsp;&nbsp; 8125 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 3.250% | 9/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4971 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 4.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 4.375% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 3.500% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4083 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 3.375% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | 4.625% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 5.250% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. | 3.875% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;23420 | &nbsp;&nbsp; 22172 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.250% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.625% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp; 9613 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.150% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.459% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4470 | &nbsp;&nbsp; 4188 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | 4.375% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2997 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 5.500% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 4.125% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 2.670% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp; 3130 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | 1.450% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | 3.700% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;10648 | &nbsp;&nbsp; 10255 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 3.625% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 2.950% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5987 | &nbsp;&nbsp; 5718 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 2.500% | 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8387 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 4.000% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 |

---

------

Short-Term Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 5.850% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;18244 | &nbsp;&nbsp; 18472 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.020% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;38871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39683 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 4.900% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;18759 | &nbsp;&nbsp; 18480 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.100% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | 1.800% | 9/15/26 | &nbsp;&nbsp; 7271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.600% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5557 | &nbsp;&nbsp; 5301 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.600% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp; 5019 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 0.600% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2319 | &nbsp;&nbsp; 2196 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;13177 | &nbsp;&nbsp; 11564 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.750% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;21568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20803 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.850% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.200% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp; 17611 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6048 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.750% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 3.750% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp; 3310 |
|  | &nbsp;&nbsp;&nbsp;Fortinet Inc. | 1.000% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp; 3615 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5859 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.650% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;11882 | &nbsp;&nbsp; 11188 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.200% | 3/1/26 | &nbsp;&nbsp; 7909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.800% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5083 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.150% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 | &nbsp;&nbsp; 5274 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | 1.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 |
|  | &nbsp;&nbsp;&nbsp;Harman International Industries Inc. | 4.150% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5967 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;15929 | &nbsp;&nbsp; 15770 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | &nbsp;&nbsp; 7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6777 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 2.200% | 6/17/25 | &nbsp;&nbsp; 17861 | &nbsp;&nbsp; 16715 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 1.450% | 6/17/26 | &nbsp;&nbsp; 11276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9887 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 3.000% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.350% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 2.875% | 5/11/24 | &nbsp;&nbsp; 8118 | &nbsp;&nbsp; 7905 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.400% | 3/25/25 | &nbsp;&nbsp; 10910 | &nbsp;&nbsp; 10622 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.700% | 7/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;20613 | &nbsp;&nbsp; 20122 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 2.600% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8589 | &nbsp;&nbsp; 8017 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.750% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;10830 | &nbsp;&nbsp; 10459 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.150% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3243 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.750% | 8/5/27 | &nbsp;&nbsp; 7815 | &nbsp;&nbsp; 7514 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.625% | 2/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;11364 | &nbsp;&nbsp; 11192 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.000% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;25926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25239 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 7.000% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp; 9183 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.450% | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5907 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.300% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;26976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25677 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.300% | 1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.700% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9232 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 6.220% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | 0.950% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2334 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;J Paul Getty Trust | 0.391% | 1/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 4.250% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 1.200% | 12/10/25 | &nbsp;&nbsp; 3110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.650% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 2.050% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494 | &nbsp;&nbsp; 3716 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8737 | &nbsp;&nbsp; 8474 |
|  | &nbsp;&nbsp;&nbsp;Legrand France SA | 8.500% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp; 3776 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 3.625% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 1.650% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp; 3126 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | 4.250% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8279 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.975% | 2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.185% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;11272 | &nbsp;&nbsp; 10709 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.875% | 2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;16357 | &nbsp;&nbsp; 16039 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.700% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;12355 | &nbsp;&nbsp; 11884 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.125% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;28385 | &nbsp;&nbsp; 27420 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.400% | 8/8/26 | &nbsp;&nbsp; 37580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35057 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.300% | 2/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;35212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33939 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.875% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.750% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6078 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.000% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | &nbsp;&nbsp;&nbsp;NetApp Inc. | 3.300% | 9/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp; 4419 |
|  | &nbsp;&nbsp;&nbsp;NetApp Inc. | 1.875% | 6/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5443 |
|  | &nbsp;&nbsp;&nbsp;NetApp Inc. | 2.375% | 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 0.584% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;11518 | &nbsp;&nbsp; 10866 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.200% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8067 | &nbsp;&nbsp; 7668 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 4.875% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 2.700% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 5.350% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 3.875% | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5006 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 3.150% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 4.400% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.400% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;16544 | &nbsp;&nbsp; 16136 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;11904 | &nbsp;&nbsp; 11456 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;25507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24051 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;22662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21520 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 1.650% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;31899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28587 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;23887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21964 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.800% | 4/1/27 | &nbsp;&nbsp; 19747 | &nbsp;&nbsp; 18012 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.400% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8488 | &nbsp;&nbsp; 8131 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 1.650% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.650% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;13830 | &nbsp;&nbsp; 12774 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Qorvo Inc. | 1.750% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 2.900% | 5/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.450% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4284 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.250% | 5/20/27 | &nbsp;&nbsp; 17666 | &nbsp;&nbsp; 16815 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.350% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8823 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 3.850% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp; 1769 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 3.800% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.950% | 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5534 | &nbsp;&nbsp; 5177 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.450% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 1.800% | 6/1/26 | &nbsp;&nbsp; 7763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6834 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 1.250% | 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 | &nbsp;&nbsp; 5510 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 1.750% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.625% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4029 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.375% | 3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;14503 | &nbsp;&nbsp; 13550 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.125% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.600% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10019 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 1.750% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9365 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.875% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8140 | &nbsp;&nbsp; 7808 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 1.000% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8849 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 1.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;15305 | &nbsp;&nbsp; 13331 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.650% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4739 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 3.900% | 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8803 | &nbsp;&nbsp; 8215 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 4.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;19125 | &nbsp;&nbsp; 17992 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.500% | 4/1/27 | &nbsp;&nbsp; 7981 | &nbsp;&nbsp; 7465 |
|  | &nbsp;&nbsp;&nbsp;Xilinx Inc. | 2.950% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
|  |  |  |  |  | **1499449** |
| **Utilities (1.3%)** | **Utilities (1.3%)** | **Utilities (1.3%)** | **Utilities (1.3%)** | **Utilities (1.3%)** | **Utilities (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.100% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4558 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | 1.375% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8592 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.750% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 2.500% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 3.650% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 1.950% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2.031% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 1.000% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 5.750% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp; 2152 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.875% | 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.850% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.950% | 9/1/27 | &nbsp;&nbsp; 7178 | &nbsp;&nbsp; 6619 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.400% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.300% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp; 761 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.150% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp; 2179 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 3.000% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp; 3874 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.150% | 12/1/24 | &nbsp;&nbsp; 7438 | &nbsp;&nbsp; 7130 |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.200% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 1.037% | 8/23/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.950% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp; 4123 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.150% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.500% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 1.450% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp; 4185 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.000% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3345 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.550% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 0.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6848 | &nbsp;&nbsp; 6132 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 3.250% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8084 | &nbsp;&nbsp;&nbsp; 7742 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.071% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.300% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.900% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 1.450% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp; 4511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 2.850% | 8/15/26 | &nbsp;&nbsp; 7574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6996 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.600% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.650% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.375% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp; 5166 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.529% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8062 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 4.220% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8891 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 1.050% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8027 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.850% | 10/1/26 | &nbsp;&nbsp; 4674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4307 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.950% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5626 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;13918 | &nbsp;&nbsp; 13672 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 0.900% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 12/8/25 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 7184 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.650% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp; 5617 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 12/8/27 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6962 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.250% | 1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp; 5411 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | &nbsp;&nbsp; 5118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 3.550% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9452 | &nbsp;&nbsp; 9128 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 4.950% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218 | &nbsp;&nbsp; 2190 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | 3.550% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | &nbsp;&nbsp;&nbsp;Enel Americas SA | 4.000% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.700% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.500% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 0.900% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 0.950% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7453 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.590% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.400% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698 | &nbsp;&nbsp; 1713 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.400% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | 2.450% | 9/15/24 | &nbsp;&nbsp; 7794 | &nbsp;&nbsp; 7405 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 2.550% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp; 2150 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.100% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 2.900% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.150% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 | &nbsp;&nbsp; 2519 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 1.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 4.600% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.950% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;11221 | &nbsp;&nbsp; 10960 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.400% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 2.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.250% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp; 3761 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.850% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp; 3191 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.125% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5429 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 3.055% | 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6148 | &nbsp;&nbsp; 5711 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 2.200% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4533 | &nbsp;&nbsp; 4191 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.250% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.250% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp; 2762 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | 3.300% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.500% | 10/15/24 | &nbsp;&nbsp; 9117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8903 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 5.200% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 5.500% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207 | &nbsp;&nbsp; 5192 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 | &nbsp;&nbsp; 5218 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp; 6524 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp; 5389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp; 2088 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.450% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873 | &nbsp;&nbsp; 3924 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8546 | &nbsp;&nbsp; 8141 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 | &nbsp;&nbsp; 3260 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp; 5240 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.800% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3478 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp; 2753 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp; 8449 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp; 3426 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.255% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp; 9904 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391 | &nbsp;&nbsp; 3353 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 1.875% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;11041 | &nbsp;&nbsp; 9778 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;15505 | &nbsp;&nbsp; 14623 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.625% | 7/15/27 | &nbsp;&nbsp; 11190 | &nbsp;&nbsp; 11035 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.800% | 3/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp; 4060 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 0.950% | 8/15/25 | &nbsp;&nbsp; 13511 | &nbsp;&nbsp; 12187 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.490% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553 | &nbsp;&nbsp; 8062 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.200% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 | &nbsp;&nbsp; 2894 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | &nbsp;&nbsp; 7583 | &nbsp;&nbsp; 7342 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 2585 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 3.610% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp; 1739 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 1.100% | 3/11/24 | &nbsp;&nbsp; 2176 | &nbsp;&nbsp; 2087 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.750% | 2/15/24 | &nbsp;&nbsp; 7372 | &nbsp;&nbsp; 7219 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;12066 | &nbsp;&nbsp; 11406 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.450% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;13702 | &nbsp;&nbsp; 12998 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.150% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;18495 | &nbsp;&nbsp;&nbsp; 17197 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.950% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp; 2423 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.100% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4281 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.600% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 | &nbsp;&nbsp; 4145 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.150% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211 | &nbsp;&nbsp; 3084 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | 1.300% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp; 4419 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | 3.100% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp; 4642 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 | &nbsp;&nbsp; 2594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 0.950% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp; 887 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp; 1852 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9106 | &nbsp;&nbsp; 8804 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8597 | &nbsp;&nbsp; 7718 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp; 3987 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 3.650% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp; 4428 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 2.500% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4127 | &nbsp;&nbsp; 3827 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.300% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp; 4689 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.250% | 6/15/27 | &nbsp;&nbsp; 7678 | &nbsp;&nbsp; 7100 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 4.125% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp; 3902 |
|  | &nbsp;&nbsp;&nbsp;Sierra Pacific Power Co. | 2.600% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6344 | &nbsp;&nbsp; 5884 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 1.100% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp; 6023 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 0.975% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp; 4285 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.700% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 1.200% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp; 2525 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.850% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698 | &nbsp;&nbsp; 5883 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.150% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.200% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.600% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.950% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.475% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp; 4676 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.150% | 10/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 3.250% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;24337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22925 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 4.000% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 | &nbsp;&nbsp; 8917 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 3.750% | 9/15/51 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp; 5767 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 4.150% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 0.900% | 1/15/26 | &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;439 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 5.800% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 1.650% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp; 4601 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 2.750% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.300% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.875% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp; 2817 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.100% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;10432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9949 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/26 | &nbsp;&nbsp; 7242 | &nbsp;&nbsp; 6767 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9221 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 0.800% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 3.550% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.000% | 9/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.150% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 2.050% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 5.350% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.350% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889 | &nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 1.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762 | &nbsp;&nbsp; 4177 |
|  |  |  |  |  | &nbsp;&nbsp; **867240** |
| **Total Corporate Bonds (Cost $18,607,146)** | **Total Corporate Bonds (Cost $18,607,146)** | **Total Corporate Bonds (Cost $18,607,146)** | **Total Corporate Bonds (Cost $18,607,146)** | **Total Corporate Bonds (Cost $18,607,146)** | &nbsp;&nbsp;**17406164** |
| **Sovereign Bonds (5.5%)** | **Sovereign Bonds (5.5%)** | **Sovereign Bonds (5.5%)** | **Sovereign Bonds (5.5%)** | **Sovereign Bonds (5.5%)** | **Sovereign Bonds (5.5%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 0.875% | 3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;24120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21578 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 0.875% | 7/22/26 | &nbsp;&nbsp; 11743 | &nbsp;&nbsp; 10401 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 4.375% | 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;20435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20535 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.625% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;32424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31677 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.375% | 6/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;23568 | &nbsp;&nbsp; 22160 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.125% | 9/27/24 | &nbsp;&nbsp; 17725 | &nbsp;&nbsp; 17571 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | 10/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;18410 | &nbsp;&nbsp;&nbsp; 17173 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;28859 | &nbsp;&nbsp; 27319 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp; 5766 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | 4/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;56595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51890 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.875% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;35430 | &nbsp;&nbsp; 34214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.375% | 9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;18750 | &nbsp;&nbsp; 16872 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.500% | 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;26772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23807 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.000% | 4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;23803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21391 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;25793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23942 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.625% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;36732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33059 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;26135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24968 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;28045 | &nbsp;&nbsp; 27086 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;20945 | &nbsp;&nbsp; 19023 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;15690 | &nbsp;&nbsp; 15243 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | &nbsp;&nbsp; 27715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24506 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 3.750% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 1.625% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;23675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22387 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 2.875% | 4/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;22315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21561 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 0.750% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;36700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32648 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 1.250% | 10/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 1.625% | 9/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8520 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 5.250% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;19340 | &nbsp;&nbsp; 19291 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 2.250% | 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 2.500% | 2/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp; 1315 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.375% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 1.375% | 2/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;11475 | &nbsp;&nbsp; 10751 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 3.000% | 6/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6497 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.875% | 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.650% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;23531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22964 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.700% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;16927 | &nbsp;&nbsp; 16691 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.250% | 11/10/24 | &nbsp;&nbsp; 11613 | &nbsp;&nbsp; 11323 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.875% | 4/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;15220 | &nbsp;&nbsp; 14592 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 1.750% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 1.500% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp; 4145 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;41006 | &nbsp;&nbsp; 37400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8941 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;20630 | &nbsp;&nbsp; 18357 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.250% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;54024 | &nbsp;&nbsp; 53147 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.625% | 3/15/24 | &nbsp;&nbsp; 22115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21566 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.250% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;10187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9838 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 7/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;33500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31390 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.500% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.875% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;40676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38589 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.625% | 3/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;49381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46538 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;44035 | &nbsp;&nbsp; 40100 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;30825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29623 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;14470 | &nbsp;&nbsp; 12902 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;38430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33909 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.125% | 4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;19055 | &nbsp;&nbsp; 17804 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.750% | 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.375% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;24895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22267 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.250% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;18026 | &nbsp;&nbsp; 17334 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 2.625% | 2/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;12320 | &nbsp;&nbsp; 12025 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 3.375% | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;20635 | &nbsp;&nbsp; 20104 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 3.000% | 5/25/27 | &nbsp;&nbsp; 17800 | &nbsp;&nbsp; 16946 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | 1/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4228 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 0.375% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.375% | 6/25/24 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 7652 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;14525 | &nbsp;&nbsp; 14281 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.875% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8536 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.875% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.250% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;11205 | &nbsp;&nbsp; 10655 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 0.625% | 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.625% | 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;16645 | &nbsp;&nbsp; 15524 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.250% | 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.125% | 12/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.625% | 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.375% | 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp; 4147 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.250% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5854 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;FMS Wertmanagement | 2.750% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 8.050% | 7/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp; 5219 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.625% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;25836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25255 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.000% | 2/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;36229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35508 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.250% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp; 13465 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.500% | 9/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;19694 | &nbsp;&nbsp; 18359 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.125% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;22205 | &nbsp;&nbsp; 21194 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.750% | 3/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;31868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30089 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;31135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28783 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.625% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;19080 | &nbsp;&nbsp; 17373 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;30440 | &nbsp;&nbsp; 27231 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.000% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;15555 | &nbsp;&nbsp; 14397 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.000% | 7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9892 | &nbsp;&nbsp; 9137 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.375% | 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;25272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23392 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 3/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;13088 | &nbsp;&nbsp; 12739 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.250% | 3/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.500% | 8/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;28970 | &nbsp;&nbsp; 27537 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 11/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;33820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32547 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | 1/15/25 | &nbsp;&nbsp; 37322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35288 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.125% | 3/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4403 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;40175 | &nbsp;&nbsp;&nbsp; 37115 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;70800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64950 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.375% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;46873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42367 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 7/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;36538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34881 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.500% | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;54481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48948 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.125% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | 7/15/26 | &nbsp;&nbsp; 16747 | &nbsp;&nbsp; 14889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.875% | 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;11468 | &nbsp;&nbsp; 10504 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.125% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;33915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32500 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.375% | 10/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;16225 | &nbsp;&nbsp; 15335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.375% | 7/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;13715 | &nbsp;&nbsp; 12414 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 3.625% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 19629 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 2.125% | 4/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.750% | 10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 17596 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 0.625% | 5/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.250% | 7/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;14950 | &nbsp;&nbsp; 14805 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.375% | 7/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 0.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8619 | &nbsp;&nbsp; 8139 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.500% | 5/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;19249 | &nbsp;&nbsp; 18620 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.000% | 5/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;10455 | &nbsp;&nbsp; 10173 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.750% | 10/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp; 4127 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.125% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;18875 | &nbsp;&nbsp; 18121 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.500% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp; 5718 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 0.625% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;23648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21339 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.750% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6141 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.375% | 4/20/26 | &nbsp;&nbsp; 7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.875% | 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 | &nbsp;&nbsp; 3117 |
| <sup>3,8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.250% | 11/4/26 | &nbsp;&nbsp; 12774 | &nbsp;&nbsp; 11678 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;14970 | &nbsp;&nbsp; 13935 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp; 8211 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 4.375% | 10/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9923 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.750% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13795 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 2.750% | 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 3.250% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;32920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31081 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.625% | 2/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;18434 | &nbsp;&nbsp; 17981 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.250% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;50980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48333 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.375% | 8/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;31694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30093 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.500% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;45041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41996 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.500% | 11/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;44798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43099 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;39410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36892 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.000% | 5/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;19699 | &nbsp;&nbsp; 18650 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.375% | 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;53938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48787 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.625% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;36853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32990 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.000% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;33800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30023 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.000% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;25175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24008 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.750% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8290 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.250% | 2/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp; 4765 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 0.400% | 3/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.125% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6455 | &nbsp;&nbsp; 6146 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 0.750% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;11270 | &nbsp;&nbsp; 10334 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 4.000% | 9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp; 1198 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.375% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;12045 | &nbsp;&nbsp; 11530 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.000% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;11630 | &nbsp;&nbsp; 11050 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.000% | 9/12/26 | &nbsp;&nbsp; 7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 1.375% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;12995 | &nbsp;&nbsp; 12371 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | &nbsp;&nbsp; 17755 | &nbsp;&nbsp; 16181 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;15188 | &nbsp;&nbsp; 14471 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;14815 | &nbsp;&nbsp; 13260 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8763 | &nbsp;&nbsp; 8018 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 2.250% | 5/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.375% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6468 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.375% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;14490 | &nbsp;&nbsp; 13026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.500% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 11750 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;10425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9794 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;25790 | &nbsp;&nbsp; 23145 |
| <sup>3,9</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp; 6100 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 3.625% | 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14616 |
| <sup>3,10</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 2.290% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 2.950% | 1/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;13279 | &nbsp;&nbsp; 13017 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.875% | 11/13/24 | &nbsp;&nbsp; 17034 | &nbsp;&nbsp; 16176 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.000% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;14914 | &nbsp;&nbsp; 13728 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Province of British Columbia | 1.750% | 9/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;15243 | &nbsp;&nbsp; 14496 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Province of British Columbia | 6.500% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 0.900% | 7/20/26 | &nbsp;&nbsp; 7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6621 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.600% | 4/16/24 | &nbsp;&nbsp; 7257 | &nbsp;&nbsp; 7053 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.050% | 5/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.125% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.050% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;14697 | &nbsp;&nbsp; 14417 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.200% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;12719 | &nbsp;&nbsp; 12440 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 0.625% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;23991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21342 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.050% | 4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;14860 | &nbsp;&nbsp; 13295 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.500% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;18535 | &nbsp;&nbsp; 17362 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.100% | 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;22025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20883 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 7.125% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | 4/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;15810 | &nbsp;&nbsp; 15354 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.875% | 10/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;18670 | &nbsp;&nbsp; 18099 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.500% | 2/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8899 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 0.600% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;36985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33542 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;18690 | &nbsp;&nbsp; 17587 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp; 7555 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.250% | 6/8/27 | &nbsp;&nbsp; 7255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.125% | 3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8639 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.125% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.750% | 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp; 9126 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 5.375% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;22025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22004 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 0.875% | 5/6/24 | &nbsp;&nbsp; 17295 | &nbsp;&nbsp; 16181 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 2.375% | 10/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24020 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 1.250% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;15987 | &nbsp;&nbsp; 13896 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 5.625% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp; 1819 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.000% | 9/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp; 813 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.750% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8297 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 7.125% | 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;13961 | &nbsp;&nbsp; 14760 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 7.350% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;11790 | &nbsp;&nbsp; 12357 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.392% | 1/23/26 | &nbsp;&nbsp; 7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6783 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 4.125% | 8/25/27 | &nbsp;&nbsp; 7460 | &nbsp;&nbsp; 7166 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.000% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;14540 | &nbsp;&nbsp; 14350 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.250% | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9145 | &nbsp;&nbsp; 8769 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.500% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;11505 | &nbsp;&nbsp; 11819 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 4.200% | 1/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8403 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 9.500% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3759 |

---

------

Short-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 10.625% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;19077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21562 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.500% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.229% | 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp; 4128 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.170% | 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9552 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.875% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9467 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.375% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;16339 | &nbsp;&nbsp; 15263 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.625% | 10/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.625% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;22555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20581 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.500% | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;11070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9955 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 4.625% | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 2.250% | 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp; 7472 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.900% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp; 4910 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.125% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;22410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21854 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.150% | 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;26859 | &nbsp;&nbsp; 26185 |
| **Total Sovereign Bonds (Cost $3,823,780)** | **Total Sovereign Bonds (Cost $3,823,780)** | **Total Sovereign Bonds (Cost $3,823,780)** | **Total Sovereign Bonds (Cost $3,823,780)** | **Total Sovereign Bonds (Cost $3,823,780)** | &nbsp;&nbsp;&nbsp;**3572868** |
| **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%)** |
|  | &nbsp;&nbsp;&nbsp;California Earthquake Authority Revenue | 5.603% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8923 |
|  | &nbsp;&nbsp;&nbsp;California GO | 2.650% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;11525 | &nbsp;&nbsp; 10582 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | &nbsp;&nbsp; 7680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6687 |
|  | &nbsp;&nbsp;&nbsp;Oregon GO | 5.762% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 0.883% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 3.063% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp; 2574 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 1.316% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp; 4217 |
|  | &nbsp;&nbsp;&nbsp;Utah GO | 4.554% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
| **Total Taxable Municipal Bonds (Cost $42,092)** | **Total Taxable Municipal Bonds (Cost $42,092)** | **Total Taxable Municipal Bonds (Cost $42,092)** | **Total Taxable Municipal Bonds (Cost $42,092)** | **Total Taxable Municipal Bonds (Cost $42,092)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**40040** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | Shares | Market<br> Value• ($000) |
| **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** |
| **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $889,735)** | 4.334% | 8898249 | **889736** |
| **Total Investments (100.9%) (Cost $70,001,692)** | **Total Investments (100.9%) (Cost $70,001,692)** | **Total Investments (100.9%) (Cost $70,001,692)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**65655091** |
| **Other Assets and Liabilities—Net (-0.9%)** | **Other Assets and Liabilities—Net (-0.9%)** | **Other Assets and Liabilities—Net (-0.9%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(565640)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**65089451** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2022. |
| 2 | U.S. government-guaranteed. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 5 | 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 December 31, 2022, the aggregate value was $220,543,000, representing 0.3% of net assets. |
| 6 | Guaranteed by the Government of Canada. |
| 7 | Guaranteed by the Federal Republic of Germany. |
| 8 | Guaranteed by the Government of Japan. |
| 9 | Guaranteed by the Republic of Austria. |
| 10 | Guaranteed by the Government of Mexico. |
| 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. <br> GO—General Obligation Bond.

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

------

Short-Term Bond Index Fund

Statement of Assets and Liabilities

As of December 31, 2022

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $69,111,957) | &nbsp;&nbsp;64765355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $889,735) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889736 |
| Total Investments in Securities | 65655091 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396406 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393515 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28378 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
| **Total Assets** | **66476003** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4119 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;1304818 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70717 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;**1386552** |
| **Net Assets** | **65089451** |
| <br> **At December 31, 2022, net assets consisted of:** |  |
| Paid-in Capital | 70080498 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(4991047) |
| **Net Assets** | **65089451** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 5,182,678 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**51153** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.87** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 500,979,055 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;**37679414** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$75.21** |
| **Admiral Shares—Net Assets** |  |
| **Applicable to 1,525,450,688 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;**15056419** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.87** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 565,304,092 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**5579672** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.87** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 681,123,878 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**6722793** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.87** |

---

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

------

Short-Term Bond Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2022 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 1008237 |
| Total Income | 1008237 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 |
| &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;4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 |
| Shareholders' Reports—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Shareholders' Reports—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33155 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33053 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**975184** |
| **Realized Net Gain (Loss) on Investment Securities Sold<sup>1,2</sup>** | &nbsp;&nbsp;&nbsp;**(885400)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | **(4141584)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **(4051800)** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $1,804,000, $8,000, $1,000, and $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes ($260618000) 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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2022<br> ($000) | &nbsp;&nbsp;&nbsp;2021<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810735 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(885400) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328103 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(4141584) | &nbsp;&nbsp;&nbsp;&nbsp;(1896971) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;(4051800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(758133) |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1122) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(563440) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(542379) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235930) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(267866) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95800) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102136) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109396) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(992081) | &nbsp;&nbsp;&nbsp;&nbsp;(1016563) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18826) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14694) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;(1574459) | &nbsp;&nbsp;&nbsp;13418043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2111103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(747364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(539307) | &nbsp;&nbsp;&nbsp;&nbsp;1142724 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;(4991059) | &nbsp;&nbsp;&nbsp;15695873 |
| Total Increase (Decrease) | (10034940) | &nbsp;&nbsp;&nbsp;13921177 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;**75124391** | &nbsp;&nbsp;&nbsp;**61203214** |
| **End of Period** | &nbsp;&nbsp;**65089451** | &nbsp;&nbsp;&nbsp;**75124391** |

---

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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** | &nbsp;&nbsp;&nbsp;**$10.38** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.198 |
| Net Realized and Unrealized Gain (Loss) on Investments | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.069) |
| Total from Investment Operations | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.129 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.134) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.116) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.199) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.199) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-5.61%** | &nbsp;&nbsp;&nbsp;**-1.15%** | &nbsp;&nbsp;&nbsp;**4.61%** | &nbsp;&nbsp;&nbsp;**4.77%** | &nbsp;&nbsp;&nbsp;**1.27%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$51 | &nbsp;&nbsp;&nbsp;$74 | &nbsp;&nbsp;&nbsp;$91 | &nbsp;&nbsp;&nbsp;$89 | &nbsp;&nbsp;&nbsp;$1143 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.31% | &nbsp;&nbsp;&nbsp;1.08% | &nbsp;&nbsp;&nbsp;1.71% | &nbsp;&nbsp;&nbsp;2.18% | &nbsp;&nbsp;&nbsp;1.94% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;44% | &nbsp;&nbsp;&nbsp;48% |

---

---

| | |
|:---|:---|
| 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. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **ETF Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$80.81** | &nbsp;&nbsp;&nbsp;**$82.81** | &nbsp;&nbsp;&nbsp;**$80.55** | &nbsp;&nbsp;&nbsp;**$78.56** | &nbsp;&nbsp;&nbsp;**$79.09** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.580 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.580) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.545) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.825) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.035 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.953) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.565) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.222) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.175) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.565) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$75.21** | &nbsp;&nbsp;&nbsp;**$80.81** | &nbsp;&nbsp;&nbsp;**$82.81** | &nbsp;&nbsp;&nbsp;**$80.55** | &nbsp;&nbsp;&nbsp;**$78.56** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-5.55%** | &nbsp;&nbsp;&nbsp;**-1.00%** | &nbsp;&nbsp;&nbsp;**4.67%** | &nbsp;&nbsp;&nbsp;**4.92%** | &nbsp;&nbsp;&nbsp;**1.34%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$37679 | &nbsp;&nbsp;&nbsp;$42076 | &nbsp;&nbsp;&nbsp;$29618 | &nbsp;&nbsp;&nbsp;$22522 | &nbsp;&nbsp;&nbsp;$27946 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.44% | &nbsp;&nbsp;&nbsp;1.17% | &nbsp;&nbsp;&nbsp;1.79% | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;2.02% |
| Portfolio Turnover Rate<sup>3</sup> | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;44% | &nbsp;&nbsp;&nbsp;48% |

---

---

| | |
|:---|:---|
| 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** | &nbsp;&nbsp;&nbsp;**$10.38** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.207 |
| Net Realized and Unrealized Gain (Loss) on Investments | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.070) |
| Total from Investment Operations | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.137 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.142) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.124) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.207) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.153) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.237) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.207) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-5.54%** | &nbsp;&nbsp;&nbsp;**-1.08%** | &nbsp;&nbsp;&nbsp;**4.69%** | &nbsp;&nbsp;&nbsp;**4.86%** | &nbsp;&nbsp;&nbsp;**1.35%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$15056 | &nbsp;&nbsp;&nbsp;$18410 | &nbsp;&nbsp;&nbsp;$18543 | &nbsp;&nbsp;&nbsp;$15379 | &nbsp;&nbsp;&nbsp;$13812 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.40% | &nbsp;&nbsp;&nbsp;1.16% | &nbsp;&nbsp;&nbsp;1.77% | &nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;2.02% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;44% | &nbsp;&nbsp;&nbsp;48% |

---

---

| | |
|:---|:---|
| 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. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** | &nbsp;&nbsp;&nbsp;**$10.38** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.209 |
| Net Realized and Unrealized Gain (Loss) on Investments | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.070) |
| Total from Investment Operations | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.139 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.144) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.209) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.156) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.239) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.209) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-5.52%** | &nbsp;&nbsp;&nbsp;**-1.06%** | &nbsp;&nbsp;&nbsp;**4.71%** | &nbsp;&nbsp;&nbsp;**4.88%** | &nbsp;&nbsp;&nbsp;**1.37%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$5580 | &nbsp;&nbsp;&nbsp;$6790 | &nbsp;&nbsp;&nbsp;$6134 | &nbsp;&nbsp;&nbsp;$5524 | &nbsp;&nbsp;&nbsp;$4930 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.05%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.42% | &nbsp;&nbsp;&nbsp;1.17% | &nbsp;&nbsp;&nbsp;1.80% | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;2.04% |
| Portfolio Turnover Rate<sup>3</sup> | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;44% | &nbsp;&nbsp;&nbsp;48% |

---

---

| | |
|:---|:---|
| 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** | &nbsp;&nbsp;&nbsp;**$10.38** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.210 |
| Net Realized and Unrealized Gain (Loss) on Investments | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.070) |
| Total from Investment Operations | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.140 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.197) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.210) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.029) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.197) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.210) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.87** | &nbsp;&nbsp;&nbsp;**$10.60** | &nbsp;&nbsp;&nbsp;**$10.87** | &nbsp;&nbsp;&nbsp;**$10.57** | &nbsp;&nbsp;&nbsp;**$10.31** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-5.51%** | &nbsp;&nbsp;&nbsp;**-1.05%** | &nbsp;&nbsp;&nbsp;**4.72%** | &nbsp;&nbsp;&nbsp;**4.89%** | &nbsp;&nbsp;&nbsp;**1.38%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$6723 | &nbsp;&nbsp;&nbsp;$7774 | &nbsp;&nbsp;&nbsp;$6817 | &nbsp;&nbsp;&nbsp;$6631 | &nbsp;&nbsp;&nbsp;$5404 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.43% | &nbsp;&nbsp;&nbsp;1.18% | &nbsp;&nbsp;&nbsp;1.81% | &nbsp;&nbsp;&nbsp;2.29% | &nbsp;&nbsp;&nbsp;2.05% |
| Portfolio Turnover Rate<sup>3</sup> | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;44% | &nbsp;&nbsp;&nbsp;48% |

---

---

| | |
|:---|:---|
| 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 Nasdaq; they can be purchased and sold through a broker.

Certain of the fund's investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), acts of terrorism, 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.

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 temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

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

3. Distributions: Distributions 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.

4. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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.

------

Short-Term Bond Index Fund

For the year ended December 31, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

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

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

B. 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 December 31, 2022, the fund had contributed to Vanguard capital in the amount of $2,371,000, representing less than 0.01% of the fund's net assets and 0.95% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. The fund's custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2022, custodian fee offset arrangements reduced the fund's expenses by $102,000 (an annual rate of less than 0.01% of average net assets).

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

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments as of December 31, 2022, 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;43746283 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43746283 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17406164 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;17406164 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3572868 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3572868 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40040 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40040 |
| Temporary Cash Investments | 889736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889736 |
| Total | 889736 | &nbsp;&nbsp;&nbsp;64765355 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;65655091 |

---

------

Short-Term Bond Index Fund

E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable in-kind redemptions were reclassified between the following accounts:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;(261023) |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;261023 |

---

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; and the treatment of amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(606258) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(4386506) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2022<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2021<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;973430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821125 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;18651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195438 |
| Total | &nbsp;&nbsp;&nbsp;992081 | &nbsp;&nbsp;&nbsp;&nbsp;1016563 |

---

\* Includes short-term capital gains, if any.

As of December 31, 2022, 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;70041597 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23965 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(4410471) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(4386506) |

---

F. During the year ended December 31, 2022, the fund purchased $15,661,583,000 of investment securities and sold $17,855,593,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $21,628,506,000 and $24,009,094,000, respectively. Purchases and sales include $9,439,098,000 and $11,018,188,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2022, such purchases were $4,861,813,000 and sales were $19,602,000, resulting in net realized loss of $744,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

------

Short-Term Bond Index Fund

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2937) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33785) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3144) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18826) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14694) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1372) |
| **ETF Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;9578705 | &nbsp;&nbsp;&nbsp;&nbsp;124300 | &nbsp;&nbsp;18000898 | &nbsp;&nbsp;&nbsp;&nbsp;219000 |
| 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;— |
| Redeemed | (11153164) | &nbsp;&nbsp;(144000) | &nbsp;&nbsp;(4582855) | &nbsp;&nbsp;&nbsp;&nbsp;(56000) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;(1574459) | &nbsp;&nbsp;&nbsp;&nbsp;(19700) | &nbsp;&nbsp;13418043 | &nbsp;&nbsp;&nbsp;&nbsp;163000 |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;5066836 | &nbsp;&nbsp;&nbsp;&nbsp;501147 | &nbsp;&nbsp;&nbsp;&nbsp;5746280 | &nbsp;&nbsp;&nbsp;&nbsp;533288 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21084 |
| Redeemed | &nbsp;&nbsp;(7374212) | &nbsp;&nbsp;(731210) | &nbsp;&nbsp;(5643762) | &nbsp;&nbsp;(524377) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;(2111103) | &nbsp;&nbsp;(210532) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29995 |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;1770051 | &nbsp;&nbsp;&nbsp;&nbsp;174510 | &nbsp;&nbsp;&nbsp;&nbsp;2775666 | &nbsp;&nbsp;&nbsp;&nbsp;258131 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8007 |
| Redeemed | &nbsp;&nbsp;(2599611) | &nbsp;&nbsp;&nbsp;(257706) | &nbsp;&nbsp;(2040550) | &nbsp;&nbsp;&nbsp;(190115) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(747364) | &nbsp;&nbsp;&nbsp;&nbsp;(75015) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76023 |
| **Institutional Plus Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;1200755 | &nbsp;&nbsp;&nbsp;&nbsp;117425 | &nbsp;&nbsp;&nbsp;&nbsp;2107924 | &nbsp;&nbsp;&nbsp;&nbsp;195581 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9714 |
| Redeemed | (1834073) | &nbsp;&nbsp;(178739) | &nbsp;&nbsp;(1069435) | &nbsp;&nbsp;&nbsp;&nbsp;(99418) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;(539307) | &nbsp;&nbsp;&nbsp;&nbsp;(51954) | &nbsp;&nbsp;&nbsp;&nbsp;1142724 | &nbsp;&nbsp;&nbsp;&nbsp;105877 |

---

H. Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements.

------

Intermediate-Term Bond Index Fund

Performance Summary

**All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor's shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.** 

#### Cumulative Performance: December 31, 2012, Through December 31, 2022
Initial Investment of $10,000

![](tm231735d3bondindq3140i006.gif)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| ![](tm231735d3bondindq3140i003.jpg) | &nbsp;&nbsp;&nbsp;Intermediate-Term Bond Index Fund Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.34% | &nbsp;&nbsp;&nbsp;&nbsp;0.37% | &nbsp;&nbsp;&nbsp;&nbsp;1.25% | &nbsp;&nbsp;&nbsp;&nbsp;$11328 |
| ![](tm231735d3bondindq3140i004.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | &nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11508 |
| ![](tm231735d3bondindq3140i005.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| Intermediate-Term Bond Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;&nbsp;-13.30% | &nbsp;&nbsp;&nbsp;&nbsp;0.46% | &nbsp;&nbsp;&nbsp;&nbsp;1.34% | &nbsp;&nbsp;&nbsp;&nbsp;$11428 |
| Intermediate-Term Bond Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;&nbsp;-13.21 | &nbsp;&nbsp;&nbsp;&nbsp;0.47 | &nbsp;&nbsp;&nbsp;&nbsp;1.32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11399 |
| Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | &nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11508 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| Intermediate-Term Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.27% | &nbsp;&nbsp;&nbsp;&nbsp;0.45% | &nbsp;&nbsp;&nbsp;&nbsp;1.34% | &nbsp;&nbsp;&nbsp;&nbsp;$11421 |
| Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | &nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11508 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

See Financial Highlights for dividend and capital gains information.

------

Intermediate-Term Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $5,000,000<br> Investment |
| Intermediate-Term Bond Index Fund Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.25% | &nbsp;&nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;&nbsp;1.36% | &nbsp;&nbsp;&nbsp;&nbsp;$5723975 |
| Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | &nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5753970 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564805 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $100,000,000<br> Investment |
| Intermediate-Term Bond Index Fund Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.24% | &nbsp;&nbsp;&nbsp;&nbsp;0.48% | &nbsp;&nbsp;&nbsp;&nbsp;1.37% | &nbsp;&nbsp;&nbsp;&nbsp;$114627530 |
| Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.13 | &nbsp;&nbsp;&nbsp;&nbsp;0.54 | &nbsp;&nbsp;&nbsp;&nbsp;1.41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115079390 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111296100 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** |
|  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years |
| Intermediate-Term Bond Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;-13.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.36% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.99% |
| Intermediate-Term Bond Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;-13.30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.28 |
| Bloomberg U.S. 5-10 Year Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;-13.13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.08 |

---

For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares' market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares' market price was above or below the NAV.

------

Intermediate-Term Bond Index Fund

Fund Allocation

As of December 31, 2022

---

| | |
|:---|:---|
| Corporate Bonds | 37.6% |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;3.9 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;0.4 |
| U.S. Government and Agency Obligations | 58.1 |

---

The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.

The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.

------

Intermediate-Term Bond Index Fund

Financial Statements

Schedule of Investments

As of December 31, 2022

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.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (57.8%)** | **U.S. Government and Agency Obligations (57.8%)** | **U.S. Government and Agency Obligations (57.8%)** | **U.S. Government and Agency Obligations (57.8%)** | **U.S. Government and Agency Obligations (57.8%)** | **U.S. Government and Agency Obligations (57.8%)** |
| **U.S. Government Securities (56.7%)** | **U.S. Government Securities (56.7%)** | **U.S. Government Securities (56.7%)** | **U.S. Government Securities (56.7%)** | **U.S. Government Securities (56.7%)** | **U.S. Government Securities (56.7%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;12965 | &nbsp;&nbsp; 12892 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;321030 | &nbsp;&nbsp;&nbsp;&nbsp;271922 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;408460 | &nbsp;&nbsp; 347319 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;508005 | &nbsp;&nbsp; 477366 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;575300 | &nbsp;&nbsp; 497904 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;428925 | &nbsp;&nbsp; 372763 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 4/30/28 | &nbsp;&nbsp; 417059 | &nbsp;&nbsp;&nbsp;&nbsp;361799 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/28 | &nbsp;&nbsp; 547053 | &nbsp;&nbsp; 516110 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 5/31/28 | &nbsp;&nbsp; 447790 | &nbsp;&nbsp; 387618 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;339160 | &nbsp;&nbsp; 293108 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.000% | 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;298538 | &nbsp;&nbsp;&nbsp;&nbsp;253664 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;533445 | &nbsp;&nbsp; 502188 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.500% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp; 7398 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/31/28 | &nbsp;&nbsp; 447720 | &nbsp;&nbsp;&nbsp;&nbsp;382451 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;322310 | &nbsp;&nbsp; 276784 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;304720 | &nbsp;&nbsp; 263011 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;550503 | &nbsp;&nbsp;&nbsp;&nbsp;524784 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.250% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10580 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 11/30/28 | &nbsp;&nbsp; 349113 | &nbsp;&nbsp; 303074 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;302070 | &nbsp;&nbsp;&nbsp;&nbsp;260441 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 1/31/29 | &nbsp;&nbsp; 115920 | &nbsp;&nbsp; 101810 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 2/15/29 | &nbsp;&nbsp; 537486 | &nbsp;&nbsp;&nbsp;&nbsp;496923 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;15235 | &nbsp;&nbsp; 16149 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;382005 | &nbsp;&nbsp;&nbsp;&nbsp;338373 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;270905 | &nbsp;&nbsp;&nbsp;&nbsp;246481 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;159635 | &nbsp;&nbsp; 149458 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;462036 | &nbsp;&nbsp; 419948 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;262595 | &nbsp;&nbsp;&nbsp;&nbsp;243803 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;343460 | &nbsp;&nbsp;&nbsp;&nbsp;328487 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;302007 | &nbsp;&nbsp;&nbsp;&nbsp;278082 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 8/15/29 | &nbsp;&nbsp; 417889 | &nbsp;&nbsp;&nbsp;&nbsp;362388 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.125% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp; 15737 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;293420 | &nbsp;&nbsp;&nbsp;&nbsp;278520 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;313390 | &nbsp;&nbsp; 310991 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;275765 | &nbsp;&nbsp;&nbsp;&nbsp;275808 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;273014 | &nbsp;&nbsp; 237949 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;636147 | &nbsp;&nbsp; 631674 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;279921 | &nbsp;&nbsp;&nbsp;&nbsp;238370 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;675051 | &nbsp;&nbsp;&nbsp;&nbsp;533923 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;51675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58885 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;929357 | &nbsp;&nbsp; 731143 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;901397 | &nbsp;&nbsp;&nbsp;&nbsp;720273 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/15/31 | &nbsp;&nbsp; 637401 | &nbsp;&nbsp; 519183 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.375% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;56996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62447 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;793018 | &nbsp;&nbsp; 667003 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;904055 | &nbsp;&nbsp;&nbsp;&nbsp;733556 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;931422 | &nbsp;&nbsp; 757800 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;814419 | &nbsp;&nbsp;&nbsp;&nbsp;690220 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;788963 | &nbsp;&nbsp;&nbsp;&nbsp;726832 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;746868 | &nbsp;&nbsp;&nbsp;&nbsp;679299 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;593820 | &nbsp;&nbsp;&nbsp;&nbsp;605696 |
|  |  |  |  |  | **18780387** |
| **Agency Bonds and Notes (1.1%)** | **Agency Bonds and Notes (1.1%)** | **Agency Bonds and Notes (1.1%)** | **Agency Bonds and Notes (1.1%)** | **Agency Bonds and Notes (1.1%)** | **Agency Bonds and Notes (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp; 23113 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;42755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40923 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;19514 | &nbsp;&nbsp; 22774 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;25657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29669 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.250% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;35504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39640 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 7.125% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32833 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 7.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;46545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55364 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.875% | 8/5/30 | &nbsp;&nbsp; 57520 | &nbsp;&nbsp; 45108 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.625% | 11/15/30 | &nbsp;&nbsp; 35114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40592 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 1.400% | 7/15/28 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 7.125% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 1.500% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 3219 |
|  |  |  |  |  | **353603** |
| **Total U.S. Government and Agency Obligations (Cost $21,471,473)** | **Total U.S. Government and Agency Obligations (Cost $21,471,473)** | **Total U.S. Government and Agency Obligations (Cost $21,471,473)** | **Total U.S. Government and Agency Obligations (Cost $21,471,473)** | **Total U.S. Government and Agency Obligations (Cost $21,471,473)** | &nbsp;&nbsp;**19133990** |
| **Corporate Bonds (37.4%)** | **Corporate Bonds (37.4%)** | **Corporate Bonds (37.4%)** | **Corporate Bonds (37.4%)** | **Corporate Bonds (37.4%)** | **Corporate Bonds (37.4%)** |
| **Communications (3.2%)** | **Communications (3.2%)** | **Communications (3.2%)** | **Communications (3.2%)** | **Communications (3.2%)** | **Communications (3.2%)** |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 1.350% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.100% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;11433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8977 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 3.625% | 4/22/29 | &nbsp;&nbsp; 7837 | &nbsp;&nbsp; 7136 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 2.875% | 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.700% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9223 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.650% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;19225 | &nbsp;&nbsp; 16265 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.100% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;26987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25683 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;20664 | &nbsp;&nbsp; 19432 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.750% | 6/1/31 | &nbsp;&nbsp; 17436 | &nbsp;&nbsp; 14478 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.250% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;19855 | &nbsp;&nbsp; 15568 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.375% | 3/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.875% | 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 | &nbsp;&nbsp; 3129 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.425% | 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 2.375% | 8/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.625% | 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;13285 | &nbsp;&nbsp; 12855 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.125% | 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 9.625% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;19355 | &nbsp;&nbsp; 23104 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.750% | 2/15/28 | &nbsp;&nbsp; 7529 | &nbsp;&nbsp; 6818 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;14020 | &nbsp;&nbsp; 12880 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.250% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;12143 | &nbsp;&nbsp; 9760 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.050% | 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;11926 | &nbsp;&nbsp; 11214 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.800% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;13761 | &nbsp;&nbsp; 10699 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.300% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;11420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8428 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;15327 | &nbsp;&nbsp; 14164 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.150% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;34983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33624 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;15480 | &nbsp;&nbsp; 13366 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;12207 | &nbsp;&nbsp; 11112 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.250% | 10/15/30 | &nbsp;&nbsp; 7334 | &nbsp;&nbsp; 7034 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.950% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;12666 | &nbsp;&nbsp; 10219 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.500% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;13826 | &nbsp;&nbsp; 10765 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 5.500% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;30875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36429 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.950% | 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;16071 | &nbsp;&nbsp; 14262 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5092 | &nbsp;&nbsp; 4416 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393 | &nbsp;&nbsp; 5276 |
|  | &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 1.850% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4403 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 4.625% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 3.250% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006 | &nbsp;&nbsp; 7643 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 2.950% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | 4.709% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;14609 | &nbsp;&nbsp; 14141 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | 3.500% | 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4473 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 8.500% | 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp; 2912 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5509 | &nbsp;&nbsp; 5195 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 8.375% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp; 5401 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.850% | 8/15/32 | &nbsp;&nbsp; 17365 | &nbsp;&nbsp; 15280 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 2.450% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 4.200% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3521 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 2.600% | 8/1/31 | &nbsp;&nbsp; 5742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | 9.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;18415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22526 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 3.375% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 3.700% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.200% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 7.875% | 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3544 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.950% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;14648 | &nbsp;&nbsp; 13065 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;15250 | &nbsp;&nbsp; 13161 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294 | &nbsp;&nbsp; 2914 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | 7.125% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2093 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Europe BV | 8.250% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp; 10212 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.700% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group | 2.000% | 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp; 2874 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8827 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.050% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;15937 | &nbsp;&nbsp; 13711 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.400% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;18727 | &nbsp;&nbsp; 16500 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;54883 | &nbsp;&nbsp; 49819 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.550% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;30130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24554 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.875% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;23517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20367 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.700% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6604 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp; 2765 |
|  | &nbsp;&nbsp;&nbsp;VeriSign Inc. | 2.700% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp; 5215 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.100% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;26182 | &nbsp;&nbsp; 22713 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.329% | 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;36579 | &nbsp;&nbsp; 35210 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.875% | 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.016% | 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;32437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30356 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.150% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;16735 | &nbsp;&nbsp; 14744 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.500% | 9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.680% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6758 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.750% | 1/20/31 | &nbsp;&nbsp; 17033 | &nbsp;&nbsp; 13193 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.550% | 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;39754 | &nbsp;&nbsp; 32717 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.355% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;46485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36865 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 7.875% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp; 6616 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.200% | 1/13/28 | &nbsp;&nbsp; 7873 | &nbsp;&nbsp;&nbsp; 7017 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.000% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;16483 | &nbsp;&nbsp; 13838 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.800% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8688 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.650% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;22158 | &nbsp;&nbsp; 18932 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.054% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;12645 | &nbsp;&nbsp; 10960 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.279% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;40415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33323 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | 3.375% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp; 4210 |
|  |  |  |  |  | **1051279** |
| **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** | **Consumer Discretionary (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | 3.900% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8154 | &nbsp;&nbsp; 7165 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8106 | &nbsp;&nbsp; 7472 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;10499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8343 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.650% | 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;11536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9927 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.450% | 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.650% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 5210 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.500% | 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;16626 | &nbsp;&nbsp; 13357 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.100% | 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;30345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24835 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.600% | 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;14430 | &nbsp;&nbsp; 13236 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24838 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.000% | 3/24/28 | &nbsp;&nbsp; 7758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.250% | 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.800% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.350% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 3.250% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 4.750% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 2.400% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.850% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6866 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.750% | 4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.000% | 4/15/30 | &nbsp;&nbsp; 7076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6552 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.750% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 5100 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | 4.450% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | 1.950% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 | &nbsp;&nbsp; 2018 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 2.400% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 4.400% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | 3.700% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 2.700% | 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 2.600% | 5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 6.300% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6379 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Emory University | 2.143% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3813 | &nbsp;&nbsp; 3140 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.000% | 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.400% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.600% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;12520 | &nbsp;&nbsp; 11675 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.850% | 1/5/28 | &nbsp;&nbsp; 6115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.400% | 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.400% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.650% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8835 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.600% | 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9353 | &nbsp;&nbsp; 7864 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.350% | 1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.700% | 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp; 6674 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.100% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;16335 | &nbsp;&nbsp; 12831 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 1.875% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 3148 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.900% | 11/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8668 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 0.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp; 3018 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.500% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.950% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;10583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;16935 | &nbsp;&nbsp; 14785 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;11877 | &nbsp;&nbsp; 9199 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.875% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9130 | &nbsp;&nbsp; 7301 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.250% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;10155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9027 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;10770 | &nbsp;&nbsp; 10554 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.967% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8629 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 4.375% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 6.000% | 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 3.375% | 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 4.705% | 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp; 2740 |
|  | &nbsp;&nbsp;&nbsp;Kohl's Corp. | 3.625% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.800% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 4.250% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2701 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.500% | 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 4.400% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.300% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8520 | &nbsp;&nbsp; 7076 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4561 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.650% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;14632 | &nbsp;&nbsp; 13498 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 10/15/30 | &nbsp;&nbsp; 7368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.625% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;14229 | &nbsp;&nbsp; 11789 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.750% | 4/1/32 | &nbsp;&nbsp; 17170 | &nbsp;&nbsp; 15303 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.000% | 4/15/28 | &nbsp;&nbsp; 5974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.625% | 6/15/30 | &nbsp;&nbsp; 7814 | &nbsp;&nbsp; 7298 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.850% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;14901 | &nbsp;&nbsp; 12071 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.500% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4156 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.750% | 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 1.500% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4308 |

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Intermediate-Term Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 2.000% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 | &nbsp;&nbsp; 2211 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 2.000% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.800% | 4/1/28 | &nbsp;&nbsp; 7368 | &nbsp;&nbsp; 7049 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.625% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8706 | &nbsp;&nbsp; 7639 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.125% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4953 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.600% | 7/1/30 | &nbsp;&nbsp; 7913 | &nbsp;&nbsp; 7260 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.600% | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 3.850% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 2.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 3.100% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 11032 |
|  | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 4714 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 2.450% | 3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.850% | 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;10592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9456 |
|  | &nbsp;&nbsp;&nbsp;NVR Inc. | 3.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3666 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.900% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 4.200% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp; 7871 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 4.700% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.950% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3784 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.875% | 6/1/30 | &nbsp;&nbsp; 2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.375% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 2.950% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | 1.875% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.250% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 2.300% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3841 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 3.000% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.000% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.250% | 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp; 7206 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.550% | 11/15/30 | &nbsp;&nbsp; 9274 | &nbsp;&nbsp; 7795 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.000% | 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | 3.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 1.150% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp; 5374 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 3.800% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 3.669% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 2.760% | 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714 | &nbsp;&nbsp; 4180 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.050% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4532 | &nbsp;&nbsp; 4196 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3066 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.650% | 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.450% | 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.150% | 2/13/30 | &nbsp;&nbsp; 7619 | &nbsp;&nbsp; 6415 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.375% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;10277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9349 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.650% | 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp; 2912 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp; 4140 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.400% | 1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp; 3169 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | 1.750% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp; 3745 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.950% | 4/23/30 | &nbsp;&nbsp; 7090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.750% | 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8203 | &nbsp;&nbsp; 7986 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 2.400% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.700% | 5/14/32 | &nbsp;&nbsp; 2117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Yale University | 1.482% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp; 5189 |
|  |  |  |  |  | **750485** |
| **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** | **Consumer Staples (2.6%)** |
|  | &nbsp;&nbsp;&nbsp;Ahold Finance USA LLC | 6.875% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.800% | 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8268 | &nbsp;&nbsp; 7058 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.450% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;18439 | &nbsp;&nbsp; 13906 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;14522 | &nbsp;&nbsp; 13861 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | &nbsp;&nbsp; 26074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25772 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;23403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21285 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567 |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 4.875% | 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp; 5198 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 2.650% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp; 4776 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.259% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;13815 | &nbsp;&nbsp; 11498 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.462% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.906% | 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.726% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;12955 | &nbsp;&nbsp; 10104 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.742% | 3/16/32 | &nbsp;&nbsp; 7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 7.750% | 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 4.448% | 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | &nbsp;&nbsp; 7543 | &nbsp;&nbsp; 6192 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 4.150% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp; 3173 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 2.375% | 4/24/30 | &nbsp;&nbsp; 7210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5987 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 5.600% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8495 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 3.900% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 4.400% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503 | &nbsp;&nbsp; 2414 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 1.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 4.600% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.500% | 3/5/28 | &nbsp;&nbsp; 7030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.000% | 3/15/28 | &nbsp;&nbsp; 11718 | &nbsp;&nbsp; 9817 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.450% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8942 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.650% | 6/1/30 | &nbsp;&nbsp; 13974 | &nbsp;&nbsp; 11410 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.000% | 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2479 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;22359 | &nbsp;&nbsp; 17497 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.250% | 1/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8905 | &nbsp;&nbsp; 7733 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.850% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9399 | &nbsp;&nbsp; 9147 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.650% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.150% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.875% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.250% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 5/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8578 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.600% | 4/20/30 | &nbsp;&nbsp;&nbsp; 17118 | &nbsp;&nbsp; 14006 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.750% | 4/20/32 | &nbsp;&nbsp; 7255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5735 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 3.875% | 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4213 | &nbsp;&nbsp; 4016 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.375% | 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7262 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.000% | 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.125% | 4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.500% | 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5229 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.125% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 3.500% | 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 5.000% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189 | &nbsp;&nbsp; 4121 |
|  | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 4.200% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 |
|  | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 2.650% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8507 | &nbsp;&nbsp; 7318 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077 | &nbsp;&nbsp; 4103 |
|  | &nbsp;&nbsp;&nbsp;Flowers Foods Inc. | 2.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 4.200% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6342 | &nbsp;&nbsp; 6130 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 2.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4961 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp; 6185 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;14860 | &nbsp;&nbsp; 13092 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp; 2142 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 1.700% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.700% | 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.800% | 6/11/30 | &nbsp;&nbsp; 10107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 2.900% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.375% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp; 5011 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.125% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.125% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9507 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 3.750% | 12/1/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5710 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 3.625% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3666 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.750% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 3.400% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 | &nbsp;&nbsp; 5301 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 4.300% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp; 2883 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 2.100% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp; 2392 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Kellogg Co. | 7.450% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197 | &nbsp;&nbsp; 5914 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;10420 | &nbsp;&nbsp; 9681 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6356 | &nbsp;&nbsp; 5531 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp; 2625 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;10635 | &nbsp;&nbsp; 9677 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 1.050% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857 | &nbsp;&nbsp; 5001 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.950% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772 | &nbsp;&nbsp; 2673 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.200% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp; 5142 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.100% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp; 4588 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.000% | 11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp; 5127 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.250% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677 | &nbsp;&nbsp; 8100 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.500% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4538 | &nbsp;&nbsp; 4378 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Kroger Co. | 7.700% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 2.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993 | &nbsp;&nbsp; 8086 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 1.700% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4056 | &nbsp;&nbsp; 3128 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 3.400% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5278 | &nbsp;&nbsp; 4925 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp; 4041 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 1.850% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp; 1575 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.750% | 4/13/30 | &nbsp;&nbsp; 7468 | &nbsp;&nbsp; 6436 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 | &nbsp;&nbsp; 2971 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 3.000% | 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 | &nbsp;&nbsp; 5423 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.875% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4559 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp; 4438 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 7.000% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp; 1095 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 7/29/29 | &nbsp;&nbsp; 7108 | &nbsp;&nbsp; 6277 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;15035 | &nbsp;&nbsp; 13304 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.625% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;16105 | &nbsp;&nbsp; 13142 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.950% | 10/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp; 7519 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.900% | 7/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp; 9092 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp; 4346 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.375% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883 | &nbsp;&nbsp; 4401 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.625% | 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp; 6503 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.100% | 5/1/30 | &nbsp;&nbsp; 7589 | &nbsp;&nbsp; 6145 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.750% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 | &nbsp;&nbsp; 1121 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.750% | 11/17/32 | &nbsp;&nbsp; 17050 | &nbsp;&nbsp; 17439 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 4.250% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5973 | &nbsp;&nbsp; 5084 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 3.500% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346 | &nbsp;&nbsp; 7305 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.000% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9144 | &nbsp;&nbsp; 8331 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.200% | 10/29/30 | &nbsp;&nbsp; 17056 | &nbsp;&nbsp; 13390 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.950% | 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478 | &nbsp;&nbsp; 3740 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.300% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp; 2783 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 2.400% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp; 5739 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 5.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp; 7208 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 2.450% | 12/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp; 3090 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;10795 | &nbsp;&nbsp; 10025 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.350% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5342 | &nbsp;&nbsp; 4539 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.650% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 8265 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp; 7343 | &nbsp;&nbsp;&nbsp; 7011 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;10348 | &nbsp;&nbsp; 8746 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 1.375% | 9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4998 | &nbsp;&nbsp; 3899 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 1.750% | 8/12/31 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 6038 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 5.900% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 2160 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | &nbsp;&nbsp; 4115 | &nbsp;&nbsp; 3559 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.700% | 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;22797 | &nbsp;&nbsp; 22048 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.500% | 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp; 4823 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.250% | 7/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;10598 | &nbsp;&nbsp; 9895 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.375% | 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;10793 | &nbsp;&nbsp; 9458 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.800% | 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp; 3160 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.150% | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 | &nbsp;&nbsp; 4935 |
|  |  |  |  |  | &nbsp;&nbsp; **872043** |
| **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** | **Energy (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 3.337% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 | &nbsp;&nbsp; 3726 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 3.138% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp; 4385 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 4.486% | 5/1/30 | &nbsp;&nbsp; 7375 | &nbsp;&nbsp; 7039 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 4.800% | 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp; 3213 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 3.400% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp; 2485 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 3.600% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.937% | 9/21/28 | &nbsp;&nbsp; 11193 | &nbsp;&nbsp; 10695 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 4.234% | 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;15650 | &nbsp;&nbsp; 15154 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.633% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;12942 | &nbsp;&nbsp; 11873 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 1.749% | 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4896 | &nbsp;&nbsp; 3906 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.721% | 1/12/32 | &nbsp;&nbsp; 17683 | &nbsp;&nbsp; 14803 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.723% | 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5832 | &nbsp;&nbsp; 5522 |
|  | &nbsp;&nbsp;&nbsp;Burlington Resources LLC | 7.200% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp; 1129 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | &nbsp;&nbsp; 7016 | &nbsp;&nbsp; 5917 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 2.650% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp; 3328 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;13302 | &nbsp;&nbsp; 12059 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5311 | &nbsp;&nbsp; 4780 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp; 12762 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 3.250% | 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 9956 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.236% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp; 12329 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.850% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5087 | &nbsp;&nbsp; 4912 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.250% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp; 5665 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 3024 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;13975 | &nbsp;&nbsp; 13676 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp; 3052 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 4.300% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp; 4319 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 2.400% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp; 3731 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 6.950% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;10428 | &nbsp;&nbsp; 11530 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.375% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4906 | &nbsp;&nbsp; 4468 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3133 | &nbsp;&nbsp; 3021 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 3.250% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124 | &nbsp;&nbsp; 1749 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.875% | 6/15/28 | &nbsp;&nbsp; 3114 | &nbsp;&nbsp; 3146 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4992 | &nbsp;&nbsp; 4658 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 7.875% | 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3403 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 7.950% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp; 1215 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.500% | 12/1/29 | &nbsp;&nbsp; 7558 | &nbsp;&nbsp; 6631 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.125% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9297 | &nbsp;&nbsp; 7706 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 3504 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.125% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6388 | &nbsp;&nbsp; 5569 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp; 5070 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 6/15/28 | &nbsp;&nbsp; 11165 | &nbsp;&nbsp; 10784 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.250% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9367 | &nbsp;&nbsp; 9081 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.150% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp; 3419 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.750% | 5/15/30 | &nbsp;&nbsp; 12015 | &nbsp;&nbsp; 10592 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.750% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp; 2747 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.150% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp; 8138 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.125% | 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 | &nbsp;&nbsp; 8195 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 2.800% | 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 7412 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.375% | 2/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9299 | &nbsp;&nbsp; 7164 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.375% | 4/15/30 | &nbsp;&nbsp; 6741 | &nbsp;&nbsp; 6525 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp; 6103 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 7.000% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp; 8499 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.440% | 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9018 | &nbsp;&nbsp; 7889 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.482% | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;16125 | &nbsp;&nbsp; 15022 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.610% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;14665 | &nbsp;&nbsp; 12803 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 2.920% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 |
|  | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | 2.900% | 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp; 3429 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 7.300% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031 | &nbsp;&nbsp; 4381 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | 4.500% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp; 2734 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.300% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;15759 | &nbsp;&nbsp; 15104 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 2.000% | 2/15/31 | &nbsp;&nbsp; 7005 | &nbsp;&nbsp; 5433 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 7.800% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1449 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 3.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821 | &nbsp;&nbsp; 4205 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp; 5025 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783 | &nbsp;&nbsp; 3573 |

---

------

Intermediate-Term Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.000% | 3/15/28 | &nbsp;&nbsp; 7598 | &nbsp;&nbsp; 7077 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.800% | 2/15/29 | &nbsp;&nbsp; 7605 | &nbsp;&nbsp;&nbsp; 7274 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 2.650% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;15628 | &nbsp;&nbsp; 12679 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.950% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 |
|  | &nbsp;&nbsp;&nbsp;NOV Inc. | 3.600% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp; 2195 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.550% | 7/15/28 | &nbsp;&nbsp; 7473 | &nbsp;&nbsp; 7062 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.350% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 3.400% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 3.100% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2866 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.350% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.100% | 11/15/32 | &nbsp;&nbsp; 7335 | &nbsp;&nbsp; 7362 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 7.200% | 11/1/31 | &nbsp;&nbsp; 2745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 7.375% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4953 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 3.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp; 2132 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 2.150% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6418 | &nbsp;&nbsp; 5133 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.750% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp; 3801 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.150% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.900% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9902 | &nbsp;&nbsp; 7770 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 2.150% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8087 | &nbsp;&nbsp; 6414 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.550% | 12/15/29 | &nbsp;&nbsp; 7578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.800% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp; 4743 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;12956 | &nbsp;&nbsp; 12181 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;18918 | &nbsp;&nbsp; 17570 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Investment SA | 2.650% | 6/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;12913 | &nbsp;&nbsp; 11070 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.875% | 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.375% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;13601 | &nbsp;&nbsp; 11761 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.750% | 4/6/30 | &nbsp;&nbsp; 15741 | &nbsp;&nbsp; 13835 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 7.150% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4562 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.200% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.000% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.875% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.500% | 3/1/30 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6597 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.875% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp; 6212 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.000% | 1/15/32 | &nbsp;&nbsp; 7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028 |
|  | &nbsp;&nbsp;&nbsp;Tosco Corp. | 8.125% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.455% | 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp; 8012 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.829% | 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527 | &nbsp;&nbsp; 5769 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | 3.883% | 10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;10247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9734 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12875 | &nbsp;&nbsp; 11805 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;12969 | &nbsp;&nbsp; 10305 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005 | &nbsp;&nbsp; 3765 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9067 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5690 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 2.800% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6847 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 7.500% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Partners LP | 4.500% | 3/15/28 | &nbsp;&nbsp; 3774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.500% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8388 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 7.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 2.600% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;12537 | &nbsp;&nbsp; 10172 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 8.750% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.650% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 |
|  |  |  |  |  | &nbsp;&nbsp; **772110** |
| **Financials (11.4%)** | **Financials (11.4%)** | **Financials (11.4%)** | **Financials (11.4%)** | **Financials (11.4%)** | **Financials (11.4%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Aegon NV | 5.500% | 4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.875% | 1/23/28 | &nbsp;&nbsp; 7730 | &nbsp;&nbsp; 6974 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.000% | 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;29437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24706 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.300% | 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;31475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24592 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 3.300% | 6/15/30 | &nbsp;&nbsp; 7255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 3.600% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;10242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9267 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.625% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.100% | 9/1/28 | &nbsp;&nbsp; 7515 | &nbsp;&nbsp; 6134 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.625% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2967 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.250% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.000% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943 | &nbsp;&nbsp; 4135 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.125% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp; 3107 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 |
|  | &nbsp;&nbsp;&nbsp;Alleghany Corp. | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 1.450% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 2.200% | 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9743 | &nbsp;&nbsp; 7622 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 8.000% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;19132 | &nbsp;&nbsp; 19735 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.989% | 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.420% | 8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;15241 | &nbsp;&nbsp; 14446 |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | 5.250% | 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.200% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.250% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.400% | 6/30/30 | &nbsp;&nbsp; 7311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American International Group Inc. | 5.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4659 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 4.500% | 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 4.500% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 3.750% | 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8934 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.600% | 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp; 4109 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 2.875% | 6/15/28 | &nbsp;&nbsp; 7511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.200% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4387 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 2.400% | 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 4.900% | 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 3.700% | 2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 4.125% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 6.150% | 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8526 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.500% | 1/15/31 | &nbsp;&nbsp; 7433 | &nbsp;&nbsp; 6122 |
|  | &nbsp;&nbsp;&nbsp;AXA SA | 8.600% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022 |
|  | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | 3.900% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp; 1197 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | 4.900% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843 |
|  | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance plc | 4.000% | 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.800% | 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.379% | 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.306% | 6/27/29 | &nbsp;&nbsp; 7871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.490% | 5/28/30 | &nbsp;&nbsp; 17380 | &nbsp;&nbsp; 14674 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.749% | 12/3/30 | &nbsp;&nbsp; 7819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5987 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.958% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.250% | 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.248% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.419% | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;23713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21508 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.970% | 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;16591 | &nbsp;&nbsp; 15315 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.087% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;16338 | &nbsp;&nbsp; 13743 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.271% | 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;35821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33459 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.974% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;23529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21373 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.194% | 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp; 7216 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.884% | 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 | &nbsp;&nbsp; 5815 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.496% | 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;31842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25869 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.592% | 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;20013 | &nbsp;&nbsp; 16326 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.898% | 7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;26745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20563 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.922% | 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;19651 | &nbsp;&nbsp; 15000 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.651% | 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;15330 | &nbsp;&nbsp; 12274 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.687% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;53455 | &nbsp;&nbsp; 42768 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.299% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;41193 | &nbsp;&nbsp; 31713 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.572% | 10/20/32 | &nbsp;&nbsp; 17428 | &nbsp;&nbsp; 13671 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.972% | 2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;40184 | &nbsp;&nbsp; 32401 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.571% | 4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;15678 | &nbsp;&nbsp; 14365 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.015% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;28621 | &nbsp;&nbsp; 27155 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.482% | 9/21/36 | &nbsp;&nbsp; 17858 | &nbsp;&nbsp; 13165 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.846% | 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp;19517 | &nbsp;&nbsp; 16143 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.803% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8458 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.088% | 1/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6938 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.400% | 1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;10319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9608 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.850% | 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 144 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 1.650% | 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.300% | 8/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;10998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9861 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 1.800% | 7/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.500% | 1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.289% | 6/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9352 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.834% | 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;23537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24483 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.150% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp; 3874 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.450% | 2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.588% | 5/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9154 | &nbsp;&nbsp; 7813 |
|  | &nbsp;&nbsp;&nbsp;BankUnited Inc. | 5.125% | 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp; 4188 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.337% | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.836% | 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;19628 | &nbsp;&nbsp; 18088 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 4.972% | 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;14033 | &nbsp;&nbsp; 13220 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 5.088% | 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8570 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.645% | 6/24/31 | &nbsp;&nbsp; 7423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.667% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.894% | 11/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9880 | &nbsp;&nbsp; 7519 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.746% | 8/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.437% | 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;15278 | &nbsp;&nbsp; 16084 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.564% | 9/23/35 | &nbsp;&nbsp; 16016 | &nbsp;&nbsp; 12275 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6253 | &nbsp;&nbsp; 5213 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.250% | 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8290 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 2.400% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 1.900% | 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4399 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 2.100% | 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 4.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 2.850% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp; 3813 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 5.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.900% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8322 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.850% | 3/29/29 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp; 7282 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.350% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8412 | &nbsp;&nbsp; 7626 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 2.724% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3201 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 2.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.200% | 3/17/32 | &nbsp;&nbsp; 7215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972 | &nbsp;&nbsp; 7913 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 1.878% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.800% | 1/31/28 | &nbsp;&nbsp; 17752 | &nbsp;&nbsp; 16629 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.273% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 5.247% | 7/26/30 | &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;286 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.359% | 7/29/32 | &nbsp;&nbsp; 7065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5088 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.618% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 3155 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 5.268% | 5/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 1.625% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp; 3816 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.450% | 2/13/26 | &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;290 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6026 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.000% | 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;12087 | &nbsp;&nbsp; 10609 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.000% | 2/1/29 | &nbsp;&nbsp; 7773 | &nbsp;&nbsp; 7395 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.250% | 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.750% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4532 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.625% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.300% | 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;14544 | &nbsp;&nbsp; 11883 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.900% | 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.375% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9922 |
|  | &nbsp;&nbsp;&nbsp;CI Financial Corp. | 3.200% | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp; 7372 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | 6.920% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.450% | 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;16484 | &nbsp;&nbsp; 15745 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.625% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.125% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.075% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8479 | &nbsp;&nbsp; 7819 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.980% | 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;24532 | &nbsp;&nbsp; 22153 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.976% | 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;14477 | &nbsp;&nbsp; 12169 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.666% | 1/29/31 | &nbsp;&nbsp; 19018 | &nbsp;&nbsp; 15603 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.412% | 3/31/31 | &nbsp;&nbsp; 47988 | &nbsp;&nbsp; 44110 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.572% | 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;25877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20931 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.561% | 5/1/32 | &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;280 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.625% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.520% | 11/3/32 | &nbsp;&nbsp; 10717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8321 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.057% | 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;16022 | &nbsp;&nbsp; 12937 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.785% | 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;40855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35039 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.910% | 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;23730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22246 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.270% | 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;18145 | &nbsp;&nbsp; 18725 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.500% | 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 3.250% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5428 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.638% | 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 5.641% | 5/21/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 3.750% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 2.650% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp; 4214 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.900% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5442 | &nbsp;&nbsp; 4976 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 2.050% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | 5.250% | 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943 |
|  | &nbsp;&nbsp;&nbsp;Comerica Inc. | 4.000% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 | &nbsp;&nbsp; 1125 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.850% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;13673 | &nbsp;&nbsp; 12456 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.900% | 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;16205 | &nbsp;&nbsp; 14194 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 6.537% | 8/12/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4041 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.882% | 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.547% | 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;15660 | &nbsp;&nbsp; 12574 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.729% | 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;16316 | &nbsp;&nbsp; 12016 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.035% | 5/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.742% | 1/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;12677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 4.650% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8085 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 2.700% | 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 6.700% | 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp; 5419 |
|  | &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 4.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;12080 | &nbsp;&nbsp; 11036 |
|  | &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 3.100% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 7.000% | 4/1/28 | &nbsp;&nbsp; 2774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 4.350% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8567 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | &nbsp;&nbsp; 4118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3482 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp; 5212 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 4.500% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 3.400% | 6/15/30 | &nbsp;&nbsp; 7088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 3.950% | 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5027 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.772% | 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.337% | 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 4.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277 | &nbsp;&nbsp; 3610 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 2.400% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5127 | &nbsp;&nbsp; 3748 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;First Horizon Bank | 5.750% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 |
|  | &nbsp;&nbsp;&nbsp;First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 1.600% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182 | &nbsp;&nbsp; 3215 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.125% | 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp; 3413 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.500% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.550% | 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.000% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336 | &nbsp;&nbsp; 4745 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Funding LLC | 4.550% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4819 | &nbsp;&nbsp; 4574 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | 4.550% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | 2.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.814% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;21807 | &nbsp;&nbsp; 19840 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.223% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;26571 | &nbsp;&nbsp; 24749 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.600% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.800% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp; 16692 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.992% | 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;18045 | &nbsp;&nbsp; 13736 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.615% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;38215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30454 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.383% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;26243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20343 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.650% | 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;26971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21289 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.102% | 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;25685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20945 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | 2.500% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.583% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;32046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29462 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.206% | 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;11663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9420 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.950% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;22802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21780 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.973% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;25007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21856 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.848% | 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;12868 | &nbsp;&nbsp; 10285 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.357% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;13345 | &nbsp;&nbsp; 10223 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.625% | 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp; 1316 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.804% | 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;11404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8803 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.871% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;23729 | &nbsp;&nbsp; 18171 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.762% | 3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;13418 | &nbsp;&nbsp; 11611 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.402% | 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;23580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21904 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 8.113% | 11/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8478 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.550% | 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6909 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 5.023% | 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.487% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.550% | 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9347 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.050% | 4/9/29 | &nbsp;&nbsp; 7063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6504 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 2.727% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.252% | 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;11422 | &nbsp;&nbsp; 10095 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.100% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.750% | 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.350% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8804 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 2.100% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12721 | &nbsp;&nbsp; 10381 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 1.850% | 9/15/32 | &nbsp;&nbsp; 11310 | &nbsp;&nbsp; 8510 |
|  | &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | 3.125% | 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4103 | &nbsp;&nbsp; 3163 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 4.150% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 2.625% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;12882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.250% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;10022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9641 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.625% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.509% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.005% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;18653 | &nbsp;&nbsp; 17279 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.069% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;12955 | &nbsp;&nbsp; 10819 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.203% | 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;18994 | &nbsp;&nbsp; 17692 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.452% | 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;30764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28921 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.702% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;24133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21598 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.565% | 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.739% | 10/15/30 | &nbsp;&nbsp; 17872 | &nbsp;&nbsp; 15008 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.493% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;23880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22332 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.522% | 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;19947 | &nbsp;&nbsp; 16319 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.956% | 5/13/31 | &nbsp;&nbsp; 27267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22450 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.764% | 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192 | &nbsp;&nbsp; 6212 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.953% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;32965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25234 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.580% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;43067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34455 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.545% | 11/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;23623 | &nbsp;&nbsp; 18667 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.963% | 1/25/33 | &nbsp;&nbsp; 27903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22683 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.586% | 4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;15215 | &nbsp;&nbsp; 14086 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.912% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;35020 | &nbsp;&nbsp; 33315 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.717% | 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;25852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25404 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 2.400% | 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp; 3147 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 3.800% | 2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.390% | 12/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 6.950% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.900% | 8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5462 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.100% | 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 2.550% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.789% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7558 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 4.500% | 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692 | &nbsp;&nbsp; 3419 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 4.375% | 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.800% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.050% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.400% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327 | &nbsp;&nbsp; 2746 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.650% | 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.375% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;14264 | &nbsp;&nbsp; 13500 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.550% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.574% | 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.976% | 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8561 | &nbsp;&nbsp; 7851 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 7.953% | 11/15/33 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp; 7657 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 3.200% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 3.703% | 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp; 4123 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.350% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2168 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;15146 | &nbsp;&nbsp; 14640 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.375% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.750% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.500% | 2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6490 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;10159 | &nbsp;&nbsp; 9172 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.350% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;13585 | &nbsp;&nbsp; 12448 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 1.900% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354 | &nbsp;&nbsp; 5121 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.550% | 3/23/30 | &nbsp;&nbsp; 7055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6948 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.500% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5854 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;12698 | &nbsp;&nbsp; 11994 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;13271 | &nbsp;&nbsp; 12246 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;13726 | &nbsp;&nbsp; 12020 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp; 7044 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6036 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;25976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20029 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;18150 | &nbsp;&nbsp; 17352 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.018% | 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.254% | 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6052 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.153% | 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5545 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.869% | 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4521 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.591% | 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.201% | 7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;11555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.979% | 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.564% | 9/13/31 | &nbsp;&nbsp; 7063 | &nbsp;&nbsp; 5401 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.260% | 7/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 5.669% | 9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.772% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;28501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26085 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.431% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;26822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25040 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.699% | 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;26075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21579 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.622% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;25593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22389 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.794% | 2/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;15290 | &nbsp;&nbsp; 11461 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.928% | 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;12835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9697 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.239% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;32012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24527 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.511% | 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;21853 | &nbsp;&nbsp; 17080 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.943% | 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;15143 | &nbsp;&nbsp; 12282 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.889% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;15354 | &nbsp;&nbsp; 14420 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.342% | 10/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;30380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31783 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.484% | 9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;23683 | &nbsp;&nbsp; 17275 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.297% | 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;15625 | &nbsp;&nbsp; 14297 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp; 3501 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.892% | 5/18/29 | &nbsp;&nbsp; 17453 | &nbsp;&nbsp; 16452 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.076% | 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;12879 | &nbsp;&nbsp; 12118 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.445% | 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8535 | &nbsp;&nbsp;&nbsp; 7748 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.032% | 11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.172% | 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6413 | &nbsp;&nbsp; 5301 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.710% | 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp; 3319 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.605% | 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 3.103% | 1/16/30 | &nbsp;&nbsp; 17645 | &nbsp;&nbsp; 14687 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.679% | 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.608% | 7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2349 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.999% | 1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4788 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.650% | 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.150% | 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 1.950% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626 | &nbsp;&nbsp; 2158 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 6.125% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 10043 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 2.250% | 3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 4.000% | 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 5.200% | 9/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 2.875% | 6/11/28 | &nbsp;&nbsp; 5115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | 3.700% | 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | 4.500% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 4.050% | 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;12828 | &nbsp;&nbsp; 12094 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 2.700% | 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.450% | 4/23/29 | &nbsp;&nbsp; 17350 | &nbsp;&nbsp; 15899 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.550% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;18931 | &nbsp;&nbsp; 16087 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 4.626% | 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 6.037% | 10/28/33 | &nbsp;&nbsp; 17300 | &nbsp;&nbsp; 18083 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Primerica Inc. | 2.800% | 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.700% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 2.125% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.200% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8409 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.000% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.878% | 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2311 | &nbsp;&nbsp; 2213 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 2.100% | 3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp; 1716 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.500% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.700% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5046 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8054 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.125% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.000% | 9/1/52 | &nbsp;&nbsp; 7497 | &nbsp;&nbsp; 7288 |
|  | &nbsp;&nbsp;&nbsp;Prudential plc | 3.125% | 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 |
|  | &nbsp;&nbsp;&nbsp;Prudential plc | 3.625% | 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 4.650% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 1.800% | 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.900% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.150% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.300% | 11/3/31 | &nbsp;&nbsp; 19074 | &nbsp;&nbsp; 15309 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.875% | 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 2.896% | 3/15/32 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 6144 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 4.141% | 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5328 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.400% | 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;12571 | &nbsp;&nbsp; 10678 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.200% | 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.152% | 3/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 4.164% | 8/4/33 | &nbsp;&nbsp; 7137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6588 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.031% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | &nbsp;&nbsp;&nbsp;Stewart Information Services Corp. | 3.600% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | &nbsp;&nbsp;&nbsp;Stifel Financial Corp. | 4.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | &nbsp;&nbsp; 7595 | &nbsp;&nbsp; 7142 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;19230 | &nbsp;&nbsp; 16682 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp; 7579 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;22130 | &nbsp;&nbsp; 18562 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;11399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | &nbsp;&nbsp; 7571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 2.100% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 3.125% | 6/5/30 | &nbsp;&nbsp; 5074 | &nbsp;&nbsp; 4156 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 1.800% | 2/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 4.570% | 4/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 3.950% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 5.150% | 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp; 7580 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 2.875% | 10/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.000% | 9/10/31 | &nbsp;&nbsp; 7889 | &nbsp;&nbsp; 6210 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.450% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.200% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;15053 | &nbsp;&nbsp; 12972 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.456% | 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;16085 | &nbsp;&nbsp; 15291 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.250% | 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;10287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 3.875% | 3/19/29 | &nbsp;&nbsp; 7113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6539 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.950% | 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp; 6912 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.916% | 7/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4691 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 6.123% | 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp; 10562 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.000% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp; 2117 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.900% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.000% | 7/30/29 | &nbsp;&nbsp; 7171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 1.375% | 7/22/30 | &nbsp;&nbsp; 7803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6056 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 2.677% | 1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 4.967% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9799 | &nbsp;&nbsp; 9315 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 5.850% | 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;14255 | &nbsp;&nbsp; 14807 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 2.491% | 11/3/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9522 | &nbsp;&nbsp; 7268 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.750% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8859 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 1.100% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 6768 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 4.700% | 1/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp; 3188 |
|  | &nbsp;&nbsp;&nbsp;Webster Financial Corp. | 4.100% | 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.150% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;16127 | &nbsp;&nbsp; 15152 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.879% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;31824 | &nbsp;&nbsp; 27056 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.572% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;23406 | &nbsp;&nbsp; 19359 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.478% | 4/4/31 | &nbsp;&nbsp; 27060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25361 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.350% | 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;29625 | &nbsp;&nbsp; 24912 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.897% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;24364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23073 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 2.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.150% | 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.400% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.953% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;11865 | &nbsp;&nbsp; 10104 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.650% | 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.405% | 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.110% | 7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;13382 | &nbsp;&nbsp; 11462 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.668% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;13725 | &nbsp;&nbsp; 10197 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.020% | 11/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;11330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8382 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 4.500% | 9/15/28 | &nbsp;&nbsp; 4674 | &nbsp;&nbsp; 4401 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4177 | &nbsp;&nbsp; 3513 |
|  | &nbsp;&nbsp;&nbsp;Wintrust Financial Corp. | 4.850% | 6/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | 3.250% | 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566 |
|  |  |  |  |  | **3756820** |
| **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** | **Health Care (3.3%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 1.150% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 1.400% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp; 4131 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;14980 | &nbsp;&nbsp; 14484 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.200% | 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;44420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40050 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 2.952% | 3/1/29 | &nbsp;&nbsp; 2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 5.430% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.750% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.100% | 6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.300% | 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 2.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 2.700% | 3/15/31 | &nbsp;&nbsp; 10742 | &nbsp;&nbsp; 8911 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 1.650% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.050% | 8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.450% | 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;12616 | &nbsp;&nbsp; 10646 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.300% | 2/25/31 | &nbsp;&nbsp; 17083 | &nbsp;&nbsp; 13914 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.000% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.350% | 2/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;10689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9327 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 2.532% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.750% | 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;10903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9364 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 2.250% | 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 1.375% | 8/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;16544 | &nbsp;&nbsp; 13074 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.338% | 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 1.897% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.272% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;11070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9449 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4359 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.730% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3819 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.539% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;18428 | &nbsp;&nbsp; 14678 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 1.777% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 2.823% | 5/20/30 | &nbsp;&nbsp; 2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 1.957% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.298% | 8/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5841 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 2.250% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5142 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2358 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 | &nbsp;&nbsp; 3801 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 2.650% | 6/1/30 | &nbsp;&nbsp; 7485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6422 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;16944 | &nbsp;&nbsp; 16366 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;15348 | &nbsp;&nbsp; 14250 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp; 7867 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;15155 | &nbsp;&nbsp; 13221 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Cedars-Sinai Health System | 2.288% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.450% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;16645 | &nbsp;&nbsp; 14044 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 4.625% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;20610 | &nbsp;&nbsp; 18898 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 3.375% | 2/15/30 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 3.000% | 10/15/30 | &nbsp;&nbsp; 17015 | &nbsp;&nbsp; 13940 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.500% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;21398 | &nbsp;&nbsp; 16741 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.625% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;20383 | &nbsp;&nbsp; 16010 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;CHRISTUS Health | 4.341% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.375% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;19069 | &nbsp;&nbsp; 18394 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 2.400% | 3/15/30 | &nbsp;&nbsp; 13013 | &nbsp;&nbsp; 10904 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 2.375% | 3/15/31 | &nbsp;&nbsp; 17068 | &nbsp;&nbsp; 13960 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.347% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp; 7522 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.782% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 6.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp; 1143 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;22550 | &nbsp;&nbsp; 21812 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.250% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;16544 | &nbsp;&nbsp; 14801 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8478 | &nbsp;&nbsp; 7694 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.750% | 8/21/30 | &nbsp;&nbsp; 14015 | &nbsp;&nbsp; 11017 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.875% | 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;13491 | &nbsp;&nbsp; 10566 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.125% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp; 4501 |
|  | &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6209 | &nbsp;&nbsp; 5143 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.600% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4281 |
|  | &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | 4.300% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.650% | 12/1/27 | &nbsp;&nbsp; 7389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6966 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.101% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 | &nbsp;&nbsp; 1614 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.875% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;10165 | &nbsp;&nbsp; 8916 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;13979 | &nbsp;&nbsp; 11599 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;11239 | &nbsp;&nbsp; 9410 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.500% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3861 | &nbsp;&nbsp; 3617 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 18676 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;12624 | &nbsp;&nbsp; 12129 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | &nbsp;&nbsp; 7375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6804 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.625% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;11840 | &nbsp;&nbsp; 11783 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.875% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2537 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.125% | 6/15/29 | &nbsp;&nbsp; 17880 | &nbsp;&nbsp; 16323 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.500% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;19285 | &nbsp;&nbsp; 16593 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 2.375% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 | &nbsp;&nbsp; 7692 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.625% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;13305 | &nbsp;&nbsp; 11254 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 5.750% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.125% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.875% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 3122 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 2.150% | 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;10730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8393 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 2.550% | 3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.900% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;12405 | &nbsp;&nbsp; 11564 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 1.300% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;13163 | &nbsp;&nbsp; 10623 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 | &nbsp;&nbsp; 4974 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.400% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;14003 | &nbsp;&nbsp; 13042 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.450% | 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp; 7082 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.150% | 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;18390 | &nbsp;&nbsp; 15027 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 4.550% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2941 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.200% | 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp; 8019 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2168 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 2.297% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp; 2019 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 1.900% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 3.300% | 9/15/29 | &nbsp;&nbsp; 7276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6344 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 2.250% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.600% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;13602 | &nbsp;&nbsp; 12814 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.700% | 5/28/30 | &nbsp;&nbsp; 7270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5978 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.750% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;13719 | &nbsp;&nbsp; 11031 |
|  | &nbsp;&nbsp;&nbsp;Pharmacia LLC | 6.600% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.044% | 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.200% | 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 2.950% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 2.800% | 6/30/31 | &nbsp;&nbsp; 2118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12029 | &nbsp;&nbsp; 9313 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 2.200% | 9/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6334 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 2.150% | 9/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp; 3911 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Rush Obligated Group | 3.922% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2710 |
|  | &nbsp;&nbsp;&nbsp;Sanofi | 3.625% | 6/19/28 | &nbsp;&nbsp; 7811 | &nbsp;&nbsp; 7457 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | 2.032% | 10/14/30 | &nbsp;&nbsp; 7908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.310% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 |
|  | &nbsp;&nbsp;&nbsp;STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4554 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.650% | 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3991 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.695% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 2.294% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;10832 | &nbsp;&nbsp; 10753 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp; 18934 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4886 | &nbsp;&nbsp; 4143 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;19665 | &nbsp;&nbsp; 15907 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6304 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.950% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.250% | 2/15/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7166 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.850% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.000% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.875% | 8/15/29 | &nbsp;&nbsp; 7634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp; 7663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6342 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.300% | 5/15/31 | &nbsp;&nbsp; 17188 | &nbsp;&nbsp; 14318 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.200% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;18959 | &nbsp;&nbsp; 18020 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | 2.650% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 7004 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 2.700% | 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4224 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6449 | &nbsp;&nbsp; 5213 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.900% | 8/20/28 | &nbsp;&nbsp; 7242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6885 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.600% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp; 5318 |
|  |  |  |  |  | &nbsp;&nbsp; **1085674** |
| **Industrials (2.4%)** | **Industrials (2.4%)** | **Industrials (2.4%)** | **Industrials (2.4%)** | **Industrials (2.4%)** | **Industrials (2.4%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.625% | 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.375% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6347 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.375% | 8/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;10097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8570 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp; 2917 |
|  | &nbsp;&nbsp;&nbsp;Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 | &nbsp;&nbsp; 3514 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | 3.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | 5.411% | 7/1/32 | &nbsp;&nbsp; 3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 | &nbsp;&nbsp; 3135 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp; 2165 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 4.350% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.800% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9208 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.200% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;BNSF Funding Trust I | 6.613% | 12/15/55 | &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;&nbsp;&nbsp;94 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9581 | &nbsp;&nbsp; 8749 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.450% | 11/1/28 | &nbsp;&nbsp; 7281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6528 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9033 | &nbsp;&nbsp; 7947 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.950% | 2/1/30 | &nbsp;&nbsp; 7579 | &nbsp;&nbsp; 6415 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.150% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;24795 | &nbsp;&nbsp; 24182 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.625% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;11028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9652 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.900% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.850% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.000% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.050% | 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.450% | 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;16105 | &nbsp;&nbsp; 13405 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.722% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;23790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20049 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071 | &nbsp;&nbsp; 4182 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 2.600% | 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4038 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 2.600% | 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;13660 | &nbsp;&nbsp; 11918 |
|  | &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp; 5151 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;CNH Industrial NV | 3.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2753 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 3/15/29 | &nbsp;&nbsp; 7040 | &nbsp;&nbsp; 6762 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.400% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.100% | 11/15/32 | &nbsp;&nbsp; 7147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 5.375% | 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.100% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 4.750% | 10/20/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6593 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 2.950% | 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.000% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.000% | 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp; 7108 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.950% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.200% | 12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;14840 | &nbsp;&nbsp; 11996 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.400% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.200% | 10/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.100% | 8/5/29 | &nbsp;&nbsp; 7129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 2.400% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4273 |
|  | &nbsp;&nbsp;&nbsp;Flowserve Corp. | 3.500% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.750% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp; 9123 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp; 2128 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.700% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.950% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;10569 | &nbsp;&nbsp; 8743 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.750% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 13253 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4504 | &nbsp;&nbsp; 3713 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | 3.000% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607 | &nbsp;&nbsp; 6135 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.800% | 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.450% | 1/9/30 | &nbsp;&nbsp; 7835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.900% | 6/7/32 | &nbsp;&nbsp; 17147 | &nbsp;&nbsp; 15992 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.350% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 1.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 2.000% | 9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 2.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | &nbsp;&nbsp;&nbsp;Kennametal Inc. | 4.625% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 | &nbsp;&nbsp; 2113 |
|  | &nbsp;&nbsp;&nbsp;Kennametal Inc. | 2.800% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 3.000% | 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 |
|  | &nbsp;&nbsp;&nbsp;Kirby Corp. | 4.200% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.400% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3891 | &nbsp;&nbsp; 3743 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.400% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;14066 | &nbsp;&nbsp; 13585 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 1.800% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3628 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 1.850% | 6/15/30 | &nbsp;&nbsp; 7512 | &nbsp;&nbsp; 6157 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.900% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5166 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC | 6.500% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.800% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.550% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.300% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.250% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;19856 | &nbsp;&nbsp; 18364 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;12719 | &nbsp;&nbsp; 12237 |
|  | &nbsp;&nbsp;&nbsp;nVent Finance Sarl | 4.550% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | &nbsp;&nbsp;&nbsp;nVent Finance Sarl | 2.750% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | &nbsp;&nbsp;&nbsp;Oshkosh Corp. | 4.600% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 |
|  | &nbsp;&nbsp;&nbsp;Oshkosh Corp. | 3.100% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1731 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.565% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;14540 | &nbsp;&nbsp; 12224 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.250% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;10516 | &nbsp;&nbsp; 9401 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.500% | 9/15/29 | &nbsp;&nbsp; 7925 | &nbsp;&nbsp; 7621 |
|  | &nbsp;&nbsp;&nbsp;Pentair Finance Sarl | 5.900% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp; 3017 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.125% | 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;18627 | &nbsp;&nbsp; 17851 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.250% | 7/1/30 | &nbsp;&nbsp; 7937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6603 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 1.900% | 9/1/31 | &nbsp;&nbsp; 8874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6959 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.375% | 3/15/32 | &nbsp;&nbsp; 22274 | &nbsp;&nbsp; 18057 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.375% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.950% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp; 1181 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;11303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9463 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 3.500% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 1.750% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 3.000% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 3.450% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 2.625% | 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.250% | 4/1/28 | &nbsp;&nbsp; 7217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6231 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.750% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9316 | &nbsp;&nbsp; 7632 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.375% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2798 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.900% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.000% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 4.500% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | &nbsp;&nbsp; 5747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | 4.900% | 6/15/28 | &nbsp;&nbsp; 4742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553 |
|  | &nbsp;&nbsp;&nbsp;Triton Container International Ltd. | 3.250% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 2.500% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.150% | 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4179 | &nbsp;&nbsp; 3774 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9595 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5536 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.400% | 2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.375% | 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.800% | 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp; 7877 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.891% | 4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8408 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp; 2017 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8328 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.500% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4496 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.450% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5864 | &nbsp;&nbsp; 5769 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service of America Inc. | 7.620% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | &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;220 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 2.400% | 4/1/28 | &nbsp;&nbsp; 5017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 2.950% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.500% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.600% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5442 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.200% | 1/15/32 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.200% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698 | &nbsp;&nbsp; 3165 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 1.150% | 3/15/28 | &nbsp;&nbsp; 2745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.000% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp; 2187 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 1.500% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8961 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 4.150% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | &nbsp;&nbsp; 7429 | &nbsp;&nbsp; 7140 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 1.950% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 2.250% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 | &nbsp;&nbsp; 1476 |
|  |  |  |  |  | &nbsp;&nbsp; **806414** |
| **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** | **Materials (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.050% | 5/15/30 | &nbsp;&nbsp; 7493 | &nbsp;&nbsp; 6274 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.050% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4087 |
|  | &nbsp;&nbsp;&nbsp;Amcor Finance USA Inc. | 4.500% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2506 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 | &nbsp;&nbsp; 7376 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3656 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4691 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 4.250% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.800% | 11/29/32 | &nbsp;&nbsp; 7520 | &nbsp;&nbsp; 7497 |
|  | &nbsp;&nbsp;&nbsp;Cabot Corp. | 4.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 3.750% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 2.750% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 1.400% | 8/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2864 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.330% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.379% | 7/15/32 | &nbsp;&nbsp; 7715 | &nbsp;&nbsp; 7365 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.800% | 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 7.375% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp; 3123 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 2.100% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5427 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 4.725% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;13321 | &nbsp;&nbsp; 13144 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.500% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 3.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 5.250% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 4.800% | 3/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 1.300% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.125% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4023 |
|  | &nbsp;&nbsp;&nbsp;EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4186 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 3.450% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.125% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4642 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.375% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4688 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.250% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4822 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.625% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 7.750% | 11/15/29 | &nbsp;&nbsp; 4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 2.300% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 |
|  | &nbsp;&nbsp;&nbsp;Huntsman International LLC | 4.500% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | &nbsp;&nbsp;&nbsp;Huntsman International LLC | 2.950% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 |
|  | &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | 4.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 1.100% | 8/10/30 | &nbsp;&nbsp; 5745 | &nbsp;&nbsp; 4413 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.500% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252 | &nbsp;&nbsp; 3019 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 2.500% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 2.400% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | &nbsp;&nbsp;&nbsp;NewMarket Corp. | 2.700% | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.800% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp; 7139 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.600% | 7/15/32 | &nbsp;&nbsp; 7180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5721 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.950% | 5/1/28 | &nbsp;&nbsp; 5118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.700% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp; 4012 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.125% | 4/1/32 | &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;425 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.200% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 2.950% | 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5538 | &nbsp;&nbsp; 4746 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.400% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.000% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292 | &nbsp;&nbsp; 3676 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 3.750% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.800% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.550% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3160 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 |
|  | &nbsp;&nbsp;&nbsp;Rohm & Haas Co. | 7.850% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6501 | &nbsp;&nbsp; 7241 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 4.550% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4921 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 2.950% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp; 2811 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.950% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp; 7035 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.300% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | 3.125% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.450% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5927 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8364 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 6.000% | 1/15/29 | &nbsp;&nbsp; 17137 | &nbsp;&nbsp; 17094 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 5.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 3.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5479 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 3.125% | 1/15/32 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 3.900% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 3.750% | 7/8/30 | &nbsp;&nbsp; 11171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9784 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.375% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | 8.200% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4359 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.900% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.900% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 | &nbsp;&nbsp; 4160 |
|  | &nbsp;&nbsp;&nbsp;Yamana Gold Inc. | 2.630% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  |  |  |  |  | &nbsp;&nbsp; **376404** |
| **Real Estate (2.6%)** | **Real Estate (2.6%)** | **Real Estate (2.6%)** | **Real Estate (2.6%)** | **Real Estate (2.6%)** | **Real Estate (2.6%)** |
|  | &nbsp;&nbsp;&nbsp;Agree LP | 2.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp; 4376 |
|  | &nbsp;&nbsp;&nbsp;Agree LP | 4.800% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8408 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 | &nbsp;&nbsp; 1181 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 |
|  | &nbsp;&nbsp;&nbsp;American Assets Trust LP | 3.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.900% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2757 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 2.375% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 3.625% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.600% | 1/15/28 | &nbsp;&nbsp; 7495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.500% | 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.950% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5751 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.800% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8717 | &nbsp;&nbsp; 7927 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.900% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8881 | &nbsp;&nbsp; 7524 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.875% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.700% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993 | &nbsp;&nbsp; 4874 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.300% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.200% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 1.900% | 12/1/28 | &nbsp;&nbsp; 7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.300% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4655 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.050% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 4.500% | 12/1/28 | &nbsp;&nbsp; 7686 | &nbsp;&nbsp; 7136 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.400% | 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8447 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.900% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.250% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;10084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8354 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.550% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | 3.950% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | 4.550% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 2.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.125% | 5/15/29 | &nbsp;&nbsp; 7457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.050% | 7/1/30 | &nbsp;&nbsp; 7304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 2.500% | 8/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 |
|  | &nbsp;&nbsp;&nbsp;Broadstone Net Lease LLC | 2.600% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868 | &nbsp;&nbsp; 2149 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 4.100% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5203 | &nbsp;&nbsp; 4913 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 3.150% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;14064 | &nbsp;&nbsp; 12551 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 2.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | &nbsp;&nbsp;&nbsp;CBRE Services Inc. | 2.500% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 |
|  | &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 |
|  | &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.750% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.650% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8802 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.300% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.100% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.300% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp;&nbsp; 7411 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.100% | 4/1/31 | &nbsp;&nbsp; 7495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5899 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.500% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | 2.250% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | 4.375% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | 3.000% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | 2.500% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 5.550% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 4.450% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 3.600% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;10273 | &nbsp;&nbsp; 9183 |
|  | &nbsp;&nbsp;&nbsp;EPR Properties | 3.750% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.000% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.200% | 11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;12092 | &nbsp;&nbsp; 10524 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.150% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 | &nbsp;&nbsp; 4180 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.500% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6882 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.900% | 4/15/32 | &nbsp;&nbsp; 7115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.150% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 | &nbsp;&nbsp; 3710 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 2.500% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 | &nbsp;&nbsp; 2715 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 1.850% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751 |
|  | &nbsp;&nbsp;&nbsp;Essential Properties LP | 2.950% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 1.700% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp; 3774 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.000% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448 | &nbsp;&nbsp; 3761 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.550% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.650% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | 2.550% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4016 | &nbsp;&nbsp; 3140 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | 2.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4271 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.200% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp; 4112 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.750% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.300% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6087 | &nbsp;&nbsp; 5747 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 4.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738 | &nbsp;&nbsp; 4145 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 4.000% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 3.250% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.625% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.100% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 2.000% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6857 | &nbsp;&nbsp; 5185 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 2.125% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.500% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8363 | &nbsp;&nbsp; 7167 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 2.875% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 5181 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 4.200% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 3.050% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 2.600% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2333 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.375% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4669 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.500% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp; 3158 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 2.900% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 5.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 4.650% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3966 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 3.250% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 | &nbsp;&nbsp; 2781 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp; 6949 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 4.150% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp; 1582 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.750% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp; 2166 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.250% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 | &nbsp;&nbsp; 3357 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 3.050% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4197 | &nbsp;&nbsp; 3361 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 1.900% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp; 3293 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.700% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.250% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp; 580 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust | 4.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp; 1901 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 3.875% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp; 2727 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 4.000% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp; 4068 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 2.200% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 2405 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 2.400% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3818 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 2.700% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp; 1753 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 2.375% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 | &nbsp;&nbsp; 2926 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 4.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp; 4029 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.950% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp; 4707 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 2.750% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp; 1298 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc. | 3.000% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4526 | &nbsp;&nbsp; 3259 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.300% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp; 4662 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351 | &nbsp;&nbsp; 3525 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445 | &nbsp;&nbsp; 4097 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139 | &nbsp;&nbsp; 4224 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp; 4736 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 3.950% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 | &nbsp;&nbsp; 3501 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 2.625% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4906 | &nbsp;&nbsp; 3825 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 3.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp; 2123 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 2.750% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2601 | &nbsp;&nbsp; 1816 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.250% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.375% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435 | &nbsp;&nbsp; 5077 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.875% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 | &nbsp;&nbsp; 5114 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.000% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335 | &nbsp;&nbsp; 3182 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3045 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.250% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;11636 | &nbsp;&nbsp; 9713 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp; 3787 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.250% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp; 3662 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.250% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp; 1756 |
| &nbsp;&nbsp;&nbsp;Public Storage | 1.850% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp; 2212 |
| &nbsp;&nbsp;&nbsp;Public Storage | 1.950% | 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 | &nbsp;&nbsp; 4495 |
| &nbsp;&nbsp;&nbsp;Public Storage | 3.385% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp; 4954 |
| &nbsp;&nbsp;&nbsp;Public Storage | 2.250% | 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp; 8278 |
| &nbsp;&nbsp;&nbsp;Rayonier LP | 2.750% | 5/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp; 3333 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.400% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp; 4531 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.650% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp; 2476 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp; 1170 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.250% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp; 3843 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.100% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp; 5101 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;12756 | &nbsp;&nbsp; 11063 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 5.625% | 10/13/32 | &nbsp;&nbsp; 7285 | &nbsp;&nbsp; 7435 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.850% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 2843 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp; 2818 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp; 3249 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 3.700% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp; 3838 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | 2.150% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp; 2697 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP | 3.900% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226 | &nbsp;&nbsp; 5177 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP | 3.200% | 12/1/31 | &nbsp;&nbsp; 2117 | &nbsp;&nbsp; 1577 |
| &nbsp;&nbsp;&nbsp;Safehold Operating Partnership LP | 2.800% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 | &nbsp;&nbsp; 4089 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5131 | &nbsp;&nbsp; 4789 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 12/1/27 | &nbsp;&nbsp; 7760 | &nbsp;&nbsp; 7192 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp; 3169 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.450% | 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9689 | &nbsp;&nbsp; 8099 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.650% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp; 5033 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.200% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp; 3980 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.250% | 1/15/32 | &nbsp;&nbsp; 7482 | &nbsp;&nbsp; 5824 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp; 19 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 2.100% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp; 5275 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 4.000% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.400% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.200% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 |
|  | &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 4.500% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3398 |
|  | &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 4.625% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp; 2749 |
|  | &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 2.750% | 11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | 2.300% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | 2.700% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | 4.200% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 2.750% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 4.400% | 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.200% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3703 | &nbsp;&nbsp; 3213 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.100% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.000% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6185 | &nbsp;&nbsp; 5717 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.400% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3486 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.750% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.750% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8324 | &nbsp;&nbsp; 7907 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.950% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 5.125% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp; 8218 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 2.150% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 3.400% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.250% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5451 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.125% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6846 | &nbsp;&nbsp; 6274 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 3.100% | 1/15/30 | &nbsp;&nbsp; 7221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6097 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;10660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.750% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 3.850% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 2.400% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693 | &nbsp;&nbsp; 3740 |
|  |  |  |  |  | **848883** |
| **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** | **Technology (3.3%)** |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 2.300% | 2/1/30 | &nbsp;&nbsp; 11115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9481 |
|  | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | 3.924% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 |
|  | &nbsp;&nbsp;&nbsp;Amdocs Ltd. | 2.538% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 1.700% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5507 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.100% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9206 | &nbsp;&nbsp; 7448 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.900% | 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3839 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.200% | 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;19698 | &nbsp;&nbsp; 16724 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.400% | 8/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;19820 | &nbsp;&nbsp; 16794 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.250% | 8/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.200% | 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;10932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9444 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.650% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;14198 | &nbsp;&nbsp; 11639 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.250% | 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;13326 | &nbsp;&nbsp; 10473 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.650% | 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;23172 | &nbsp;&nbsp; 18652 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.700% | 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9303 | &nbsp;&nbsp; 7440 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.350% | 8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 1.750% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 3.875% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp; 4119 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 2.850% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 2.400% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp; 7258 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.700% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8647 | &nbsp;&nbsp; 7507 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.250% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | 3.000% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 2.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2584 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 3.875% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5982 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. | 3.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 1.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.110% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;15053 | &nbsp;&nbsp; 14045 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.750% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;15497 | &nbsp;&nbsp; 14780 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 5.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp; 4816 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.150% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;18981 | &nbsp;&nbsp; 17005 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.450% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;23096 | &nbsp;&nbsp; 18183 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.300% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.600% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.419% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 9231 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671 | &nbsp;&nbsp; 3106 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356 | &nbsp;&nbsp; 6798 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 4.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2979 | &nbsp;&nbsp; 2740 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 3.276% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 3.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 | &nbsp;&nbsp; 3231 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | 2.300% | 9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;Dell Inc. | 7.100% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 5.300% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;19493 | &nbsp;&nbsp; 19026 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.200% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6006 | &nbsp;&nbsp; 6115 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | 2.375% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 3.100% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9043 | &nbsp;&nbsp;&nbsp; 7601 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.350% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;10030 | &nbsp;&nbsp; 7777 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.650% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp; 3961 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 3.750% | 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp; 4175 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 2.250% | 3/1/31 | &nbsp;&nbsp; 7843 | &nbsp;&nbsp; 6169 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 4.200% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp; 8589 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.500% | 7/1/29 | &nbsp;&nbsp; 23017 | &nbsp;&nbsp; 20741 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.650% | 6/1/30 | &nbsp;&nbsp; 7505 | &nbsp;&nbsp; 6293 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.875% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 | &nbsp;&nbsp; 3748 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.875% | 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp; 6172 |
|  | &nbsp;&nbsp;&nbsp;Fortinet Inc. | 2.200% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3845 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.450% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp; 4991 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 3.200% | 8/15/29 | &nbsp;&nbsp; 7586 | &nbsp;&nbsp; 6475 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.900% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9951 | &nbsp;&nbsp; 8166 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.900% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 4031 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 5.400% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp; 8557 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | 2.650% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662 | &nbsp;&nbsp; 3456 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp; 7515 | &nbsp;&nbsp; 7299 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp; 7965 | &nbsp;&nbsp; 7293 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 3.400% | 6/17/30 | &nbsp;&nbsp; 7368 | &nbsp;&nbsp; 6235 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 2.650% | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8985 | &nbsp;&nbsp; 7003 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 4.200% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.500% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp; 3814 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | 2.300% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp; 1640 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 1.600% | 8/12/28 | &nbsp;&nbsp; 7835 | &nbsp;&nbsp; 6657 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.000% | 8/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp; 3385 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;16933 | &nbsp;&nbsp; 14524 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.900% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp; 7741 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 2.000% | 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;12271 | &nbsp;&nbsp; 9732 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.150% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp; 7869 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.500% | 5/15/29 | &nbsp;&nbsp; 24742 | &nbsp;&nbsp; 22733 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.950% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;10240 | &nbsp;&nbsp; 8346 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.720% | 2/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.400% | 7/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4763 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | 1.650% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.950% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp; 5365 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.600% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp; 4120 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.000% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp; 3081 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 3.750% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 | &nbsp;&nbsp; 4506 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 2.000% | 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.100% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862 | &nbsp;&nbsp; 6640 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.650% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;11975 | &nbsp;&nbsp; 11733 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 2.700% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp; 2738 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 3.150% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp; 3350 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 4.000% | 3/15/29 | &nbsp;&nbsp; 7195 | &nbsp;&nbsp; 6848 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 1.900% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 4.375% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 | &nbsp;&nbsp; 3452 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 2.300% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp; 7041 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 2.450% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 | &nbsp;&nbsp; 3731 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 4.875% | 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5571 | &nbsp;&nbsp; 5290 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 2.950% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp; 2390 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 5.327% | 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp; 6084 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 6.750% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 4070 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.663% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261 | &nbsp;&nbsp; 5675 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 2.703% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp; 3582 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.250% | 1/15/28 | &nbsp;&nbsp; 2674 | &nbsp;&nbsp; 2472 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.250% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp; 1901 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 2.000% | 8/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp; 4916 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.600% | 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8623 | &nbsp;&nbsp; 8360 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.600% | 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 | &nbsp;&nbsp; 4029 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 2.300% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8218 | &nbsp;&nbsp; 6448 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 2.750% | 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957 | &nbsp;&nbsp; 3158 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 5.600% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | &nbsp;&nbsp;&nbsp;NetApp Inc. | 2.700% | 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1.550% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp; 9442 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 2.850% | 4/1/30 | &nbsp;&nbsp; 7471 | &nbsp;&nbsp; 6526 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 2.000% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952 | &nbsp;&nbsp; 3974 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 5.550% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445 | &nbsp;&nbsp; 4452 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 4.300% | 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp; 8340 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 3.400% | 5/1/30 | &nbsp;&nbsp; 7531 | &nbsp;&nbsp; 6499 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 2.500% | 5/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8420 | &nbsp;&nbsp; 6655 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 2.650% | 2/15/32 | &nbsp;&nbsp; 7946 | &nbsp;&nbsp; 6215 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.300% | 3/25/28 | &nbsp;&nbsp; 17161 | &nbsp;&nbsp; 14881 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;23436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20005 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4692 | &nbsp;&nbsp; 4070 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.875% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;28706 | &nbsp;&nbsp; 23815 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.250% | 11/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;20225 | &nbsp;&nbsp; 21237 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.850% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;10160 | &nbsp;&nbsp; 8847 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.300% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;10287 | &nbsp;&nbsp; 8445 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 4.400% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;10430 | &nbsp;&nbsp; 9825 |
|  | &nbsp;&nbsp;&nbsp;Qorvo Inc. | 4.375% | 10/15/29 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6186 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 1.300% | 5/20/28 | &nbsp;&nbsp; 7450 | &nbsp;&nbsp; 6309 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 2.150% | 5/20/30 | &nbsp;&nbsp; 7105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6002 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 1.650% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9587 | &nbsp;&nbsp; 7398 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.250% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp; 2597 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 5.400% | 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10420 |
|  | &nbsp;&nbsp;&nbsp;Quanta Services Inc. | 2.900% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp; 2519 |
|  | &nbsp;&nbsp;&nbsp;Quanta Services Inc. | 2.350% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 4.000% | 3/18/29 | &nbsp;&nbsp; 7275 | &nbsp;&nbsp; 6741 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 3.000% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4148 | &nbsp;&nbsp; 3532 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 4.750% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp; 3889 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 4.200% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4641 | &nbsp;&nbsp; 4477 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp; 5555 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.000% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4961 | &nbsp;&nbsp; 3966 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.750% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037 | &nbsp;&nbsp; 3108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 4.750% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp; 6089 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp; 4962 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 4.250% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8494 | &nbsp;&nbsp; 8106 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462 | &nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 1.250% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584 | &nbsp;&nbsp; 3526 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;11875 | &nbsp;&nbsp; 10132 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 3.700% | 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp; 7720 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.950% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;13951 | &nbsp;&nbsp; 11170 |
|  | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | 1.400% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;12822 | &nbsp;&nbsp; 9770 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 3.000% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 | &nbsp;&nbsp; 3935 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 2.375% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4687 | &nbsp;&nbsp; 3799 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 2.650% | 8/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Teledyne FLIR LLC | 2.500% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5841 | &nbsp;&nbsp; 4723 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.900% | 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567 | &nbsp;&nbsp; 3322 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.250% | 9/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6301 | &nbsp;&nbsp; 5448 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.750% | 5/4/30 | &nbsp;&nbsp; 7211 | &nbsp;&nbsp; 5935 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.900% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4814 | &nbsp;&nbsp; 3896 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.125% | 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp; 3612 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 2.500% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp; 8339 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.250% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp; 6358 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 4.125% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5167 | &nbsp;&nbsp; 4820 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 1.800% | 8/15/28 | &nbsp;&nbsp; 7280 | &nbsp;&nbsp; 5944 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.700% | 5/15/30 | &nbsp;&nbsp; 7774 | &nbsp;&nbsp; 7232 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 2.200% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;13786 | &nbsp;&nbsp; 10452 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 2.850% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5626 | &nbsp;&nbsp; 4351 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.800% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;13693 | &nbsp;&nbsp; 12084 |
|  | &nbsp;&nbsp;&nbsp;Xilinx Inc. | 2.375% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6861 | &nbsp;&nbsp; 5769 |
|  |  |  |  |  | &nbsp;&nbsp; **1106490** |
| **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.950% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3521 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 2.100% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3505 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 4.700% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4086 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | 2.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6803 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 1.450% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4129 | &nbsp;&nbsp; 3215 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp; 4419 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.940% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 1.750% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 3.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.800% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 1.550% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.850% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 4.300% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 5.950% | 11/1/32 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 7523 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.750% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.450% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.800% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.300% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.450% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4922 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 2.700% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.600% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 6.350% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | &nbsp;&nbsp;&nbsp;Atlantic City Electric Co. | 2.300% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 2.625% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 1.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp; 2313 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.450% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.800% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4239 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 | &nbsp;&nbsp; 3816 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8483 | &nbsp;&nbsp; 7860 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp; 7726 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.050% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3282 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 4.250% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.950% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.650% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | &nbsp;&nbsp; 7232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5731 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.400% | 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.750% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.750% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.700% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp; 4701 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.200% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.150% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 2.050% | 7/1/31 | &nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.600% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6238 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.250% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.375% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;15787 | &nbsp;&nbsp; 13909 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 2.250% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.350% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.375% | 11/15/32 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp; 7576 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | &nbsp;&nbsp; 1742 | &nbsp;&nbsp; 1914 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 1.900% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp; 3120 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.625% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp; 3317 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp; 3476 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 3.400% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.950% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.550% | 4/15/31 | &nbsp;&nbsp; 7741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.850% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.300% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.400% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.450% | 6/1/30 | &nbsp;&nbsp; 7917 | &nbsp;&nbsp; 6518 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.550% | 6/15/31 | &nbsp;&nbsp; 7372 | &nbsp;&nbsp; 6016 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.500% | 8/15/32 | &nbsp;&nbsp; 13811 | &nbsp;&nbsp; 12978 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.800% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 | &nbsp;&nbsp; 4147 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 1.750% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.400% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 3.650% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 2.125% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6095 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.400% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | 2.000% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 6.950% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 |
|  | &nbsp;&nbsp;&nbsp;Enel Chile SA | 4.875% | 6/12/28 | &nbsp;&nbsp; 7520 | &nbsp;&nbsp; 7324 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 1.900% | 6/15/28 | &nbsp;&nbsp; 7672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6493 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.800% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722 | &nbsp;&nbsp; 3133 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.400% | 6/15/31 | &nbsp;&nbsp; 7989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.350% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 2.850% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 4.000% | 3/30/29 | &nbsp;&nbsp; 7367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6959 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 1.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 3.566% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp; 3412 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 2.704% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | 2.900% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818 | &nbsp;&nbsp; 3301 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4843 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.300% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 4.250% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 1.650% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.375% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 | &nbsp;&nbsp; 4166 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;13025 | &nbsp;&nbsp; 12131 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.450% | 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;11054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 2.650% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4881 | &nbsp;&nbsp; 4162 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.700% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp; 2514 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.850% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp; 3676 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 4.100% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8231 | &nbsp;&nbsp; 7835 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.600% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 2.300% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 |
|  | &nbsp;&nbsp;&nbsp;IPALCO Enterprises Inc. | 4.250% | 5/1/30 | &nbsp;&nbsp; 3741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.650% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 6.750% | 12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932 | &nbsp;&nbsp; 2174 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | 3.950% | 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 3.950% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 4.750% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 | &nbsp;&nbsp; 3718 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 2.950% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | &nbsp;&nbsp; 7434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6892 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.800% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4358 | &nbsp;&nbsp; 4093 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp; 6123 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5262 | &nbsp;&nbsp; 4371 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp; 2578 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.750% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp; 2960 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2373 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 3.700% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp; 5211 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 2.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 | &nbsp;&nbsp; 3336 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;10609 | &nbsp;&nbsp; 9079 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926 | &nbsp;&nbsp; 6301 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp; 4794 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;15194 | &nbsp;&nbsp; 12506 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.440% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3482 | &nbsp;&nbsp; 2806 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9576 | &nbsp;&nbsp; 9424 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255 | &nbsp;&nbsp; 5136 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp; 3305 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 2.950% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844 | &nbsp;&nbsp; 5076 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.600% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp; 3396 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 1.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.250% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp; 1849 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.250% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp; 1853 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5213 | &nbsp;&nbsp; 4897 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 2.600% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp; 1604 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 1.625% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708 | &nbsp;&nbsp; 5197 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 | &nbsp;&nbsp; 3699 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9864 | &nbsp;&nbsp; 9307 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp; 4814 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.150% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp; 4085 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378 | &nbsp;&nbsp; 5264 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp; 2171 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.300% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;15536 | &nbsp;&nbsp; 13736 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 | &nbsp;&nbsp; 2734 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.750% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;13786 | &nbsp;&nbsp; 12263 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.550% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;31052 | &nbsp;&nbsp; 28149 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.500% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;15635 | &nbsp;&nbsp; 12156 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.250% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002 | &nbsp;&nbsp; 2440 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.400% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 | &nbsp;&nbsp; 3441 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 5.900% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp; 2378 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.500% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916 | &nbsp;&nbsp; 3608 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 2.700% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676 | &nbsp;&nbsp; 4018 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 7.700% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp; 2173 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 | &nbsp;&nbsp; 3299 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 3124 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | 7.000% | 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp; 5058 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.700% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp; 2834 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 1.900% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp; 2646 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.100% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 | &nbsp;&nbsp; 1773 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | 2.200% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp; 111 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.700% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp; 3370 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.650% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp; 2422 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.200% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp; 2426 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.450% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp; 1923 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.100% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 4.900% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;12450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9672 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 2.379% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 4.100% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5731 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 1.700% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp; 4715 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.000% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.400% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp; 9194 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp; 4715 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.650% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.850% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.500% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.750% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp; 2178 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.550% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 | &nbsp;&nbsp; 3718 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 1.750% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp; 3136 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 3.700% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8265 | &nbsp;&nbsp; 7467 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.700% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | &nbsp;&nbsp; 7277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 5.150% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6499 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 3.700% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 2.200% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 4.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp; 4179 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 4.100% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 2.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 1.500% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 3.250% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2129 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.150% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.875% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.300% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2636 | &nbsp;&nbsp; 2122 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.400% | 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp; 4476 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 2.200% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 1.800% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 1.700% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.750% | 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.950% | 9/1/32 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6872 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 4.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 2.600% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.400% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp; 7189 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 2.350% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 4.600% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 |
|  |  |  |  |  | **954091** |
| **Total Corporate Bonds (Cost $14,289,793)** | **Total Corporate Bonds (Cost $14,289,793)** | **Total Corporate Bonds (Cost $14,289,793)** | **Total Corporate Bonds (Cost $14,289,793)** | **Total Corporate Bonds (Cost $14,289,793)** | &nbsp;&nbsp;**12380693** |
| **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** | **Sovereign Bonds (3.8%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.375% | 8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 6.220% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 187 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.750% | 1/19/28 | &nbsp;&nbsp; 7820 | &nbsp;&nbsp; 7310 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.250% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp; 10896 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 5.820% | 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp; 6121 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 9/26/28 | &nbsp;&nbsp; 9474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8971 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.875% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp; 219 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.750% | 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;22230 | &nbsp;&nbsp; 19133 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.875% | 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;19401 | &nbsp;&nbsp; 16710 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.750% | 10/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 3/4/31 | &nbsp;&nbsp; 7005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 4/27/32 | &nbsp;&nbsp; 17950 | &nbsp;&nbsp; 16644 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.875% | 9/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9841 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.250% | 11/10/24 | &nbsp;&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 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 7.250% | 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.625% | 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8206 | &nbsp;&nbsp; 7777 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.125% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8839 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.375% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5324 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;12720 | &nbsp;&nbsp; 10796 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.625% | 10/9/29 | &nbsp;&nbsp; 17375 | &nbsp;&nbsp; 14882 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.875% | 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;16765 | &nbsp;&nbsp; 13369 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.750% | 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.250% | 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;33300 | &nbsp;&nbsp; 27093 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.625% | 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.250% | 9/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp; 5159 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.375% | 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.125% | 1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Hong Kong Government International Bond | 1.750% | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 8.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 9.375% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.125% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;11958 | &nbsp;&nbsp; 10152 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.125% | 9/18/28 | &nbsp;&nbsp; 22116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20899 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.250% | 6/18/29 | &nbsp;&nbsp; 27625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24648 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.500% | 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 19222 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.125% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;43130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34452 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.375% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;15342 | &nbsp;&nbsp; 13316 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.125% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;40515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34330 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.625% | 9/21/29 | &nbsp;&nbsp; 17245 | &nbsp;&nbsp; 16717 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.750% | 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;30930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26599 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;39710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31582 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;15905 | &nbsp;&nbsp; 12400 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.250% | 2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;30650 | &nbsp;&nbsp; 24748 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;42240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34663 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;28465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25060 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.750% | 8/27/30 | &nbsp;&nbsp; 6740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.250% | 7/20/28 | &nbsp;&nbsp; 11150 | &nbsp;&nbsp; 10420 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.500% | 10/31/28 | &nbsp;&nbsp; 11160 | &nbsp;&nbsp; 10518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.125% | 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.000% | 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.250% | 1/21/31 | &nbsp;&nbsp; 11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8692 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.875% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;15715 | &nbsp;&nbsp; 12819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 3.375% | 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 1.000% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 1.750% | 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3218 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.875% | 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;26278 | &nbsp;&nbsp; 24714 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.750% | 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8503 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;16488 | &nbsp;&nbsp; 12876 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 1.625% | 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.000% | 10/25/31 | &nbsp;&nbsp; 2746 | &nbsp;&nbsp; 2185 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 4.250% | 9/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;12475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9823 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.375% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;18220 | &nbsp;&nbsp; 18106 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 3.300% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8997 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.300% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;23104 | &nbsp;&nbsp; 18482 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.250% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 1.300% | 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;10660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8496 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.125% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Province of Manitoba | 1.500% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 |
|  | &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.625% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3864 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.000% | 10/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;13180 | &nbsp;&nbsp; 11337 |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.125% | 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;11355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8921 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.600% | 2/25/31 | &nbsp;&nbsp; 7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5993 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4296 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 7.500% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp; 4601 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.350% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;19530 | &nbsp;&nbsp; 15796 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.900% | 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.240% | 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;22619 | &nbsp;&nbsp; 21013 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.450% | 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp; 7210 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.550% | 1/27/32 | &nbsp;&nbsp; 7840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6426 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.500% | 1/11/28 | &nbsp;&nbsp; 10410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9891 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.100% | 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;16058 | &nbsp;&nbsp; 15781 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.750% | 2/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9142 | &nbsp;&nbsp; 9157 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.400% | 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp; 6012 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 2.850% | 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;11795 | &nbsp;&nbsp; 10589 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.850% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 1.850% | 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8084 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 2.150% | 7/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp; 7517 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.550% | 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;15780 | &nbsp;&nbsp; 14344 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.650% | 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 2.875% | 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;18735 | &nbsp;&nbsp; 15538 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.500% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4533 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.000% | 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.750% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3992 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.875% | 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 9.375% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp; 7554 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.160% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp; 16178 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 2.252% | 9/29/32 | &nbsp;&nbsp; 17875 | &nbsp;&nbsp; 13259 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.783% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;32850 | &nbsp;&nbsp; 27277 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.750% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp; 10982 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.000% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;15982 | &nbsp;&nbsp; 14851 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.750% | 1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp; 10095 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 9.500% | 2/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;15187 | &nbsp;&nbsp; 19326 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.457% | 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp; 10410 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 7.750% | 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;12529 | &nbsp;&nbsp; 14962 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.648% | 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.950% | 1/6/32 | &nbsp;&nbsp; 8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6534 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 6.375% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9892 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.556% | 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5451 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.250% | 1/17/28 | &nbsp;&nbsp; 7975 | &nbsp;&nbsp; 7562 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp; 7715 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.750% | 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;19575 | &nbsp;&nbsp; 17782 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 3.750% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.500% | 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;32770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31272 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.250% | 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;29769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25961 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 2.659% | 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;26153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21073 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 8.300% | 8/15/31 | &nbsp;&nbsp; 4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.750% | 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;15260 | &nbsp;&nbsp; 14301 |
| **Total Sovereign Bonds (Cost $1,467,133)** | **Total Sovereign Bonds (Cost $1,467,133)** | **Total Sovereign Bonds (Cost $1,467,133)** | **Total Sovereign Bonds (Cost $1,467,133)** | **Total Sovereign Bonds (Cost $1,467,133)** | &nbsp;&nbsp;&nbsp;&nbsp;**1277773** |
| **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%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | &nbsp;&nbsp;&nbsp;California GO | 1.700% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 |
|  | &nbsp;&nbsp;&nbsp;California GO | 3.500% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 |
|  | &nbsp;&nbsp;&nbsp;California GO | 3.050% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp; 3112 |
|  | &nbsp;&nbsp;&nbsp;California GO | 2.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 |
|  | &nbsp;&nbsp;&nbsp;California GO | 1.750% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts SO Revenue | 4.110% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4827 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | 5.850% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9589 |
|  | &nbsp;&nbsp;&nbsp;Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | &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;&nbsp;&nbsp;98 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8358 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9826 |
|  | &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 1.606% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 1.806% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts GO | 4.500% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp; 1316 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp; 2123 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 4.053% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | &nbsp;&nbsp;&nbsp;National Finance Authority NH Revenue | 3.300% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 1901 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;16475 | &nbsp;&nbsp; 17735 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | &nbsp;&nbsp;&nbsp;New York City NY GO | 5.206% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | &nbsp;&nbsp;&nbsp;Oregon GO | 5.892% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9023 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | 5.528% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | 5.550% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 |
|  | &nbsp;&nbsp;&nbsp;Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | &nbsp;&nbsp; 7280 | &nbsp;&nbsp; 7418 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 3.349% | 7/1/29 | &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;&nbsp;&nbsp;91 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 1.614% | 5/15/30 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp; 5674 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.601% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Utah GO | 3.539% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3083 |
| **Total Taxable Municipal Bonds (Cost $135,239)** | **Total Taxable Municipal Bonds (Cost $135,239)** | **Total Taxable Municipal Bonds (Cost $135,239)** | **Total Taxable Municipal Bonds (Cost $135,239)** | **Total Taxable Municipal Bonds (Cost $135,239)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**119685** |

---

------

Intermediate-Term Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | Shares | 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>8</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $150,197)** | 4.334% | 1502126 | **150197** |
| **Total Investments (99.8%) (Cost $37,513,835)** | **Total Investments (99.8%) (Cost $37,513,835)** | **Total Investments (99.8%) (Cost $37,513,835)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33062338** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**56776** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33119114** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | 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. |
| 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 | 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 December 31, 2022, the aggregate value was $287,518,000, representing 0.9% of net assets. |
| 4 | Guaranteed by the Government of Japan. |
| 5 | Guaranteed by the Federal Republic of Germany. |
| 6 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 7 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 8 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

DAC—Designated Activity Company. <br> GO—General Obligation Bond. <br> 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 December 31, 2022

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $37,363,638) | &nbsp;&nbsp;32912141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $150,197) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150197 |
| Total Investments in Securities | 33062338 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30502 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78805 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237306 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20043 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| **Total Assets** | **33430287** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249322 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53608 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7429 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**311173** |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**33119114** |
| <br> **At December 31, 2022, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;38602914 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(5483800) |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**33119114** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 6,274,332 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**63227** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.08** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 173,954,060 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;**12915935** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$74.25** |
| **Admiral Shares—Net Assets** |  |
| **Applicable to 1,565,791,358 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;**15778701** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.08** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 268,564,545 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**2706325** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.08** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 164,226,669 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**1654926** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.08** |

---

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

------

Intermediate-Term Bond Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2022 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;782947 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;782947 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| &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;6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| Shareholders' Reports—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Shareholders' Reports—Institutional Plus Shares | &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;13 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18918 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18875 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**764072** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1,2</sup> | (1064631) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| **Realized Net Gain (Loss)** | **(1064546)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | **(4717466)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **(5017940)** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $781,000, $24,000, less than $1,000, and ($9000), respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes ($71127000) 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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2022<br> ($000) | &nbsp;&nbsp;&nbsp;2021<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746679 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;(1064546) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667855 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(4717466) | &nbsp;&nbsp;&nbsp;&nbsp;(2372665) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;(5017940) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(958131) |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1751) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3952) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(294938) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(492169) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(369279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(638692) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(110932) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59675) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(771511) | &nbsp;&nbsp;&nbsp;&nbsp;(1305420) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59389) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(271705) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(202131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(355217) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58451) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103097 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(641665) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;(5172795) | &nbsp;&nbsp;&nbsp;&nbsp;(2905216) |
| **Net Assets** |  |  |
| **Beginning of Period** | **38291909** | &nbsp;&nbsp;&nbsp;&nbsp;**41197125** |
| **End of Period** | &nbsp;&nbsp;&nbsp;**33119114** | &nbsp;&nbsp;&nbsp;**38291909** |

---

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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** | &nbsp;&nbsp;&nbsp;**$11.36** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.306 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.340) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.578) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.308) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.034) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.271) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.306) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.359) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.313) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.306) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-13.34%** | &nbsp;&nbsp;&nbsp;**-2.44%** | &nbsp;&nbsp;&nbsp;**9.71%** | &nbsp;&nbsp;&nbsp;**10.09%** | &nbsp;&nbsp;&nbsp;**-0.25%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$63 | &nbsp;&nbsp;&nbsp;$103 | &nbsp;&nbsp;&nbsp;$170 | &nbsp;&nbsp;&nbsp;$163 | &nbsp;&nbsp;&nbsp;$1037 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.13% | &nbsp;&nbsp;&nbsp;1.81% | &nbsp;&nbsp;&nbsp;2.18% | &nbsp;&nbsp;&nbsp;2.78% | &nbsp;&nbsp;&nbsp;2.79% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;50% | &nbsp;&nbsp;&nbsp;53% |

---

---

| | |
|:---|:---|
| 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. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **ETF Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$87.63** | &nbsp;&nbsp;&nbsp;**$92.73** | &nbsp;&nbsp;&nbsp;**$87.08** | &nbsp;&nbsp;&nbsp;**$81.27** | &nbsp;&nbsp;&nbsp;**$83.73** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.320 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(13.370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.442) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;(11.587) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.102) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.122) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.772) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.094) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.338) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.649) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.743) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.338) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$74.25** | &nbsp;&nbsp;&nbsp;**$87.63** | &nbsp;&nbsp;&nbsp;**$92.73** | &nbsp;&nbsp;&nbsp;**$87.08** | &nbsp;&nbsp;&nbsp;**$81.27** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.30%** | &nbsp;&nbsp;&nbsp;**-2.27%** | &nbsp;&nbsp;&nbsp;**9.71%** | &nbsp;&nbsp;&nbsp;**10.19%** | &nbsp;&nbsp;&nbsp;**-0.09%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$12916 | &nbsp;&nbsp;&nbsp;$14359 | &nbsp;&nbsp;&nbsp;$15482 | &nbsp;&nbsp;&nbsp;$13546 | &nbsp;&nbsp;&nbsp;$12772 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.27% | &nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;2.27% | &nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;&nbsp;2.87% |
| Portfolio Turnover Rate<sup>3</sup> | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;50% | &nbsp;&nbsp;&nbsp;53% |

---

---

| | |
|:---|:---|
| 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** | &nbsp;&nbsp;&nbsp;**$11.36** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.315 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.807) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.341) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.298) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.026) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.229) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.281) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.322) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.314) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.402) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.322) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.314) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-13.27%** | &nbsp;&nbsp;&nbsp;**-2.36%** | &nbsp;&nbsp;&nbsp;**9.80%** | &nbsp;&nbsp;&nbsp;**10.18%** | &nbsp;&nbsp;&nbsp;**-0.17%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$15779 | &nbsp;&nbsp;&nbsp;$18773 | &nbsp;&nbsp;&nbsp;$20241 | &nbsp;&nbsp;&nbsp;$16776 | &nbsp;&nbsp;&nbsp;$12830 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;&nbsp;1.88% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;2.78% | &nbsp;&nbsp;&nbsp;2.87% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;50% | &nbsp;&nbsp;&nbsp;53% |

---

---

| | |
|:---|:---|
| 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. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** | &nbsp;&nbsp;&nbsp;**$11.36** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.317 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.807) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.340) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.567) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.023) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.283) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.317) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.243) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.405) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.371) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.317) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.25%** | &nbsp;&nbsp;&nbsp;**-2.34%** | &nbsp;&nbsp;&nbsp;**9.82%** | &nbsp;&nbsp;&nbsp;**10.20%** | &nbsp;&nbsp;&nbsp;**-0.15%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$2706 | &nbsp;&nbsp;&nbsp;$3271 | &nbsp;&nbsp;&nbsp;$3527 | &nbsp;&nbsp;&nbsp;$3158 | &nbsp;&nbsp;&nbsp;$2952 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.05%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;1.90% | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;2.81% | &nbsp;&nbsp;&nbsp;2.89% |
| Portfolio Turnover Rate<sup>3</sup> | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;50% | &nbsp;&nbsp;&nbsp;53% |

---

---

| | |
|:---|:---|
| 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** | &nbsp;&nbsp;&nbsp;**$11.36** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.319 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.341) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.294) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.022) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.233) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.318) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.173) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.088) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.373) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.318) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.08** | &nbsp;&nbsp;&nbsp;**$11.89** | &nbsp;&nbsp;&nbsp;**$12.59** | &nbsp;&nbsp;&nbsp;**$11.81** | &nbsp;&nbsp;&nbsp;**$11.02** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.24%** | &nbsp;&nbsp;&nbsp;**-2.33%** | &nbsp;&nbsp;&nbsp;**9.83%** | &nbsp;&nbsp;&nbsp;**10.21%** | &nbsp;&nbsp;&nbsp;**-0.14%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1655 | &nbsp;&nbsp;&nbsp;$1786 | &nbsp;&nbsp;&nbsp;$1777 | &nbsp;&nbsp;&nbsp;$1632 | &nbsp;&nbsp;&nbsp;$1752 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.04%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;1.91% | &nbsp;&nbsp;&nbsp;2.29% | &nbsp;&nbsp;&nbsp;2.83% | &nbsp;&nbsp;&nbsp;2.90% |
| Portfolio Turnover Rate<sup>3</sup> | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;55% | &nbsp;&nbsp;&nbsp;50% | &nbsp;&nbsp;&nbsp;53% |

---

---

| | |
|:---|:---|
| 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 Nasdaq; they can be purchased and sold through a broker.

Certain of the fund's investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), acts of terrorism, 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.

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 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 year ended December 31, 2022, 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 December 31, 2022.

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.

------

Intermediate-Term Bond Index Fund

5. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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 year ended December 31, 2022, 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.

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

B. 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 December 31, 2022, the fund had contributed to Vanguard capital in the amount of $1,207,000, representing less than 0.01% of the fund's net assets and 0.48% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. The fund's custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2022, custodian fee offset arrangements reduced the fund's expenses by $43,000 (an annual rate of less than 0.01% of average net assets).

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

#### Level 1 —Quoted prices in active markets for identical securities.

------

Intermediate-Term Bond Index Fund

#### 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 December 31, 2022, 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;19133990 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;19133990 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12380693 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12380693 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1277773 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1277773 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119685 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119685 |
| Temporary Cash Investments | 150197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150197 |
| Total | 150197 | &nbsp;&nbsp;&nbsp;32912141 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33062338 |

---

E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable in-kind redemptions were reclassified between the following accounts:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;(71206) |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;71206 |

---

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; and the treatment of amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(948742) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(4536778) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2022<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2021<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;762424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746582 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558838 |
| Total | &nbsp;&nbsp;&nbsp;771511 | &nbsp;&nbsp;&nbsp;&nbsp;1305420 |

---

\* Includes short-term capital gains, if any.

------

Intermediate-Term Bond Index Fund

As of December 31, 2022, 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;37599116 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36497 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;(4573275) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(4536778) |

---

F. During the year ended December 31, 2022, the fund purchased $6,484,533,000 of investment securities and sold $6,594,088,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $12,133,094,000 and $11,344,779,000, respectively. Purchases and sales include $2,857,985,000 and $2,114,658,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2022, such purchases were $121,284,000 and sales were $5,261,524,000, resulting in net realized loss of $259,325,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;(35516) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3363) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77576) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6408) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(24617) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2348) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59389) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4917) |
| **ETF Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;2889625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36600 | &nbsp;&nbsp;&nbsp;&nbsp;6426384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71500 |
| 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;— |
| Redeemed | (2133966) | &nbsp;&nbsp;&nbsp;&nbsp;(26500) | &nbsp;&nbsp;(6698089) | &nbsp;&nbsp;&nbsp;&nbsp;(74600) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;755659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;(271705) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3100) |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;4282252 | &nbsp;&nbsp;&nbsp;&nbsp;408764 | &nbsp;&nbsp;&nbsp;&nbsp;4313496 | &nbsp;&nbsp;&nbsp;&nbsp;353170 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;313860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45606 |
| Redeemed | (4798243) | &nbsp;&nbsp;(451039) | &nbsp;&nbsp;(5218478) | &nbsp;&nbsp;(428670) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;(202131) | &nbsp;&nbsp;&nbsp;&nbsp;(12563) | &nbsp;&nbsp;&nbsp;&nbsp;(355217) | &nbsp;&nbsp;&nbsp;&nbsp;(29894) |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;686547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76452 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8886 |
| Redeemed | &nbsp;&nbsp;&nbsp;(814598) | &nbsp;&nbsp;&nbsp;&nbsp;(76877) | &nbsp;&nbsp;(1096400) | &nbsp;&nbsp;&nbsp;&nbsp;(90523) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(64710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5185) |
| **Institutional Plus Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;525494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39664 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 |
| Redeemed | &nbsp;&nbsp;&nbsp;(390203) | &nbsp;&nbsp;&nbsp;&nbsp;(35857) | &nbsp;&nbsp;&nbsp;&nbsp;(406730) | &nbsp;&nbsp;&nbsp;&nbsp;(32929) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;152455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8966 |

---

H. Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements.

------

Long-Term Bond Index Fund

Performance Summary

**All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor's shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.** 

#### Cumulative Performance: December 31, 2012, Through December 31, 2022
Initial Investment of $10,000

![](tm231735d3bondindq3140i007.gif)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| ![](tm231735d3bondindq3140i003.jpg) | &nbsp;&nbsp;&nbsp;Long-Term Bond Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;&nbsp;-27.20% | &nbsp;&nbsp;&nbsp;&nbsp;-1.28% | &nbsp;&nbsp;&nbsp;&nbsp;1.55% | &nbsp;&nbsp;&nbsp;&nbsp;$11660 |
|  | &nbsp;&nbsp;&nbsp;Long-Term Bond Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;&nbsp;-26.95 | &nbsp;&nbsp;&nbsp;&nbsp;-1.32 | &nbsp;&nbsp;&nbsp;&nbsp;1.53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11641 |
| ![](tm231735d3bondindq3140i004.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Long Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-27.09 | &nbsp;&nbsp;&nbsp;&nbsp;-1.21 | &nbsp;&nbsp;&nbsp;&nbsp;1.57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11687 |
| ![](tm231735d3bondindq3140i005.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Since<br> Inception<br> (2/7/2019) | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| Long-Term Bond Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;-27.58% | &nbsp;&nbsp;&nbsp;&nbsp;-1.20% | &nbsp;&nbsp;&nbsp;&nbsp;$9539 |
| Bloomberg U.S. Long Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-27.09 | &nbsp;&nbsp;&nbsp;&nbsp;-0.98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9624 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;-0.19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 |

---

"Since Inception" performance is calculated from the Admiral Shares' inception date for both the fund and its comparative standard(s).

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $5,000,000<br> Investment |
| Long-Term Bond Index Fund Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;-27.57% | &nbsp;&nbsp;&nbsp;&nbsp;-1.37% | &nbsp;&nbsp;&nbsp;&nbsp;1.51% | &nbsp;&nbsp;&nbsp;&nbsp;$5809247 |
| Bloomberg U.S. Long Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-27.09 | &nbsp;&nbsp;&nbsp;&nbsp;-1.21 | &nbsp;&nbsp;&nbsp;&nbsp;1.57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5843683 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564805 |

---

Vanguard fund returns are adjusted to reflect the 0.50% fee on purchases of fund shares. The fee does not apply to the ETF Shares.

See Financial Highlights for dividend and capital gains information.

------

Long-Term Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $100,000,000<br> Investment |
| Long-Term Bond Index Fund Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;-27.56% | &nbsp;&nbsp;&nbsp;&nbsp;-1.36% | &nbsp;&nbsp;&nbsp;&nbsp;1.53% | &nbsp;&nbsp;&nbsp;&nbsp;$116340370 |
| Bloomberg U.S. Long Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-27.09 | &nbsp;&nbsp;&nbsp;&nbsp;-1.21 | &nbsp;&nbsp;&nbsp;&nbsp;1.57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116873650 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111296100 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** |
|  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years |
| Long-Term Bond Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;-26.95% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-6.41% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.41% |
| Long-Term Bond Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;&nbsp;-27.20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-6.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.60 |
| Bloomberg U.S. Long Government/Credit Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-27.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-5.92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.87 |

---

For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares' market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares' market price was above or below the NAV.

Vanguard fund returns are adjusted to reflect the 0.50% fee on purchases of fund shares. The fee does not apply to the ETF Shares.

------

Long-Term Bond Index Fund

Fund Allocation

As of December 31, 2022

---

| | |
|:---|:---|
| Corporate Bonds | 48.4% |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;3.2 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;3.1 |
| U.S. Government and Agency Obligations | 45.3 |

---

The table reflects the fund's investments, except for short-term investments and derivatives. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.

The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.

------

Long-Term Bond Index Fund

Financial Statements

Schedule of Investments

As of December 31, 2022

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.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (44.8%)** | **U.S. Government and Agency Obligations (44.8%)** | **U.S. Government and Agency Obligations (44.8%)** | **U.S. Government and Agency Obligations (44.8%)** | **U.S. Government and Agency Obligations (44.8%)** | **U.S. Government and Agency Obligations (44.8%)** |
| **U.S. Government Securities (44.2%)** | **U.S. Government Securities (44.2%)** | **U.S. Government Securities (44.2%)** | **U.S. Government Securities (44.2%)** | **U.S. Government Securities (44.2%)** | **U.S. Government Securities (44.2%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 11/15/32 | 23863 | &nbsp;&nbsp;&nbsp;&nbsp;24340 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.750% | 2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3276 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.000% | 5/15/37 | 12445 | &nbsp;&nbsp; 13886 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2422 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 2/15/39 | &nbsp;&nbsp; 17623 | &nbsp;&nbsp; 16557 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 5/15/39 | 23305 | &nbsp;&nbsp;&nbsp;&nbsp;23990 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 8/15/39 | 16000 | &nbsp;&nbsp; 16953 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 11/15/39 | &nbsp;&nbsp; 27356 | &nbsp;&nbsp; 28519 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 5/15/40 | 80675 | &nbsp;&nbsp;&nbsp;&nbsp;50535 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 5/15/40 | 31160 | &nbsp;&nbsp; 32411 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/15/40 | 70150 | &nbsp;&nbsp;&nbsp;&nbsp;43636 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 8/15/40 | 22565 | &nbsp;&nbsp; 22011 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 11/15/40 | &nbsp;&nbsp;113515 | &nbsp;&nbsp;&nbsp;&nbsp;73820 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 11/15/40 | 24090 | &nbsp;&nbsp;&nbsp;&nbsp;24625 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/41 | 136513 | &nbsp;&nbsp;&nbsp;&nbsp;96498 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.750% | 2/15/41 | 26480 | &nbsp;&nbsp;&nbsp;&nbsp;28805 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 5/15/41 | &nbsp;&nbsp;106910 | &nbsp;&nbsp;&nbsp;&nbsp;80366 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 5/15/41 | &nbsp;&nbsp; 27045 | &nbsp;&nbsp;&nbsp;&nbsp;28038 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 8/15/41 | 146982 | &nbsp;&nbsp; 100659 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/41 | 149775 | &nbsp;&nbsp; 107065 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 11/15/41 | 23137 | &nbsp;&nbsp; 19977 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/15/42 | 135766 | &nbsp;&nbsp; 103627 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 2/15/42 | 23657 | &nbsp;&nbsp;&nbsp;&nbsp;20378 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/42 | 24135 | &nbsp;&nbsp;&nbsp;&nbsp;20288 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 5/15/42 | 65533 | &nbsp;&nbsp;&nbsp; 57474 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/42 | 30053 | &nbsp;&nbsp; 24179 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 8/15/42 | 43358 | &nbsp;&nbsp; 38765 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/42 | 49668 | &nbsp;&nbsp;&nbsp;&nbsp;39859 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/42 | 34309 | &nbsp;&nbsp;&nbsp;&nbsp;33623 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 2/15/43 | 36760 | &nbsp;&nbsp;&nbsp;&nbsp;31344 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/43 | 69470 | &nbsp;&nbsp;&nbsp;&nbsp;56705 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.625% | 8/15/43 | 50930 | &nbsp;&nbsp;&nbsp;&nbsp;46832 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.750% | 11/15/43 | 53910 | &nbsp;&nbsp;&nbsp;&nbsp;50499 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.625% | 2/15/44 | 44504 | &nbsp;&nbsp;&nbsp;&nbsp;40846 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/44 | 35608 | &nbsp;&nbsp;&nbsp;&nbsp;30055 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/15/45 | &nbsp;&nbsp; 54111 | &nbsp;&nbsp; 40761 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 8/15/45 | 41907 | &nbsp;&nbsp; 33748 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 11/15/45 | 23665 | &nbsp;&nbsp; 19461 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/15/46 | 51790 | &nbsp;&nbsp;&nbsp;&nbsp;38737 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/15/46 | 55881 | &nbsp;&nbsp; 41719 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/46 | 61633 | &nbsp;&nbsp;&nbsp;&nbsp;43663 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 11/15/46 | 31084 | &nbsp;&nbsp; 24911 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/47 | &nbsp;&nbsp; 57604 | &nbsp;&nbsp; 47163 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/47 | 34587 | &nbsp;&nbsp; 28318 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/47 | 53151 | &nbsp;&nbsp;&nbsp;&nbsp;41532 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/47 | 59831 | &nbsp;&nbsp; 46743 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/48 | 80060 | &nbsp;&nbsp;&nbsp;&nbsp;65662 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 5/15/48 | &nbsp;&nbsp; 67176 | &nbsp;&nbsp; 56512 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/48 | 69223 | &nbsp;&nbsp;&nbsp;&nbsp;56849 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 11/15/48 | 84701 | &nbsp;&nbsp; 74775 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/49 | 84881 | &nbsp;&nbsp; 69974 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/49 | 85385 | &nbsp;&nbsp; 68748 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/49 | 86510 | &nbsp;&nbsp;&nbsp;&nbsp;60908 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 11/15/49 | &nbsp;&nbsp; 74021 | &nbsp;&nbsp;&nbsp;&nbsp;53654 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 2/15/50 | 92244 | &nbsp;&nbsp;&nbsp;&nbsp;61040 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 5/15/50 | &nbsp;&nbsp;126110 | &nbsp;&nbsp; 68001 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 8/15/50 | 122559 | &nbsp;&nbsp;&nbsp;&nbsp;68250 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 11/15/50 | 123479 | &nbsp;&nbsp;&nbsp;&nbsp;73663 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/51 | 133519 | &nbsp;&nbsp;&nbsp;&nbsp;84993 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/51 | 132667 | &nbsp;&nbsp;&nbsp;&nbsp;95354 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 8/15/51 | 135854 | &nbsp;&nbsp;&nbsp;&nbsp;89091 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 11/15/51 | 120427 | &nbsp;&nbsp; 76490 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 2/15/52 | &nbsp;&nbsp;113356 | &nbsp;&nbsp;&nbsp;&nbsp;79084 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/52 | &nbsp;&nbsp;112764 | &nbsp;&nbsp;&nbsp;&nbsp;90564 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/52 | 103922 | &nbsp;&nbsp;&nbsp;&nbsp;86028 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/52 | 59035 | &nbsp;&nbsp;&nbsp;&nbsp;59293 |
|  |  |  |  |  | **3281961** |
| **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** | **Agency Bonds and Notes (0.6%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AID-Israel | 5.500% | 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 5.625% | 3/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 5.500% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 0.000% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp; 19 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 5.625% | 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.210% | 8/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.650% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.880% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.980% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 6.150% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.250% | 9/15/39 | &nbsp;&nbsp; 7605 | &nbsp;&nbsp; 7897 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.875% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.250% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.375% | 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.625% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.250% | 9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2165 |
|  |  |  |  |  | **38878** |
| **Total U.S. Government and Agency Obligations (Cost $4,373,490)** | **Total U.S. Government and Agency Obligations (Cost $4,373,490)** | **Total U.S. Government and Agency Obligations (Cost $4,373,490)** | **Total U.S. Government and Agency Obligations (Cost $4,373,490)** | **Total U.S. Government and Agency Obligations (Cost $4,373,490)** | **3320839** |
| **Corporate Bonds (47.8%)** | **Corporate Bonds (47.8%)** | **Corporate Bonds (47.8%)** | **Corporate Bonds (47.8%)** | **Corporate Bonds (47.8%)** | **Corporate Bonds (47.8%)** |
| **Communications (6.1%)** | **Communications (6.1%)** | **Communications (6.1%)** | **Communications (6.1%)** | **Communications (6.1%)** | **Communications (6.1%)** |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 2.500% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.900% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.050% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.250% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3696 | &nbsp;&nbsp; 2101 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.375% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;3567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 7/16/42 | &nbsp;&nbsp; 2114 | &nbsp;&nbsp; 1815 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;2381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.550% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;6803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5232 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6282 | &nbsp;&nbsp; 5714 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.900% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.850% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp; 1216 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.650% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5534 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.150% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3889 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.550% | 3/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;2532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp; 4576 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 9/15/53 | 14700 | &nbsp;&nbsp; 10001 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | 9/15/55 | 16097 | &nbsp;&nbsp; 10872 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 12/1/57 | 12470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8643 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 9/15/59 | &nbsp;&nbsp; 11187 | &nbsp;&nbsp; 7573 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.850% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp; 2136 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.384% | 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;4695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp; 1195 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp; 2216 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.484% | 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;5887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5335 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.125% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.800% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.700% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3468 | &nbsp;&nbsp; 2111 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.900% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.250% | 4/1/53 | &nbsp;&nbsp; 2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.834% | 10/23/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.850% | 4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.950% | 6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.500% | 4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 7.050% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.200% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 5.650% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.400% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 6.500% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.200% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp; 1213 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 6.450% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1742 | &nbsp;&nbsp; 1913 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.900% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 10/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.750% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.650% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp; 1132 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.969% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp; 913 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.700% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.999% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.450% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.800% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp; 2476 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.887% | 11/1/51 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4886 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.049% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.937% | 11/1/56 | 10773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.950% | 10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp; 2121 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.987% | 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;8412 | &nbsp;&nbsp; 5122 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.000% | 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.875% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.200% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp; 2103 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.300% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.650% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.000% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3609 | &nbsp;&nbsp; 2174 |
|  | &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 2.950% | 2/15/51 | &nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | 5.476% | 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | 5.576% | 1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp; 2816 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.625% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.000% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.125% | 1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.250% | 5/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp; 1218 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 6.400% | 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 4.450% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | 5.375% | 1/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | 5.500% | 2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.500% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 6.875% | 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.900% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.850% | 7/1/42 | &nbsp;&nbsp; 1011 | &nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.375% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.250% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.900% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.600% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp; 743 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.950% | 5/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;2377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 7.500% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.450% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.000% | 3/15/44 | &nbsp;&nbsp; 874 | &nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.300% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.350% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.700% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4072 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 7.045% | 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp; 4199 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.665% | 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.213% | 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;2262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.895% | 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;2696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.520% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.600% | 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.300% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.500% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.850% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.650% | 11/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.550% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 7.300% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.750% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2559 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.500% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 4.500% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.200% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.375% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.000% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp; 2157 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;6971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5756 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.300% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.400% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;6190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.600% | 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp; 2145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.500% | 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;4871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 6.400% | 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.400% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5348 | &nbsp;&nbsp; 4917 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.272% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.250% | 3/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;4133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.812% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2572 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.650% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;2845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.400% | 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;8567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.850% | 9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.750% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3891 | &nbsp;&nbsp; 3130 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.862% | 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;4527 | &nbsp;&nbsp; 4101 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.522% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.550% | 3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;9380 | &nbsp;&nbsp; 6715 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.875% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp; 1100 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.987% | 10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;8513 | &nbsp;&nbsp; 5224 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp; 2546 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.700% | 3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;5745 | &nbsp;&nbsp; 4027 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.150% | 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;3328 | &nbsp;&nbsp; 3368 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.000% | 5/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp; 2253 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.375% | 2/19/43 | &nbsp;&nbsp;&nbsp;&nbsp;2566 | &nbsp;&nbsp; 2047 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.250% | 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp; 4492 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.875% | 6/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp; 2845 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.250% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp; 1835 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.125% | 6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.550% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.200% | 12/15/34 | &nbsp;&nbsp; 2011 | &nbsp;&nbsp; 2192 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.400% | 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2056 | &nbsp;&nbsp; 2249 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.150% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.650% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp; 2105 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.625% | 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1239 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.500% | 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp; 2113 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.150% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 5.400% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1072 | &nbsp;&nbsp; 1075 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp; 1936 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.750% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4435 | &nbsp;&nbsp; 2939 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.700% | 3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp; 3032 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.600% | 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;5843 | &nbsp;&nbsp; 4481 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.800% | 5/13/60 | &nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp; 1894 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp; 7063 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 10890 | &nbsp;&nbsp; 7996 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.391% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp; 4110 |
|  |  |  |  |  | &nbsp;&nbsp; **455608** |
| **Consumer Discretionary (2.9%)** | **Consumer Discretionary (2.9%)** | **Consumer Discretionary (2.9%)** | **Consumer Discretionary (2.9%)** | **Consumer Discretionary (2.9%)** | **Consumer Discretionary (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp; 429 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp; 1669 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp; 2507 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp; 2314 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp; 1226 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp; 725 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.800% | 12/5/34 | &nbsp;&nbsp; 2115 | &nbsp;&nbsp; 2116 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.875% | 8/22/37 | &nbsp;&nbsp; 7516 | &nbsp;&nbsp; 6666 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.875% | 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;3522 | &nbsp;&nbsp; 2630 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.950% | 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp; 2109 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.050% | 8/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp; 4768 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.500% | 6/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;5945 | &nbsp;&nbsp; 3772 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.100% | 5/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp; 4454 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.950% | 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;3619 | &nbsp;&nbsp; 3032 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.250% | 8/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp; 3313 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.700% | 6/3/60 | &nbsp;&nbsp;&nbsp;&nbsp;3196 | &nbsp;&nbsp; 1945 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.250% | 5/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.100% | 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1736 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American University | 3.672% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 5.400% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 3.100% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp; 1248 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.150% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp; 1391 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 4.375% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp; 921 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Brown University | 2.924% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 5.100% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 542 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;California Endowment | 2.498% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 4.321% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 4.700% | 11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 3.650% | 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp; 716 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Case Western Reserve University | 5.405% | 6/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Claremont Mckenna College | 3.775% | 1/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation | 4.858% | 1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | 4.550% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.682% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp; 601 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.757% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp; 434 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.832% | 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp; 670 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 4.000% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp; 1174 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.650% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp; 1273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Emory University | 2.969% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp; 578 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Foundation | 2.415% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Foundation | 2.815% | 6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.500% | 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.600% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.150% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp; 1676 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.250% | 10/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;3322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.200% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.750% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.400% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1422 | &nbsp;&nbsp; 1170 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.950% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;George Washington University | 4.300% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | &nbsp;&nbsp;&nbsp;George Washington University | 4.868% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;George Washington University | 4.126% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 4.315% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 2.943% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 5.215% | 10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | 4.625% | 7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 6.350% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 5.100% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.875% | 12/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;5424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.400% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.950% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.200% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.875% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp; 2195 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.400% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.125% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp; 1914 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.350% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp; 1910 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.375% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.625% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.500% | 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Howard University | 5.209% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 4.125% | 1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 4.083% | 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 2.813% | 1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 5.250% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.550% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.500% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 3.647% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 2.413% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.800% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.700% | 4/15/46 | &nbsp;&nbsp; 2176 | &nbsp;&nbsp; 1617 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.050% | 5/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.550% | 4/5/49 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.125% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;948 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.000% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.625% | 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp; 3518 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.450% | 4/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.750% | 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 4.500% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 3.125% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.959% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 2.989% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.067% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 5.600% | 7/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 4.678% | 7/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.885% | 7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.700% | 12/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.700% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.875% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.700% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp; 762 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.600% | 5/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.875% | 12/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp; 3159 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp; 1911 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.150% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 6.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 3.966% | 8/6/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.250% | 3/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.875% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 3/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;2078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 4.643% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 2.640% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 3.662% | 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 7.000% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.300% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.400% | 1/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 4.875% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.150% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 2.517% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.745% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.300% | 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.375% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.000% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockefeller Foundation | 2.492% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 4.100% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 3.100% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 5.200% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.850% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.300% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.500% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.450% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.350% | 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp; 1701 |
|  | &nbsp;&nbsp;&nbsp;Thomas Jefferson University | 3.847% | 11/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trustees of Boston College | 3.129% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp; 474 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trustees of Boston University | 4.061% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 5.700% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 2.516% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 4.201% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | 2.547% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | 4.003% | 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Miami | 4.063% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.438% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.394% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.028% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.841% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | 2.805% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 2.945% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | 5.250% | 10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.226% | 10/1/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Washington University | 3.524% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;Washington University | 4.349% | 4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.500% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.600% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;William Marsh Rice University | 3.574% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;William Marsh Rice University | 3.774% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Yale University | 2.402% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  |  |  |  |  | &nbsp;&nbsp; **218392** |
| **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** | **Consumer Staples (3.8%)** |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.800% | 2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 2/4/41 | &nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.250% | 8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.500% | 5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;3981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.375% | 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.875% | 9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.950% | 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;4179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.450% | 5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.700% | 2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 6.200% | 2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.000% | 2/4/61 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp; 1186 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;9371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8835 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 18032 | &nbsp;&nbsp; 16501 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2303 | &nbsp;&nbsp; 2111 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1732 | &nbsp;&nbsp; 2153 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;4137 | &nbsp;&nbsp; 4125 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp; 1130 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | &nbsp;&nbsp; 4112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;4056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;4983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;2132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.390% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.734% | 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.540% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp; 2761 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.758% | 9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.282% | 4/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.984% | 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.650% | 3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 4.500% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 4.800% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.125% | 4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 3.950% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 5.000% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 4.125% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.875% | 5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 4.200% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.600% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.000% | 3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.750% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.700% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.300% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.500% | 5/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.100% | 2/15/48 | &nbsp;&nbsp; 1117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 5.250% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.750% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.500% | 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.875% | 9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 3.875% | 4/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 |
|  | &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | 7.450% | 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | 4.250% | 5/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.125% | 4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1062 |
|  | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 3.375% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | &nbsp;&nbsp; 740 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp; 1579 |
|  | &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp; 2262 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 5.400% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.000% | 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2449 | &nbsp;&nbsp; 1672 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 4.000% | 3/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp; 1328 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.125% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 3.050% | 6/3/51 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 3.900% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 4.250% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp; 1894 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.750% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.550% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp; 406 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.750% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp; 2661 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 4.375% | 2/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp; 1265 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 6.500% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 3232 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 4.500% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp; 654 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 745 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1993 | &nbsp;&nbsp; 1498 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2565 | &nbsp;&nbsp; 2149 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 6.625% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1672 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 5.300% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp; 854 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.200% | 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.875% | 2/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.000% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp; 1338 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.875% | 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp; 1657 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.500% | 2/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp; 1430 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.200% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp; 3990 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.375% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp; 4337 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.875% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3470 | &nbsp;&nbsp; 3028 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.500% | 6/1/50 | &nbsp;&nbsp; 1174 | &nbsp;&nbsp; 1126 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 8.000% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 870 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 6.900% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1259 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.400% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.000% | 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.150% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.875% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.450% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp; 1643 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.650% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.950% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 4.200% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp; 951 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1294 | &nbsp;&nbsp; 1161 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 5.000% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2902 | &nbsp;&nbsp; 2571 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 4.200% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp; 1852 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.625% | 9/4/50 | &nbsp;&nbsp; 2742 | &nbsp;&nbsp; 1736 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.500% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp; 835 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.000% | 3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp; 1656 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp; 1072 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.250% | 10/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp; 862 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.450% | 4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp; 2268 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.450% | 10/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp; 1473 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.000% | 5/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.375% | 7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp; 962 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.875% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp; 1832 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.625% | 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp; 2145 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 10/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.875% | 3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 994 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 6.375% | 5/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;2608 | &nbsp;&nbsp; 2766 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.375% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp; 1454 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.500% | 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp; 1829 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.875% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp; 1441 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.125% | 3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.875% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.250% | 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 5.800% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 5.550% | 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp; 1374 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.550% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.500% | 10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.700% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 7.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 6.150% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.850% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.850% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.500% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.450% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.300% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/50 | &nbsp;&nbsp; 1874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.150% | 12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 6.500% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 7.000% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 4.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.625% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.900% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.950% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.875% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.550% | 6/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.100% | 9/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.625% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.250% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 6.200% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.000% | 10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp; 1774 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.500% | 9/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.000% | 4/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.625% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.050% | 6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2309 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.950% | 9/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.650% | 9/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.500% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
|  |  |  |  |  | &nbsp;&nbsp; **279776** |
| **Energy (4.4%)** | **Energy (4.4%)** | **Energy (4.4%)** | **Energy (4.4%)** | **Energy (4.4%)** | **Energy (4.4%)** |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 5.125% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 4.080% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1681 | &nbsp;&nbsp; 1319 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.060% | 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.000% | 2/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2832 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.772% | 11/10/50 | &nbsp;&nbsp; 2174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.939% | 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp; 2819 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.001% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.379% | 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.800% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.750% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.400% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 3.750% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 3.078% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp; 1178 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 5.250% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 2.343% | 8/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;1402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 5.900% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2622 | &nbsp;&nbsp; 2768 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 6.500% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 4.875% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.300% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2502 | &nbsp;&nbsp; 2167 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.800% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.025% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;3822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.900% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.600% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.750% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.000% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.400% | 3/24/51 | &nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.250% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.500% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.375% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.500% | 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.500% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.400% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.750% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.625% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.800% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 7.500% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.050% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.500% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.100% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.950% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.350% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.125% | 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.400% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.000% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp; 1761 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.250% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3406 | &nbsp;&nbsp; 3181 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.875% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.650% | 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp; 1314 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 7.550% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.125% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.700% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.450% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.100% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.900% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.250% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.800% | 2/1/49 | &nbsp;&nbsp; 3176 | &nbsp;&nbsp; 2744 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.200% | 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2534 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 1/31/51 | &nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.300% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.950% | 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.950% | 1/31/60 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.900% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.950% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.995% | 8/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.227% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;5102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.567% | 3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.114% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.095% | 8/16/49 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.327% | 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.452% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.850% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;3106 | &nbsp;&nbsp; 2876 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 6.700% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1791 | &nbsp;&nbsp; 1901 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.500% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp; 1744 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.750% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 5.000% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 7.125% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 6.000% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 5.600% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 5.800% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.550% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4582 | &nbsp;&nbsp; 4198 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.050% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 3.250% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 5.150% | 10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp; 1188 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.250% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.200% | 10/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 3.950% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.600% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 5.200% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 6.500% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2431 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.750% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp; 1119 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.500% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 5.000% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.700% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 5.500% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.900% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | &nbsp;&nbsp;&nbsp;NOV Inc. | 3.950% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1583 | &nbsp;&nbsp; 1103 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.000% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.950% | 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 5.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.450% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.500% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 7.150% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.650% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.850% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.125% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.200% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1188 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.625% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 4.650% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 5.875% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3922 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 4.875% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 3.300% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 4.680% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 4.900% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 6.650% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 5.150% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.300% | 1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.700% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.900% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp; 874 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.125% | 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 6.375% | 12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 5.500% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.875% | 11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.625% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.550% | 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp;2339 | &nbsp;&nbsp; 2114 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.375% | 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.000% | 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;3027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.750% | 9/12/46 | &nbsp;&nbsp; 2874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.125% | 11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;3876 | &nbsp;&nbsp; 2813 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.000% | 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;2381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 5.950% | 9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 4.500% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 5.950% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.800% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.850% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp; 1117 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.750% | 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.200% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.950% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.461% | 7/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.127% | 5/29/50 | &nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp; 2816 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.386% | 6/29/60 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp; 917 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp; 913 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 6.625% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp; 3127 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.900% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 3.650% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.000% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 6.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.800% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.400% | 3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.750% | 6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.100% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.850% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.500% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
|  |  |  |  |  | **323524** |
| **Financials (6.7%)** | **Financials (6.7%)** | **Financials (6.7%)** | **Financials (6.7%)** | **Financials (6.7%)** | **Financials (6.7%)** |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.400% | 10/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.850% | 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;2917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 4.000% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 4.750% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | &nbsp;&nbsp;&nbsp;Alleghany Corp. | 4.900% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | &nbsp;&nbsp;&nbsp;Alleghany Corp. | 3.250% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.550% | 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.950% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 4.200% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 3.850% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp; 1172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allstate Corp. | 6.500% | 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.050% | 12/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.875% | 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 6.250% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.500% | 7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.375% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 6.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.900% | 8/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 3.900% | 2/28/52 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.600% | 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.750% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | 5.031% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1119 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 7.350% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 3.635% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group US Inc. | 5.144% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.500% | 5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp; 1418 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.050% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.950% | 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.450% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.110% | 1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;4881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.244% | 4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4824 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 7.750% | 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.078% | 4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.676% | 6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;8793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.875% | 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.311% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;8034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.000% | 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.875% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.750% | 4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.946% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;3607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.330% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.083% | 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp; 7649 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.831% | 10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;2406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.483% | 3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.972% | 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America NA | 6.000% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.811% | 3/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.330% | 11/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.250% | 8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;2441 | &nbsp;&nbsp; 2197 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.950% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp; 2401 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 4.500% | 2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 4.700% | 6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;1348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 3.850% | 12/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.700% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.500% | 3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.625% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance LLC | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.950% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
|  | &nbsp;&nbsp;&nbsp;Chubb Corp. | 6.000% | 5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp; 1165 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chubb Corp. | 6.500% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 6.700% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp; 918 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.150% | 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;1552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.350% | 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 2.850% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.050% | 12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
|  | &nbsp;&nbsp;&nbsp;CI Financial Corp. | 4.100% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | 6.125% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.000% | 10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.125% | 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp; 1170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.878% | 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp; 1701 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 8.125% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.316% | 3/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;3394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.904% | 11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.675% | 9/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp; 1140 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.300% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;2607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.750% | 5/18/46 | &nbsp;&nbsp;&nbsp;&nbsp;4648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.281% | 4/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 5.300% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 5/24/41 | &nbsp;&nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.750% | 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 8/4/45 | &nbsp;&nbsp;&nbsp;&nbsp;2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.400% | 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.875% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 5.000% | 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 3.200% | 9/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 8.250% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Republic Bank | 4.375% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 2.950% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 5.200% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.100% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I | 6.345% | 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.125% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.450% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 10724 | &nbsp;&nbsp; 11422 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.017% | 10/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.411% | 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5737 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp; 2767 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.210% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp; 3160 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.436% | 2/24/43 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3338 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.800% | 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;4087 | &nbsp;&nbsp; 3611 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.150% | 5/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.750% | 10/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 5.875% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 7.000% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp;3274 | &nbsp;&nbsp; 3169 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.800% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.100% | 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.250% | 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.600% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.250% | 9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 5.200% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 5.375% | 11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | 4.000% | 11/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.250% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.500% | 1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 6.400% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp; 3169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.882% | 7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4262 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.500% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3162 | &nbsp;&nbsp; 3169 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.525% | 11/19/41 | &nbsp;&nbsp; 1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.400% | 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.157% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.625% | 8/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp; 2710 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.850% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.950% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.260% | 2/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.032% | 7/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.964% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.897% | 1/23/49 | &nbsp;&nbsp; 4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;5642 | &nbsp;&nbsp; 3749 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.328% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;8330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | 5.625% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 6.300% | 10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 7.000% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 4.350% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp; 717 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 4.375% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 5.300% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.344% | 1/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;3735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 6.000% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 4.125% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 5.375% | 3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 4/5/46 | &nbsp;&nbsp; 1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 4.300% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 4.150% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.450% | 5/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp; 2213 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.800% | 11/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.950% | 2/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.650% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.850% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.500% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.375% | 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 5.700% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.400% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 10.750% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 5.875% | 2/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;1803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.125% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.875% | 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp; 2180 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.721% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.050% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;2839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.971% | 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;3502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2941 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.457% | 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;2356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.217% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp; 3121 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.375% | 7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;3796 | &nbsp;&nbsp; 4136 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.300% | 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;5004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.375% | 1/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.597% | 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;4428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.802% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;5629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 2.500% | 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.250% | 4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;1377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.950% | 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | 6.750% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 3.850% | 6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.625% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.350% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.300% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.350% | 4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.125% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2573 | &nbsp;&nbsp; 2166 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.950% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.750% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.700% | 12/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp; 774 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.000% | 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 6/21/40 | &nbsp;&nbsp; 749 | &nbsp;&nbsp; 811 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.100% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.600% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.905% | 12/7/47 | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.418% | 3/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.935% | 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp; 701 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.350% | 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;1197 | &nbsp;&nbsp; 1016 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 4.950% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 3.750% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp; 516 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Regions Bank | 6.450% | 6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 7.375% | 12/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc. | 5.375% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;Transatlantic Holdings Inc. | 8.000% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.750% | 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 1180 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 5.350% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.600% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.300% | 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.000% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.050% | 3/7/48 | &nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.100% | 3/4/49 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 2.550% | 4/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.050% | 6/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | &nbsp;&nbsp;&nbsp;Travelers Property Casualty Corp. | 6.375% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 5.750% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.500% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 801 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.125% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 4.150% | 12/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;2967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.700% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 4.300% | 12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;6511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5952 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 3.650% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.000% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 5.700% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 4.800% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 4.750% | 8/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp; 1312 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 3.550% | 3/30/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 3.150% | 9/30/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 5.500% | 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.950% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp; 1104 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.068% | 4/30/41 | &nbsp;&nbsp; 7780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5562 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.375% | 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.606% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;5172 | &nbsp;&nbsp; 5014 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.650% | 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;3848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.900% | 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;5351 | &nbsp;&nbsp; 4126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.900% | 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;4692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.400% | 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.750% | 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp;3926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.013% | 4/4/51 | 11027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9809 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.850% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 6.600% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 6.200% | 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp; 917 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.421% | 7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;2824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2337 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.963% | 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 5.050% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.875% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
|  | &nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.250% | 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | &nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.500% | 3/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
|  |  |  |  |  | **495779** |
| **Health Care (7.1%)** | **Health Care (7.1%)** | **Health Care (7.1%)** | **Health Care (7.1%)** | **Health Care (7.1%)** | **Health Care (7.1%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp; 2015 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.150% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.000% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 5.300% | 5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.900% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp; 6135 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.550% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2308 | &nbsp;&nbsp; 2158 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.500% | 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;4142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.300% | 5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;3272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.050% | 11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp; 1109 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.400% | 11/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.850% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.750% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1572 | &nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.700% | 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;5531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4941 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.450% | 5/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;2632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2284 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.875% | 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/21/49 | 11988 | &nbsp;&nbsp; 10077 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 3.630% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 6.625% | 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 6.750% | 12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.500% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.125% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.750% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 5.024% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 1076 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 2.780% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allina Health System | 3.887% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp; 976 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.250% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.300% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp; 1513 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.150% | 2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.800% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.950% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 5.150% | 11/15/41 | &nbsp;&nbsp; 1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;4211 | &nbsp;&nbsp; 3518 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.563% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2552 | &nbsp;&nbsp; 2196 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.375% | 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.663% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;8698 | &nbsp;&nbsp; 7527 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.000% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 2/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;2353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.875% | 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.770% | 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 3.106% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | 3.945% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 4.847% | 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 6.450% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;5281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 11/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 8/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp; 1117 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 2.125% | 8/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;1259 | &nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.000% | 5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp; 1211 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.907% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.913% | 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | 5.250% | 6/23/45 | &nbsp;&nbsp; 2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.132% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 4.185% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 3.967% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 2.839% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.685% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.669% | 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;2526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2228 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.794% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BHSH System Obligated Group | 3.487% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 3.150% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp; 2801 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 3.250% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 6.750% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.550% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 7.375% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.700% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2638 | &nbsp;&nbsp; 2145 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;2866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2604 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | &nbsp;&nbsp; 7376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6379 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp; 2113 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.600% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.500% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.900% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | &nbsp;&nbsp;&nbsp;Children's Health System of Texas | 2.511% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital | 2.928% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 4.115% | 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 2.585% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center | 4.268% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital of Philadelphia | 2.704% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 6.125% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2886 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.875% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.900% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp; 3315 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp; 2125 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp; 2211 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;City of Hope | 5.623% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp; 912 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;City of Hope | 4.378% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp; 418 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.350% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.817% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.187% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp; 1217 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.910% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Community Health Network Inc. | 3.099% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | 3.304% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.875% | 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.780% | 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;9423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 6.125% | 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.125% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.700% | 8/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.300% | 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.125% | 7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.050% | 3/25/48 | 13450 | &nbsp;&nbsp; 12141 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.250% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 4.375% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1882 | &nbsp;&nbsp; 1674 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.600% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.800% | 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.250% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.400% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp; 1514 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 4.500% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 5.267% | 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 774 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University Health System Inc. | 3.920% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.950% | 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.850% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.375% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.625% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp; 1747 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.100% | 1/15/44 | &nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2037 | &nbsp;&nbsp; 1817 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.375% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3151 | &nbsp;&nbsp; 2714 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.700% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.125% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.600% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1160 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.100% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.850% | 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.950% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp; 2117 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 4.150% | 3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.500% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;1642 | &nbsp;&nbsp; 1761 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.600% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.000% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp; 1514 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.600% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 5.650% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp; 1745 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.800% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp; 3219 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.500% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp; 2618 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.750% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.150% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp; 1143 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.800% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hartford HealthCare Corp. | 3.447% | 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3476 | &nbsp;&nbsp; 2976 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.500% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.625% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 5.875% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.625% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.950% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 1017 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.800% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.950% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | &nbsp;&nbsp;&nbsp;IHC Health Services Inc. | 4.131% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | 4.068% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iowa Health System | 3.665% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.950% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.375% | 12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;2844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.550% | 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.625% | 3/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;3377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3005 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 5.950% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.400% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.100% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp; 1617 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.850% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.700% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.750% | 3/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.500% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1357 | &nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 2.810% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.875% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.150% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.266% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.002% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 6.875% | 3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 5.000% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | &nbsp;&nbsp; 1274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.765% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.192% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 4.117% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.342% | 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 3.774% | 11/15/43 | &nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 4.128% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 3.196% | 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McLaren Health Care Corp. | 4.386% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MedStar Health Inc. | 3.626% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.375% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.625% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991 |
|  | &nbsp;&nbsp;&nbsp;Memorial Health Services | 3.447% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 6.500% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.900% | 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.350% | 6/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.600% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.150% | 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.700% | 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.000% | 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.450% | 6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;2724 | &nbsp;&nbsp; 1742 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.750% | 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;3190 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.900% | 12/10/61 | &nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Methodist Hospital | 2.705% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | 5.246% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | 4.287% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
|  | &nbsp;&nbsp;&nbsp;MultiCare Health System | 2.803% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 5.400% | 11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 5.200% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MyMichigan Health | 3.409% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.256% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.024% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.063% | 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.606% | 8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 3.954% | 8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.979% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 4.260% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.809% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 2.637% | 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.168% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.318% | 11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.700% | 9/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.400% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;3638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.000% | 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;2201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.750% | 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 5.750% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.784% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.368% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 3.380% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 2.834% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 3.042% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 4.089% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 3.327% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 4.787% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 3.625% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.100% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.900% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 7.200% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3558 | &nbsp;&nbsp; 4316 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.550% | 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.300% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp; 1156 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.400% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.125% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.200% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.700% | 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.864% | 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | &nbsp;&nbsp;&nbsp;Presbyterian Healthcare Services | 4.875% | 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.700% | 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.300% | 9/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.550% | 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;3331 | &nbsp;&nbsp; 2148 |
|  | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp; 512 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sharp HealthCare | 2.680% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.795% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.027% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
|  | &nbsp;&nbsp;&nbsp;STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.375% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.625% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | &nbsp;&nbsp;&nbsp;Summa Health | 3.511% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.161% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 374 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 4.091% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.361% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | &nbsp;&nbsp; 2119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp; 1180 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp;2151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 |
|  | &nbsp;&nbsp;&nbsp;Texas Health Resources | 2.328% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Health Resources | 4.330% | 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1292 | &nbsp;&nbsp; 1127 |
|  | &nbsp;&nbsp;&nbsp;Toledo Hospital | 5.750% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 2.632% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 4.125% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 3.434% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.350% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.625% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.800% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.500% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.625% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.875% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.500% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.750% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.700% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.950% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.050% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.950% | 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.200% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.750% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.450% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.900% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.250% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.875% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp; 3191 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.125% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.950% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.050% | 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 3.850% | 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 4.000% | 6/22/50 | &nbsp;&nbsp; 2101 | &nbsp;&nbsp; 1301 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WakeMed | 3.286% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 319 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | 3.065% | 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.500% | 2/1/34 | &nbsp;&nbsp; 1741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.000% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 5.950% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 4.250% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.700% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.950% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.450% | 8/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.000% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
|  |  |  |  |  | &nbsp;&nbsp; **529155** |
| **Industrials (4.1%)** | **Industrials (4.1%)** | **Industrials (4.1%)** | **Industrials (4.1%)** | **Industrials (4.1%)** | **Industrials (4.1%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.875% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.125% | 9/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp; 1017 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.625% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 4.000% | 9/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp; 1126 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 8/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.700% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 6.125% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1142 | &nbsp;&nbsp; 1160 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.600% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |

---

------

Long-Term Bond Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 6.625% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.550% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.500% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 6.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.875% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.705% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp; 5374 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.375% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp; 711 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.650% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.625% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.850% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.900% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp; 1219 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.750% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.805% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9265 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.825% | 3/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.950% | 8/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.930% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;6292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp; 1312 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp; 519 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp; 1817 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp; 1765 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp; 1192 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.200% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.375% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.200% | 8/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.650% | 2/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.450% | 1/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.400% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.000% | 12/2/41 | &nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp; 1106 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.100% | 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;4590 | &nbsp;&nbsp; 3128 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 6.125% | 9/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.377% | 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.577% | 4/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 5.300% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 6.050% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 5.200% | 5/27/41 | &nbsp;&nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.803% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 9/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;2206 | &nbsp;&nbsp; 1674 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 4/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 4.750% | 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 6.000% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 6.150% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 6.220% | 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 5.500% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 4.100% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp; 1197 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 4.300% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp; 1719 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 3.350% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.950% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1063 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.500% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp; 1414 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.650% | 3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 4.875% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 2.600% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.900% | 6/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp; 2178 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 2.875% | 9/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.750% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1611 | &nbsp;&nbsp; 1366 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp; 550 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp; 2156 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 11/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp; 1286 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 3.915% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.700% | 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp; 1217 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.800% | 12/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp; 2504 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.900% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp; 1724 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.900% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.250% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.875% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.100% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 5.100% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2648 | &nbsp;&nbsp; 2358 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.100% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1141 | &nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.750% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp; 706 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.550% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1622 | &nbsp;&nbsp; 1320 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.400% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.050% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1427 | &nbsp;&nbsp; 1084 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.950% | 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;2515 | &nbsp;&nbsp; 2199 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 5.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp; 1594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | 4.300% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 4.250% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1551 | &nbsp;&nbsp; 1416 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.850% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.600% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp; 884 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;General Electric Co. | 5.875% | 1/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp; 1808 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp; 1044 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp; 1082 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.812% | 11/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp; 1066 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 4.875% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp; 1046 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.900% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2003 | &nbsp;&nbsp; 1707 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.625% | 7/2/44 | &nbsp;&nbsp; 1116 | &nbsp;&nbsp; 964 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 5.125% | 9/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.500% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp; 866 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.950% | 7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 648 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.300% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp; 885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.950% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp; 1085 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.700% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 3.500% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp; 949 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.200% | 11/15/69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.854% | 4/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;1654 | &nbsp;&nbsp; 1541 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 5.054% | 4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp; 609 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.600% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2367 | &nbsp;&nbsp; 2099 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.500% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 6.150% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp; 1703 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.720% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp; 1524 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.070% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp; 1338 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.800% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp; 952 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.700% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp; 1381 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.090% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp; 2506 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.150% | 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp; 2227 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.700% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp; 1935 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.300% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.900% | 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp; 2533 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 7.050% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.837% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp; 1201 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.950% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.450% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1071 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.650% | 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.942% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.150% | 2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.400% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.050% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.050% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.550% | 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.155% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/21 | &nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.150% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.050% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.750% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.850% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.030% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp; 2016 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.250% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2797 | &nbsp;&nbsp; 2766 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.112% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.362% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1636 | &nbsp;&nbsp; 1147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.200% | 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp; 801 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 6.250% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.450% | 11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.100% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.000% | 6/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 3.900% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1329 | &nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.050% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp; 1318 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.125% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.450% | 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.875% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.700% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.500% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;6907 | &nbsp;&nbsp; 6216 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.800% | 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.150% | 5/15/45 | &nbsp;&nbsp; 1112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.750% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.350% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.050% | 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.625% | 11/16/48 | &nbsp;&nbsp; 3117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2821 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.125% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.820% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp; 1122 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 6.200% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 5.700% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.050% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 4.200% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 2.800% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 7.125% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.375% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.891% | 4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.600% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp; 1126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.550% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.200% | 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;2626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.050% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.350% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.000% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;3270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.950% | 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.950% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.500% | 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.875% | 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.839% | 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 1766 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.550% | 5/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.973% | 9/16/62 | &nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 5.150% | 1/20/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.799% | 4/6/71 | &nbsp;&nbsp;&nbsp;&nbsp;2561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.850% | 2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 6.200% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.200% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.750% | 11/15/47 | &nbsp;&nbsp; 3119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2559 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.250% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 9/1/49 | &nbsp;&nbsp; 1741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.300% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp; 1110 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.000% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.250% | 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.050% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp; 1153 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.950% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1531 | &nbsp;&nbsp; 1019 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.950% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp; 1410 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | 4.150% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 4.600% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 4.200% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp; 812 |
| &nbsp;&nbsp;&nbsp;Xylem Inc. | 4.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp; 764 |
|  |  |  |  | **302420** |
| **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.700% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.800% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 816 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.450% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.650% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 913 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 7.000% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.750% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| &nbsp;&nbsp;&nbsp;Barrick Gold Corp. | 6.450% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp; 1012 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | 5.700% | 5/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp; 1715 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | 5.750% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
| &nbsp;&nbsp;&nbsp;Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;4963 | &nbsp;&nbsp; 4817 |
| &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
| &nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.150% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 |
| &nbsp;&nbsp;&nbsp;CF Industries Inc. | 4.950% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 |
| &nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.375% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 6.300% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.250% | 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1228 | &nbsp;&nbsp; 1104 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 9.400% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.250% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.375% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.625% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.550% | 11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.800% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 3.600% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 6.900% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.319% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.419% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.800% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp; 1201 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.650% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp; 740 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.125% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp; 615 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.700% | 12/15/51 | &nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.750% | 8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | 4.500% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.400% | 11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3064 | &nbsp;&nbsp; 2761 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | 5.000% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | 6.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp; 1018 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | 4.800% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | 4.400% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | 4.350% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | 3.550% | 11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | 2.000% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| &nbsp;&nbsp;&nbsp;Lubrizol Corp. | 6.500% | 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| &nbsp;&nbsp;&nbsp;LYB International Finance BV | 5.250% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1715 | &nbsp;&nbsp; 1513 |
| &nbsp;&nbsp;&nbsp;LYB International Finance BV | 4.875% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.375% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.625% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.800% | 10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | 4.625% | 2/26/55 | &nbsp;&nbsp;&nbsp;&nbsp;2137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.200% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 5.450% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1181 | &nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 4.875% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 5.625% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Newmont Corp. | 5.875% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1297 | &nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 4.875% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 5.450% | 6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp; 1100 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.979% | 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.125% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.875% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.625% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.900% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.250% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.000% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 4.050% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.050% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.750% | 3/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.125% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp; 1183 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 5.250% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 4.250% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.550% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.500% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.800% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.300% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.900% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 7.500% | 7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 6.750% | 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp; 2313 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.250% | 11/8/42 | &nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.875% | 4/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp; 2142 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 6.000% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 5.200% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 5.400% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 8.250% | 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;1008 | &nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp; 3016 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3166 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 2.875% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 5.000% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 4.375% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.125% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.375% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.000% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
|  |  |  |  |  | **129555** |
| **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Agree LP | 2.600% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.300% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.700% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.100% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.950% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.900% | 10/15/46 | &nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 4.150% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 3.350% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
|  | &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.900% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp; 1074 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.900% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.750% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 5.200% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp; 1175 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.150% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.250% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp; 1215 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.000% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.950% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.400% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.000% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.500% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.650% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 4.500% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 6.750% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 2.650% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.600% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.250% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.125% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.450% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.700% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 2.875% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
|  | &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.500% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
|  | &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.000% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | 4.375% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | 3.050% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | 3.000% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.850% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.800% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.650% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.400% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.650% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 6.750% | 2/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.750% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.800% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 1.900% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.100% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 5.700% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.375% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.875% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 5.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1349 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 6.500% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.950% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 2.250% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1028 | &nbsp;&nbsp; 762 |
|  |  |  |  |  | &nbsp;&nbsp; **51576** |
| **Technology (4.4%)** | **Technology (4.4%)** | **Technology (4.4%)** | **Technology (4.4%)** | **Technology (4.4%)** | **Technology (4.4%)** |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.800% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.950% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.375% | 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp; 1748 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;6228 | &nbsp;&nbsp; 5411 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.450% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.450% | 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.375% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;4214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3893 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.650% | 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;4247 | &nbsp;&nbsp; 3616 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;2269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1894 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 11/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.950% | 9/11/49 | &nbsp;&nbsp; 5176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.400% | 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 2/8/51 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 5105 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.700% | 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;3451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.950% | 8/8/52 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.550% | 8/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;4358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.800% | 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;4522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.850% | 8/5/61 | &nbsp;&nbsp;&nbsp;&nbsp;2424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.100% | 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.850% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 4.350% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp; 743 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 2.750% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp; 1168 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.600% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp; 3145 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.419% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;4791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.469% | 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.137% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4604 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.187% | 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.926% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.500% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.750% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.900% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.500% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.750% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.750% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.350% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 3.900% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.375% | 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.850% | 11/15/68 | &nbsp;&nbsp; 746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.450% | 11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 8.100% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Dell International LLC | 3.375% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 8.350% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Dell International LLC | 3.450% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 3.100% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 4.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 5.625% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 4.400% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;3620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.150% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 5.950% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3876 | &nbsp;&nbsp; 3874 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 5.500% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1881 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | 6.000% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.600% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 2.800% | 8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp; 1185 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.250% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 7/29/45 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.100% | 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.100% | 5/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.734% | 12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;5797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.250% | 11/15/49 | &nbsp;&nbsp; 4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.750% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp; 1190 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp; 2512 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.100% | 2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp; 1188 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 3.200% | 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 5.050% | 8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.150% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;5023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 5.600% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.850% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.000% | 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.250% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.430% | 2/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 5.950% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 5.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 3.300% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.950% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 5.250% | 7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1624 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 4.100% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 4.875% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 2.875% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.125% | 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 3.366% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 3.477% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.500% | 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;3095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.200% | 11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.450% | 8/8/36 | &nbsp;&nbsp; 7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6381 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.100% | 2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;1827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.500% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 5.300% | 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.700% | 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp; 7363 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.525% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9928 | &nbsp;&nbsp; 6616 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.921% | 3/17/52 | 12871 | &nbsp;&nbsp; 9170 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.950% | 8/8/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.675% | 6/1/60 | &nbsp;&nbsp; 7032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.041% | 3/17/62 | &nbsp;&nbsp;&nbsp;&nbsp;4668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 2.750% | 8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 5.250% | 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.875% | 12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.250% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.750% | 2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.100% | 11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.700% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 5.000% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp; 1911 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 3.125% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | &nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp; 743 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.300% | 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.900% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.800% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;4421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.125% | 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 5.375% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;4739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.650% | 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.125% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;8095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5945 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp; 1149 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.950% | 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;6203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.900% | 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.375% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;4881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.100% | 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 3.250% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.050% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.250% | 6/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp; 1120 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.650% | 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.800% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;3364 | &nbsp;&nbsp; 3156 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.300% | 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;2904 | &nbsp;&nbsp; 2518 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.500% | 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 6.000% | 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.250% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1507 | &nbsp;&nbsp; 1101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.700% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.300% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.900% | 3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.700% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp; 1154 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.900% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 3.050% | 7/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp; 2172 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 3.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.125% | 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.250% | 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.500% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 5.500% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 3.625% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp; 710 |
|  |  |  |  |  | &nbsp;&nbsp; **329414** |
| **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** | **Utilities (5.8%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 4.150% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.450% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 5.250% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.000% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.800% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.150% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp; 713 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 2.750% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.500% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.125% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.000% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.850% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.750% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 1/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp; 1117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.450% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.125% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.000% | 3/15/52 | &nbsp;&nbsp; 1115 | &nbsp;&nbsp; 743 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.150% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.250% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 2.900% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 5.900% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.250% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 6.593% | 10/15/37 | &nbsp;&nbsp; 1174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.750% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.250% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 7.000% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp; 1142 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.400% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.450% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 5.050% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.500% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.250% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.500% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.350% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.500% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.150% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.125% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.300% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.125% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 3.375% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 2.850% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.750% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 |
|  | &nbsp;&nbsp;&nbsp;Avista Corp. | 4.350% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
|  | &nbsp;&nbsp;&nbsp;Avista Corp. | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | &nbsp;&nbsp; 1119 | &nbsp;&nbsp; 1158 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.350% | 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.200% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp; 1188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 3.700% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.875% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 5.900% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 6.450% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1374 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.800% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.600% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp; 1276 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.700% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.700% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.650% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp; 1175 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.000% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.200% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.000% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp; 474 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.125% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp; 718 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.750% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.300% | 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp; 1116 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp; 274 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 |

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Long-Term Bond Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp; 1130 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 5.600% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.250% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.050% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.350% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.750% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.100% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.500% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.650% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.200% | 9/1/52 | &nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.500% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
|  | &nbsp;&nbsp;&nbsp;Dayton Power & Light Co. | 3.950% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | &nbsp;&nbsp;&nbsp;Delmarva Power & Light Co. | 4.150% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 6.300% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.250% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.950% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.300% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.900% | 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.050% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.700% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.600% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.850% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.000% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.300% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.050% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.950% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.950% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.250% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.100% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.000% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.050% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 5.300% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.250% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp; 1103 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.000% | 9/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.750% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.875% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.200% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.450% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.300% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;3177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.950% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.200% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.500% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2245 | &nbsp;&nbsp; 2014 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.350% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904 | &nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.400% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.650% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1161 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 4.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.000% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 801 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.950% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.120% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.350% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 4.900% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 817 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp; 1158 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 2.750% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 3.700% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 4.300% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 6.300% | 4/1/38 | &nbsp;&nbsp; 1111 | &nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.150% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.200% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.500% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.900% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | 6.000% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | 5.000% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | 4.750% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 4.200% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 2.650% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.350% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 3.750% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.000% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp; 1116 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.950% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.900% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.750% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 3.850% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 4.500% | 3/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 3.550% | 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;1221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 4.276% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 3.351% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 5.300% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.125% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.250% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 5.300% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.125% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.950% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 5.625% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 5.100% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1308 | &nbsp;&nbsp; 1215 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.450% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.700% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1553 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.100% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.625% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.950% | 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.650% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.960% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp; 1018 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.690% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.800% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp; 1141 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.125% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.150% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.875% | 12/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.750% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp; 1318 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp; 1176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.700% | 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;1630 | &nbsp;&nbsp; 1219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola International BV | 6.750% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Idaho Power Co. | 4.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 4.550% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.750% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.250% | 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 6.250% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.700% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.100% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 5.300% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp; 911 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 5.125% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 4.375% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 3.300% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
|  | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | 4.250% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.800% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp; 1146 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.950% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.650% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | 4.250% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp; 1199 |
|  | &nbsp;&nbsp;&nbsp;National Grid USA | 5.803% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.650% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp; 1188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.750% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp; 710 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 3.125% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 5.900% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.000% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.950% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.250% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 4.800% | 2/15/44 | &nbsp;&nbsp; 1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.650% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 4.375% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.950% | 3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.250% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.200% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 5.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.125% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.900% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.600% | 6/1/51 | &nbsp;&nbsp; 1101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.200% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | &nbsp;&nbsp;&nbsp;NorthWestern Corp. | 4.176% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.400% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp; 1001 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.950% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.375% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 4.500% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.050% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | 6.875% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.150% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.000% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 2.900% | 10/1/51 | &nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp; 742 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.658% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.500% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.500% | 7/1/40 | &nbsp;&nbsp; 5474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.200% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.750% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.300% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.250% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.950% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.950% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;6524 | &nbsp;&nbsp; 5111 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 5.250% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.250% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.100% | 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.250% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.350% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.000% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.100% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.125% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.150% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.300% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 2.900% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.350% | 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 5.950% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.150% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.700% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.900% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.000% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.050% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 2.850% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.600% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 6.500% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 4.150% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 6.250% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp; 715 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 3.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 3.000% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | 6.000% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.250% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp; 1074 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.500% | 8/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.600% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.300% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.800% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.100% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.050% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 2.700% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | 3.600% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 5.800% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 5.500% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.950% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.650% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.800% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.600% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp; 761 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 4.050% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.850% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.200% | 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.050% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 6.274% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.757% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.795% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.638% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.300% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.223% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 3.250% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 6.000% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.500% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.750% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.320% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.800% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 6.000% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 4.000% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.000% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp; 1130 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.750% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.350% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1134 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.625% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.550% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1187 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.050% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.900% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.650% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.600% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.000% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.125% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.875% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp; 764 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.950% | 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.450% | 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp; 1014 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.450% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 5.125% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.750% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.125% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.300% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp; 1012 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.950% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 6.350% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.250% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.400% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 5.150% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 5.250% | 7/15/43 | &nbsp;&nbsp; 746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southern Power Co. | 4.950% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 3.800% | 9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 6.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp; 876 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.900% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.850% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.250% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.500% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.400% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.700% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.400% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.150% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.100% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.350% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.300% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.450% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.625% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.450% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | &nbsp;&nbsp;&nbsp;Toledo Edison Co. | 6.150% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 4.850% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 4.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 5.300% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 8.450% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.650% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.625% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1753 | &nbsp;&nbsp; 1814 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.350% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;1756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.650% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.200% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.600% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.300% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.450% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.796% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.650% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.625% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.700% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.300% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 6.375% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 3.671% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 4.752% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 2.850% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 6.500% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.500% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp; 819 |
|  |  |  |  |  | &nbsp;&nbsp; **433812** |
| **Total Corporate Bonds (Cost $4,547,480)** | **Total Corporate Bonds (Cost $4,547,480)** | **Total Corporate Bonds (Cost $4,547,480)** | **Total Corporate Bonds (Cost $4,547,480)** | **Total Corporate Bonds (Cost $4,547,480)** | &nbsp;&nbsp;**3549011** |
| **Sovereign Bonds (3.1%)** | **Sovereign Bonds (3.1%)** | **Sovereign Bonds (3.1%)** | **Sovereign Bonds (3.1%)** | **Sovereign Bonds (3.1%)** | **Sovereign Bonds (3.1%)** |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.625% | 4/6/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 5.100% | 8/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 4.250% | 11/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 4.800% | 11/8/43 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.250% | 11/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.700% | 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.875% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.500% | 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.875% | 10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.200% | 8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 4.375% | 1/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.750% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp; 618 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | 4/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | 6/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp; 1139 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 5.750% | 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 7.625% | 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.125% | 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 5.100% | 6/18/50 | &nbsp;&nbsp; 7997 | &nbsp;&nbsp; 7857 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.975% | 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;5392 | &nbsp;&nbsp; 5169 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 7.250% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.550% | 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp; 2189 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.500% | 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.100% | 5/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 4.340% | 3/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.500% | 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 4.000% | 1/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.100% | 1/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp; 2197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.250% | 9/21/71 | &nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 7.625% | 3/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;2502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.350% | 1/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp; 2185 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 5.350% | 2/11/49 | &nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp; 2301 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.700% | 10/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.500% | 2/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp; 1818 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.200% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.050% | 3/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.300% | 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp; 1740 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 5.450% | 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.200% | 9/23/61 | &nbsp;&nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.450% | 4/15/70 | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.350% | 3/12/71 | &nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 5.375% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 4.000% | 10/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;4153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 3.875% | 5/6/51 | &nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp; 4015 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 4.125% | 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;2333 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.875% | 9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp; 513 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 6.400% | 2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 6.700% | 1/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;5271 | &nbsp;&nbsp; 5518 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.300% | 4/29/53 | &nbsp;&nbsp;&nbsp;&nbsp;3013 | &nbsp;&nbsp; 2192 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.870% | 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 1/19/63 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 8.750% | 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.000% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;5368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.550% | 3/14/37 | &nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.300% | 3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.625% | 11/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;5761 | &nbsp;&nbsp; 5716 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.550% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.780% | 12/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.600% | 1/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.230% | 7/28/21 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.609% | 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 6.375% | 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;2918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.000% | 1/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp; 1610 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.950% | 1/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;5944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5033 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.700% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.700% | 2/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.950% | 5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2466 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.650% | 12/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.200% | 7/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 4.200% | 3/29/47 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.950% | 10/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 1/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;3818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.125% | 1/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.375% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;3732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.875% | 7/3/50 | &nbsp;&nbsp; 4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 4/3/20 | &nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp; 1191 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 7.500% | 4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;3007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.875% | 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp; 1154 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.500% | 2/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4294 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 6.750% | 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 6.050% | 1/11/40 | &nbsp;&nbsp;&nbsp;&nbsp;6474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6279 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.280% | 8/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;8295 | &nbsp;&nbsp; 6414 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.750% | 3/8/44 | &nbsp;&nbsp; 7444 | &nbsp;&nbsp; 6013 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 5.550% | 1/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.600% | 1/23/46 | &nbsp;&nbsp;&nbsp;&nbsp;4176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.350% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.600% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;3611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.500% | 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp; 3166 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 5.000% | 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;4652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.400% | 2/12/52 | &nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.771% | 5/24/61 | &nbsp;&nbsp;&nbsp;&nbsp;5707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 5.750% | 10/12/10 | &nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 |
| **Total Sovereign Bonds (Cost $295,073)** | **Total Sovereign Bonds (Cost $295,073)** | **Total Sovereign Bonds (Cost $295,073)** | **Total Sovereign Bonds (Cost $295,073)** | **Total Sovereign Bonds (Cost $295,073)** | &nbsp;&nbsp;&nbsp;&nbsp;**231493** |
| **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** | **Taxable Municipal Bonds (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Federal AID Highway Finance Authority SO Revenue | 2.650% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | &nbsp;&nbsp;&nbsp;Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp; 1819 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp; 1111 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | &nbsp;&nbsp;&nbsp;Broward County FL Airport System Revenue | 3.477% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;California GO | 4.500% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 |
|  | &nbsp;&nbsp;&nbsp;California GO | 7.500% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4089 |
|  | &nbsp;&nbsp;&nbsp;California GO | 4.600% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | &nbsp;&nbsp;&nbsp;California GO | 7.550% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6659 |
|  | &nbsp;&nbsp;&nbsp;California GO | 7.300% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529 |
|  | &nbsp;&nbsp;&nbsp;California GO | 7.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp; 2014 |
|  | &nbsp;&nbsp;&nbsp;California GO | 7.625% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
|  | &nbsp;&nbsp;&nbsp;California GO | 7.600% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Revenue | 4.353% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 3.899% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.897% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
|  | &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.975% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.719% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.939% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
|  | &nbsp;&nbsp;&nbsp;Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | &nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL GO Prere. | 7.045% | 1/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL GO | 7.045% | 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4289 |
|  | &nbsp;&nbsp;&nbsp;Clark County NV Airport System Revenue | 6.820% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 2.991% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
|  | &nbsp;&nbsp;&nbsp;Cook County IL GO | 6.229% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | &nbsp;&nbsp;&nbsp;Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp; 1143 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dallas TX Independent School District GO | 6.450% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp; 776 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 3.089% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 |
|  | &nbsp;&nbsp;&nbsp;East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928 |
|  | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | &nbsp;&nbsp; 2111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp; 2106 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | &nbsp;&nbsp;&nbsp;Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1131 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1418 |
|  | &nbsp;&nbsp;&nbsp;Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | 3.961% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | &nbsp;&nbsp;&nbsp;Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | 5.100% | 6/1/33 | 15185 | &nbsp;&nbsp; 14574 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | 6.630% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | &nbsp;&nbsp;&nbsp;Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 |
|  | &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 1013 |
|  | &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
|  | &nbsp;&nbsp;&nbsp;Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 6.750% | 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Airports International Revenue | 4.242% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp; 2310 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.145% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
|  | &nbsp;&nbsp;&nbsp;Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | 6.250% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.663% | 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 5.456% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559 |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.813% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp; 610 |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.900% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp; 401 |
| &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 |
| &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| &nbsp;&nbsp;&nbsp;Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
| &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| &nbsp;&nbsp;&nbsp;Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
| &nbsp;&nbsp;&nbsp;Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 |
| &nbsp;&nbsp;&nbsp;Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp; 1417 |
| &nbsp;&nbsp;&nbsp;Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
| &nbsp;&nbsp;&nbsp;Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 |
| &nbsp;&nbsp;&nbsp;Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
| &nbsp;&nbsp;&nbsp;Michigan State University Revenue | 4.165% | 8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737 |
| &nbsp;&nbsp;&nbsp;Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| &nbsp;&nbsp;&nbsp;Mississippi GO | 5.245% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 714 |
| &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 |
| &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054 |
| &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp; 4413 |
| &nbsp;&nbsp;&nbsp;New York City NY GO | 5.517% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 |
| &nbsp;&nbsp;&nbsp;New York City NY GO | 6.271% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| &nbsp;&nbsp;&nbsp;New York City NY GO | 5.263% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp; 676 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
| &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |
| &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 719 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  | &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
|  | &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1812 |
|  | &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877 |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 |
|  | &nbsp;&nbsp;&nbsp;New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 |
|  | &nbsp;&nbsp;&nbsp;New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 710 |
|  | &nbsp;&nbsp;&nbsp;New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | &nbsp;&nbsp;&nbsp;Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 4.380% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 4.714% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | &nbsp;&nbsp;&nbsp;Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Oregon GO | 3.424% | 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 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University Revenue | 2.790% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University Revenue | 2.840% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | &nbsp;&nbsp;&nbsp;Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 |
|  | &nbsp;&nbsp;&nbsp;Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 |
|  | &nbsp;&nbsp;&nbsp;San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp; 1109 |
|  | &nbsp;&nbsp;&nbsp;San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | &nbsp;&nbsp;&nbsp;South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | 5.517% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | 3.211% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
|  | &nbsp;&nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 4.681% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 2.562% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 2.472% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Tucson City AZ COP | 2.856% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;941 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 5.770% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 5.946% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 3.071% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.858% | 5/15/12 | &nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp; 1214 |

---

------

Long-Term Bond Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.767% | 5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 2.437% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 2.562% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 3.504% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 3.504% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 4.454% | 4/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1865 |
|  | &nbsp;&nbsp;&nbsp;University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
|  | &nbsp;&nbsp;&nbsp;University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | 3.555% | 9/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 4.794% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1062 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 3.354% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 2.439% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 2.256% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 4.179% | 9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Washington GO | 5.140% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 868 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786 |
| **Total Taxable Municipal Bonds (Cost $242,540)** | **Total Taxable Municipal Bonds (Cost $242,540)** | **Total Taxable Municipal Bonds (Cost $242,540)** | **Total Taxable Municipal Bonds (Cost $242,540)** | **Total Taxable Municipal Bonds (Cost $242,540)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**224657** |
|  |  |  |  | Shares |  |
| **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** | **Temporary Cash Investments (0.5%)** |
| **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** | **Money Market Fund (0.5%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $35,457)** | 4.334% |  | 354639 | **35460** |
| **Total Investments (99.2%) (Cost $9,494,040)** | **Total Investments (99.2%) (Cost $9,494,040)** | **Total Investments (99.2%) (Cost $9,494,040)** | **Total Investments (99.2%) (Cost $9,494,040)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7361460** |
| **Other Assets and Liabilities—Net (0.8%)** | **Other Assets and Liabilities—Net (0.8%)** | **Other Assets and Liabilities—Net (0.8%)** | **Other Assets and Liabilities—Net (0.8%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**60687** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7422147** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $716,000 have been segregated as initial margin for open futures contracts. |
| 2 | U.S. government-guaranteed. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 5 | 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 December 31, 2022, the aggregate value was $81,175,000, representing 1.1% of net assets. |
| 6 | Guaranteed by the Federal Republic of Germany. |
| 7 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 8 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 9 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 10 | 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. |
| SO—Special Obligation. |

---

------

Long-Term Bond 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)<br> 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 |
| Long U.S. Treasury Bond | March 2023 | 139 | 17423 | &nbsp;&nbsp;1 |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| Ultra Long U.S. Treasury Bond | March 2023 | (45) | (6044) | &nbsp;&nbsp;221 |
|  |  |  |  | &nbsp;&nbsp;222 |

---

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

------

Long-Term Bond Index Fund

Statement of Assets and Liabilities

As of December 31, 2022

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $9,458,583) | &nbsp;&nbsp;7326000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $35,457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35460 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;7361460 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17648 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81658 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **Total Assets** | &nbsp;&nbsp;&nbsp;**7462443** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35974 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**40296** |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**7422147** |
| <br> **At December 31, 2022, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;9977621 |
| Total Distributable Earnings (Loss) | (2555474) |
| **Net Assets** | &nbsp;&nbsp;&nbsp;**7422147** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 58,300,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**4217842** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$72.35** |
| **Admiral Shares—Net Assets** |  |
| **Applicable to 171,450,528 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;**1884195** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.99** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 87,661,183 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;**963370** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.99** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 32,461,855 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;**356740** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.99** |

---

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

------

Long-Term Bond Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2022 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;311007 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;311007 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| Shareholders' Reports—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| Shareholders' Reports—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports—Institutional Plus Shares | &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;3 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**306752** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;(399914) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8516) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;**(408430)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | (2907562) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136) |
| **Change in Unrealized Appreciation (Depreciation)** | **(2907698)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **(3009376)** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $746,000, $12,000, less than $1,000, and $3,000, respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes ($3095000) 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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2022<br> ($000) | &nbsp;&nbsp;&nbsp;2021<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323620 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(408430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302040 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(2907698) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(963457) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;(3009376) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(337797) |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(168531) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(191864) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97956) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41305) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50563) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27818) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39219) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(317279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(379602) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(313580) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117312) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(240144) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(105658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51596) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;(369816) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(218150) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;(906366) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287680 |
| Total Increase (Decrease) | &nbsp;&nbsp;(4233021) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429719) |
| **Net Assets** |  |  |
| **Beginning of Period** | **11655168** | &nbsp;&nbsp;&nbsp;**12084887** |
| **End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**7422147** | &nbsp;&nbsp;&nbsp;**11655168** |

---

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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$103.14** | &nbsp;&nbsp;&nbsp;**$109.58** | &nbsp;&nbsp;&nbsp;&nbsp;**$99.92** | &nbsp;&nbsp;&nbsp;**$87.08** | &nbsp;&nbsp;&nbsp;**$94.91** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.461 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&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 | &nbsp;&nbsp;&nbsp;&nbsp;12.976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7.728) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27.771) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.973) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.059 | &nbsp;&nbsp;&nbsp;&nbsp;16.421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.267) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.409) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.420) |
| Distributions from Realized Capital Gains | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.143) |
| Total Distributions | &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) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.581) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.563) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$72.35** | &nbsp;&nbsp;&nbsp;**$103.14** | &nbsp;&nbsp;&nbsp;**$109.58** | &nbsp;&nbsp;&nbsp;**$99.92** | &nbsp;&nbsp;&nbsp;**$87.08** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-27.20%** | &nbsp;&nbsp;&nbsp;**-2.63%** | &nbsp;&nbsp;&nbsp;**16.24%** | &nbsp;&nbsp;&nbsp;**19.09%** | &nbsp;&nbsp;&nbsp;**-4.46%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$4218 | &nbsp;&nbsp;&nbsp;$6271 | &nbsp;&nbsp;&nbsp;$5808 | &nbsp;&nbsp;&nbsp;$4357 | &nbsp;&nbsp;&nbsp;$2708 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.04%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.54% | &nbsp;&nbsp;&nbsp;2.88% | &nbsp;&nbsp;&nbsp;2.96% | &nbsp;&nbsp;&nbsp;3.58% | &nbsp;&nbsp;&nbsp;3.93% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;38% |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes increases from purchase fees of $.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 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;February 7,<br> 2019<sup>1</sup> to<br> December 31,<br> 2019 |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;February 7,<br> 2019<sup>1</sup> to<br> December 31,<br> 2019 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** | &nbsp;&nbsp;&nbsp;**$13.48** |
| **Investment Operations** |  |  |  |  |
| Net Investment Income<sup>2</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.465 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.664) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.902) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.728 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.193 |
| **Distributions** |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.439) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.446) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.490) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.467) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.026) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.455) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.493) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** |
| **Total Return<sup>3</sup>** | &nbsp;&nbsp;&nbsp;**-27.22%** | &nbsp;&nbsp;&nbsp;**-2.66%** | &nbsp;&nbsp;&nbsp;**16.23%** | &nbsp;&nbsp;&nbsp;**16.43%** |
| **Ratios/Supplemental Data** |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1884 | &nbsp;&nbsp;&nbsp;$2831 | &nbsp;&nbsp;&nbsp;$3267 | &nbsp;&nbsp;&nbsp;$2998 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.07%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07%<sup>5</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.52% | &nbsp;&nbsp;&nbsp;2.86% | &nbsp;&nbsp;&nbsp;2.95% | &nbsp;&nbsp;&nbsp;3.44%<sup>5</sup> |
| Portfolio Turnover Rate<sup>6</sup> | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;33%<sup>7</sup> |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | 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. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%. |
| 5 | Annualized. |
| 6 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |
| 7 | Reflects the fund's portfolio turnover for the fiscal year ended December 31, 2019. |

---

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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** | &nbsp;&nbsp;&nbsp;**$13.23** | &nbsp;&nbsp;&nbsp;**$14.42** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.529 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.902) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.169) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.640) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.441) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.493) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.524) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.528) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.026) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.022) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.973) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.550) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** | &nbsp;&nbsp;&nbsp;**$13.23** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-27.20%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-2.64%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**16.25%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**19.12%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-4.41%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$963 | &nbsp;&nbsp;&nbsp;$1501 | &nbsp;&nbsp;&nbsp;$1649 | &nbsp;&nbsp;&nbsp;$2097 | &nbsp;&nbsp;&nbsp;$2706 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.05%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.53% | &nbsp;&nbsp;&nbsp;2.88% | &nbsp;&nbsp;&nbsp;2.98% | &nbsp;&nbsp;&nbsp;3.64% | &nbsp;&nbsp;&nbsp;3.95% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;38% |

---

---

| | |
|:---|:---|
| 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** | &nbsp;&nbsp;&nbsp;**$13.23** | &nbsp;&nbsp;&nbsp;**$14.42** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.530 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.664) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.168) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4.222) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.638) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.442) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.495) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.525) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.530) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.016) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.026) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.022) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.529) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.552) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$10.99** | &nbsp;&nbsp;&nbsp;**$15.67** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.18** | &nbsp;&nbsp;&nbsp;**$13.23** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-27.20%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-2.63%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**16.26%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**19.14%<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-4.40%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$357 | &nbsp;&nbsp;&nbsp;$1052 | &nbsp;&nbsp;&nbsp;$1362 | &nbsp;&nbsp;&nbsp;$2960 | &nbsp;&nbsp;&nbsp;$2972 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.04%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% | &nbsp;&nbsp;&nbsp;0.04% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;3.50% | &nbsp;&nbsp;&nbsp;2.90% | &nbsp;&nbsp;&nbsp;3.02% | &nbsp;&nbsp;&nbsp;3.63% | &nbsp;&nbsp;&nbsp;3.96% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;38% |

---

---

| | |
|:---|:---|
| 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 Nasdaq; they can be purchased and sold through a broker.

Certain of the fund's investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), acts of terrorism, 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.

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 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 year ended December 31, 2022, 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.

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.

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Long-Term Bond Index Fund

5. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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 year ended December 31, 2022, 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.

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

B. 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 December 31, 2022, the fund had contributed to Vanguard capital in the amount of $273,000, representing less than 0.01% of the fund's net assets and 0.11% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. The fund's custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2022, custodian fee offset arrangements reduced the fund's expenses by $24,000 (an annual rate of less than 0.01% of average net assets).

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

#### Level 1 —Quoted prices in active markets for identical securities.

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Long-Term Bond Index Fund

#### 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 December 31, 2022, 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;3320839 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3320839 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3549011 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3549011 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;231493 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;231493 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;224657 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;224657 |
| Temporary Cash Investments | 35460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35460 |
| Total | 35460 | &nbsp;&nbsp;&nbsp;7326000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7361460 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |

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

E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable in-kind redemptions were reclassified between the following accounts:

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| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;(4841) |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;4841 |

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Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; the recognition of unrealized gains or losses from certain derivative contracts; and the treatment of amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

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| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;(394661) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(2161202) |

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Long-Term Bond Index Fund

The tax character of distributions paid was as follows:

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| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2022<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2021<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;306352 | &nbsp;&nbsp;&nbsp;&nbsp;323739 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;10927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55863 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;317279 | &nbsp;&nbsp;&nbsp;&nbsp;379602 |

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\* Includes short-term capital gains, if any.

As of December 31, 2022, 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;&nbsp;9522662 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24994 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;(2186196) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(2161202) |

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F. During the year ended December 31, 2022, the fund purchased $1,489,527,000 of investment securities and sold $2,511,117,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $1,545,371,000 and $1,437,859,000, respectively. Purchases and sales include $895,258,000 and $1,371,541,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2022, such purchases were $25,797,000 and sales were $328,835,000, resulting in net realized loss of $29,028,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **ETF Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;1074327 | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;3342896 | &nbsp;&nbsp;&nbsp;&nbsp;32700 |
| 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;— |
| Redeemed | (1387907) | &nbsp;&nbsp;(15400) | &nbsp;&nbsp;(2545326) | &nbsp;&nbsp;(24900) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;(313580) | &nbsp;&nbsp;&nbsp;&nbsp;(2500) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 |
| **Admiral Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;204946 | &nbsp;&nbsp;&nbsp;&nbsp;16262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218838 | &nbsp;&nbsp;&nbsp;&nbsp;13987 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492 |
| Redeemed | &nbsp;&nbsp;(390999) | &nbsp;&nbsp;(31073) | &nbsp;&nbsp;&nbsp;&nbsp;(544067) | &nbsp;&nbsp;(35068) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(117312) | &nbsp;&nbsp;&nbsp;&nbsp;(9203) | &nbsp;&nbsp;&nbsp;&nbsp;(240144) | &nbsp;&nbsp;(15589) |
| **Institutional Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;150009 | &nbsp;&nbsp;&nbsp;&nbsp;12507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260878 | &nbsp;&nbsp;&nbsp;&nbsp;16704 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 |
| Redeemed | &nbsp;&nbsp;(294684) | &nbsp;&nbsp;(23836) | &nbsp;&nbsp;&nbsp;&nbsp;(361055) | &nbsp;&nbsp;(23067) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;(105658) | &nbsp;&nbsp;&nbsp;&nbsp;(8147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51596) | &nbsp;&nbsp;&nbsp;&nbsp;(3231) |

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Long-Term Bond Index Fund

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Institutional Plus Shares** |  |  |  |  |
| Issued<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536 |
| Redeemed | &nbsp;&nbsp;(399138) | &nbsp;&nbsp;&nbsp;(37051) | &nbsp;&nbsp;&nbsp;&nbsp;(293836) | &nbsp;&nbsp;(19507) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;(369816) | &nbsp;&nbsp;(34713) | &nbsp;&nbsp;&nbsp;&nbsp;(218150) | &nbsp;&nbsp;(14632) |

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| | |
|:---|:---|
| 1 | Includes purchase fees for fiscal 2022 and 2021 of $1,435,000 and $2,552,000, respectively (fund totals). |

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H. Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements.

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#### Report of Independent Registered

#### Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Short-Term ‎Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund and Vanguard Long-Term Bond Index ‎Fund

#### Opinions on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of ‎investments, of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund ‎and Vanguard Long-Term Bond Index Fund (three of the funds constituting Vanguard Bond Index Funds, ‎hereafter collectively referred to as the "Funds") as of December 31, 2022, the related statements of ‎operations for the year ended December 31, 2022, the statements of changes in net assets for each of ‎the two years in the period ended December 31, 2022, including the related notes, and the financial ‎highlights for each of the periods indicated therein (collectively referred to as the "financial statements"). ‎In our opinion, the financial statements present fairly, in all material respects, the financial position of ‎each of the Funds as of December 31, 2022, the results of each of their operations for the year then ‎ended, the changes in each of their net assets for each of the two years in the period ended December ‎‎31, 2022 and each of the financial highlights for each of the periods indicated therein in conformity with ‎accounting principles generally accepted in the United States of America. ‎

#### Basis for Opinions
These financial statements are the responsibility of the Funds' management. Our responsibility is to ‎express an opinion on the Funds' financial statements based on our audits. We are a public accounting ‎firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are ‎required to be independent with respect to the Funds in accordance with the U.S. federal securities laws ‎and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. ‎

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. ‎Those standards require that we plan and perform the audit to obtain reasonable assurance about ‎whether the financial statements are free of material misstatement, whether due to error or fraud. ‎

Our audits included performing procedures to assess the risks of material misstatement of the financial ‎statements, whether due to error or fraud, and performing procedures that respond to those risks. Such ‎procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the ‎financial statements. Our audits also included evaluating the accounting principles used and significant ‎estimates made by management, as well as evaluating the overall presentation of the financial ‎statements. Our procedures included confirmation of securities owned as of December 31, 2022 by ‎correspondence with the custodian, transfer agent and brokers; when replies were not received from ‎brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis ‎for our opinions.‎

‎/s/ PricewaterhouseCoopers LLP<br> Philadelphia, Pennsylvania<br> February 15, 2023‎

We have served as the auditor of one or more investment companies in The Vanguard Group of Funds ‎since 1975.

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Tax information (unaudited)

The following amounts, or if subsequently determined to be different, the maximum amounts allowable by law, are hereby designated as interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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| | |
|:---|:---|
| Fund | &nbsp;&nbsp;&nbsp;($000) |
| Short-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;558421 |
| Intermediate-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;334942 |
| Long-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;101025 |

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The following amounts were distributed as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

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| | |
|:---|:---|
| Fund | &nbsp;&nbsp;&nbsp;($000) |
| Short-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;18651 |
| Intermediate-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;9088 |
| Long-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;10927 |

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The following percentages, or if subsequently determined to be different, the maximum percentages allowable by law, are hereby designated as ordinary income dividends eligible to be treated as interest income for purposes of section 163(j) and the regulations thereunder for the fiscal year.

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| | |
|:---|:---|
| Fund | &nbsp;&nbsp;&nbsp;Percentage |
| Short-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;100.0% |
| Intermediate-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;100.0 |
| Long-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;100.0 |

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The following percentages, or if significantly determined to be different, the maximum percentages allowable by law, are hereby designated as interest-related dividends eligible for exemption from U.S. withholding tax for nonresident alien shareholders.

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| | |
|:---|:---|
| Fund | &nbsp;&nbsp;&nbsp;Percentage |
| Short-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;88.1% |
| Intermediate-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;88.8 |
| Long-Term Bond Index Fund | &nbsp;&nbsp;&nbsp;89.9 |

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"Bloomberg<sup>®</sup>," Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Index, and Bloomberg U.S. Long Government/Credit Float Adjusted Index are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL), the administrator of the index (collectively, Bloomberg), and have been licensed for use for certain purposes by The Vanguard Group, Inc. (Vanguard).

The Bond Market Index Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Bond Market Index Funds or any member of the public regarding the advisability of investing in securities generally or in the Bond Market Index Funds particularly. The only relationship of Bloomberg to Vanguard is the licensing of certain trademarks, trade names and service marks and of the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Index, and Bloomberg U.S. Long Government/Credit Float Adjusted Index (the Indices), which are determined, composed and calculated by BISL without regard to Vanguard or the Bond Market Index Funds. Bloomberg has no obligation to take the needs of Vanguard or the owners of the Bond Market Index Funds into consideration in determining, composing or calculating the Indices. Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Bond Market Index Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to Bond Market Index Funds customers, in connection with the administration, marketing or trading of the Bond Market Index Funds.

BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE INDICES OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY VANGUARD, OWNERS OF THE BOND MARKET INDEX FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE INDICES OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE INDICES OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES—WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE—ARISING IN CONNECTION WITH THE BOND MARKET INDEX FUNDS OR THE INDICES OR ANY DATA OR VALUES RELATING THERETO—WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.© 2023 Bloomberg.

Used with Permission. Source: Bloomberg Index Services Limited. Copyright 2023, Bloomberg. All rights reserved.

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The People Who Govern Your Fund

The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund's trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.

A majority of Vanguard's board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 206 Vanguard funds.

Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the *Statement of Additional Information*, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.

#### Interested Trustee<sup>1</sup>

#### Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018–present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Member of the board of governors of the Investment Company Institute and the board of governors of FINRA. Trustee and vice chair of The Shipley School.

#### Independent Trustees

#### Tara Bunch
Born in 1962. Trustee since November 2021. Principal occupation(s) during the past five years and other experience: head of global operations at Airbnb (2020–present). Vice president of AppleCare (2012–2020). Member of the board of directors of Out & Equal (2002–2006), the advisory board of the University of California, Berkeley School of Engineering (2020–present), and the advisory board of Santa Clara University's Leavey School of Business (2018–present).

#### Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Member of the board of directors of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, Roberts Wesleyan College, and the

Rochester Philharmonic Orchestra. Trustee of the University of Rochester.

F. Joseph Loughrey

Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services). Director of the V Foundation. Member of the advisory council for the College of Arts and Letters at the University of Notre Dame. Chairman of the board of Saint Anselm College.

#### Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM's Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.

#### Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: adjunct professor of finance at the University of Notre Dame (2020–present). Chief investment officer (retired 2020) and vice president (retired 2020) of the University of Notre Dame. Assistant professor (retired June 2020) of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Member of the board of Catholic Investment Services, Inc. (investment advisors), the board of superintendence of the Institute for the Works of Religion, and the board of directors of Paxos Trust Company (finance).

#### Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chief executive officer of Purposeful (advisory firm for CEOs and C-level executives; 2021–present). Board chair (2020), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability

of the Guardian Life Insurance Company of America. Member of the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, and the NewYork-Presbyterian Hospital.

#### André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Member of the board (2018–present) of RIT Capital Partners (investment firm). Member of the investment committee of Partners Health Care System.

#### Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Colin W. Brown Distinguished Professor of the Practice of Law (2021–present), professor (2020–present), Distinguished Fellow of the Global Financial Markets Center (2020–present), and Rubenstein Fellow (2017–2020) at Duke University. Trustee (2017–present) of Amherst College and member of Amherst College Investment Committee (2019–present). Member of the Regenerative Crisis Response Committee (2020–present).

#### David A. Thomas
Born in 1956. Trustee since July 2021. Principal occupation(s) during the past five years and other experience: president of Morehouse College (2018–present). Professor of business administration, emeritus at Harvard University (2017–2018). Dean (2011–2016) and professor of management (2016–2017) at the Georgetown University McDonough School of Business. Director of DTE Energy Company (2013–present). Trustee of Common Fund (2019–present).

#### Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning

1 Mr. Buckley is considered an "interested person," as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.

------

Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Member of the BMW Group Mobility Council.

#### Executive Officers

#### Jacqueline Angell
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer ‎‎(November 2022–present) of Vanguard and of each of the investment companies served by Vanguard. Chief compliance officer (2018–2022) ‎and deputy chief compliance officer (2017–2019) of State Street Corporation.

#### Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2021–present) and treasurer (2017–2022) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).

#### John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard.

Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Special assistant to the President of the United States (2015).

#### Ashley Grim
Born in 1984. Principal occupation(s) during the past five years and other experience: treasurer (February 2022–present) of each of the ‎investment companies served by Vanguard. Fund transfer agent controller (2019–2022) and director of Audit Services (2017–2019) at ‎Vanguard. Senior manager (2015–2017) at PriceWaterhouseCoopers (audit and assurance, consulting, and tax services).

#### Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.

#### Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director

(2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express. Nonexecutive director of the board of National Grid (energy).

#### Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.

#### Vanguard Senior Management Team

---

| | |
|:---|:---|
| **Matthew Benchener** | **Thomas M. Rampulla** |
| **Joseph Brennan** | **Karin A. Risi** |
| **Mortimer J. Buckley** | **Anne E. Robinson** |
| **Gregory Davis** | **Michael Rollings** |
| **John James** | **Nitin Tandon** |
| **Chris D. McIsaac** | **Lauren Valente** |

---

------

![](tm231735d3bondindq3140i008.jpg)

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

#### Fund Information > 800-662-7447

#### Direct Investor Account Services > 800-662-2739

#### Institutional Investor Services > 800-523-1036

#### Text Telephone for People<br> Who Are Deaf or Hard of Hearing > 800-749-7273
This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund's current prospectus.

All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.

You can obtain a free copy of Vanguard's proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC's website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.

You can review information about your fund on the SEC's website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.© 2023 The Vanguard Group, Inc.<br> All rights reserved.<br> U.S. Patent No. 6,879,964.<br> Vanguard Marketing Corporation, Distributor.

Q3140 022023

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![](tm231735d3_tbdminq840img02.jpg)

#### Annual Report \| December 31, 2022

## Vanguard Total Bond Market Index Fund

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*Contents*

---

| | |
|:---|:---|
| Your Fund's Performance at a Glance<br>| 1 |
| About Your Fund's Expenses<br>| 2 |
| Performance Summary<br>| 4 |
| Financial Statements<br>| 8 |

---

Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

------

Your Fund's Performance at a Glance

• Despite some relief in midsummer and late fall, the 12 months ended December 31, 2022, were a volatile, challenging period for financial markets. Returns for Vanguard Total Bond Market Index Fund ranged from
 –13.25% for Investor Shares to –13.13% for Institutional Select Shares. The fund's benchmark, the Bloomberg U.S. Aggregate Float Adjusted Index, returned –13.07%.

• Overall, the economic backdrop deteriorated as inflation soared to multidecade highs, driven by government spending during the pandemic as well as higher energy and food prices in the wake of Russia's invasion
of Ukraine. That prompted aggressive tightening by many central banks to bring inflation back in check, which weighed on bond prices and increased fears of recession.

• With yields rising and prices falling, U.S. Treasuries returned –12.46%. Returns were higher for mortgage-backed bonds (–11.81%) and lower for corporate bonds (–15.76%), as measured by components
of the Bloomberg U.S. Aggregate Bond Index.

• By credit quality, lower-rated investment-grade bonds generally fared worse than higher-rated ones; by maturity, longer-dated bonds trailed those with shorter maturities.

• Over the past decade, the fund recorded an average annual return of about 1%, in line with its benchmark index.

*Market Barometer*

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| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;One Year | &nbsp;&nbsp;&nbsp;&nbsp;Three Years | &nbsp;&nbsp;&nbsp;&nbsp;Five Years |
| **Stocks** |  |  |  |
| Russell 1000 Index (Large-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.35% | &nbsp;&nbsp;&nbsp;&nbsp;9.13% |
| Russell 2000 Index (Small-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-20.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.10 | &nbsp;&nbsp;&nbsp;&nbsp;4.13 |
| Russell 3000 Index (Broad U.S. market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.07 | &nbsp;&nbsp;&nbsp;&nbsp;8.79 |
| FTSE All-World ex US Index (International) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-15.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61 | &nbsp;&nbsp;&nbsp;&nbsp;1.28 |
| **Bonds** |  |  |  |
| Bloomberg U.S. Aggregate Float Adjusted Index<br> (Broad taxable market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-13.07% | &nbsp;&nbsp;&nbsp;&nbsp;-2.67% | &nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Bloomberg Municipal Bond Index<br> (Broad tax-exempt market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-8.53 | &nbsp;&nbsp;&nbsp;&nbsp;-0.77 | &nbsp;&nbsp;&nbsp;&nbsp;1.25 |
| FTSE Three-Month U.S. Treasury Bill Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70 | &nbsp;&nbsp;&nbsp;&nbsp;1.24 |
| **CPI** |  |  |  |
| Consumer Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;3.78% |

---

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About Your Fund's Expenses

As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund's gross income, directly reduce the investment return of the fund.

A fund's expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The accompanying table illustrates your fund's costs in two ways:

**•** **Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The "Ending Account Value" shown is derived from the fund's actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.** 

To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading "Expenses Paid During Period."

**•** **Based on hypothetical 5% yearly return. This section is intended to help you compare your fund's costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund's actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.** 

Note that the expenses shown in the table are meant to highlight and help you compare *ongoing* costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a "sales load."

The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

You can find more information about the fund's expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund's current prospectus.

------

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| | | | |
|:---|:---|:---|:---|
| **Six Months Ended December 31, 2022** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning<br> Account Value<br> 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Ending<br> Account Value<br> 12/31/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Expenses<br> Paid During<br> Period |
| **Based on Actual Fund Return** | **Based on Actual Fund Return** | **Based on Actual Fund Return** | **Based on Actual Fund Return** |
| Total Bond Market Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$968.90 | &nbsp;&nbsp;&nbsp;&nbsp;$0.74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral™ Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969.60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05 |
| **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** |
| Total Bond Market Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1024.45 | &nbsp;&nbsp;&nbsp;&nbsp;$0.77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.05 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.05 |

---

The calculations are based on expenses incurred in the most recent six-month period. The fund's annualized six-month expense ratios for that period are 0.15% for Investor Shares, 0.03% for ETF Shares, 0.05% for Admiral Shares, 0.035% for Institutional Shares, 0.03% for Institutional Plus Shares, and 0.01% for Institutional Select Shares. The dollar amounts shown as "Expenses Paid" are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/365).

------

Total Bond Market Index Fund

Performance Summary

**All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor's shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.** 

#### Cumulative Performance: December 31, 2012, Through December 31, 2022
Initial Investment of $10,000

![](tm231735d3_tbdminq840img01.gif)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| ![](tm231735d3_tbdminq840img04.jpg) | &nbsp;&nbsp;&nbsp;Total Bond Market Index Fund Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.25% | &nbsp;&nbsp;&nbsp;&nbsp;-0.11% | &nbsp;&nbsp;&nbsp;&nbsp;0.90% | &nbsp;&nbsp;&nbsp;&nbsp;$10935 |
| ![](tm231735d3_tbdminq840img03.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| Total Bond Market Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;&nbsp;-13.15% | &nbsp;&nbsp;&nbsp;&nbsp;-0.01% | &nbsp;&nbsp;&nbsp;&nbsp;1.01% | &nbsp;&nbsp;&nbsp;&nbsp;$11059 |
| Total Bond Market Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;&nbsp;-13.12 | &nbsp;&nbsp;&nbsp;&nbsp;-0.03 | &nbsp;&nbsp;&nbsp;&nbsp;0.99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11040 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| Total Bond Market Index Fund Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.16% | &nbsp;&nbsp;&nbsp;&nbsp;-0.01% | &nbsp;&nbsp;&nbsp;&nbsp;1.00% | &nbsp;&nbsp;&nbsp;&nbsp;$11050 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $5,000,000<br> Investment |
| Total Bond Market Index Fund Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.15% | &nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;1.02% | &nbsp;&nbsp;&nbsp;&nbsp;$5532007 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564805 |

---

See Financial Highlights for dividend and capital gains information.

------

Total Bond Market Index Fund

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $100,000,000<br> Investment |
| Total Bond Market Index Fund Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.14% | &nbsp;&nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;&nbsp;1.02% | &nbsp;&nbsp;&nbsp;&nbsp;$110734290 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111296100 |

---

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Since<br> Inception<br> (6/24/2016) | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $3,000,000,000<br> Investment |
| Total Bond Market Index Fund Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.13% | &nbsp;&nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;&nbsp;0.23% | &nbsp;&nbsp;&nbsp;&nbsp;$3044786100 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;0.27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053676300 |

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"Since Inception" performance is calculated from the Institutional Select Shares' inception date for both the fund and its comparative standard(s).

------

Total Bond Market Index Fund

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| | | | |
|:---|:---|:---|:---|
| **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** | **Cumulative Returns of ETF Shares: December 31, 2012, Through December 31, 2022** |
|  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years |
| Total Bond Market Index Fund ETF Shares Market Price | &nbsp;&nbsp;&nbsp;-13.12% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0.14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.40% |
| Total Bond Market Index Fund ETF Shares Net Asset Value | &nbsp;&nbsp;&nbsp;-13.15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0.03 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.59 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.30 |

---

For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares' market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares' market price was above or below the NAV.

------

Total Bond Market Index Fund

Fund Allocation

As of December 31, 2022

---

| | |
|:---|:---|
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;2.5% |
| Corporate Bonds | 26.9 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;3.4 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;0.7 |
| U.S. Government and Agency Obligations | 66.5 |

---

The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.

The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.

------

Total Bond Market Index Fund

Financial Statements

Schedule of Investments

As of December 31, 2022

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.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (66.1%)** | **U.S. Government and Agency Obligations (66.1%)** | **U.S. Government and Agency Obligations (66.1%)** | **U.S. Government and Agency Obligations (66.1%)** | **U.S. Government and Agency Obligations (66.1%)** | **U.S. Government and Agency Obligations (66.1%)** |
| **U.S. Government Securities (44.5%)** | **U.S. Government Securities (44.5%)** | **U.S. Government Securities (44.5%)** | **U.S. Government Securities (44.5%)** | **U.S. Government Securities (44.5%)** | **U.S. Government Securities (44.5%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;194225 | &nbsp;&nbsp; 189096 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;648550 | &nbsp;&nbsp; 633147 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.125% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;358935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340988 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/15/24 | &nbsp;&nbsp; 589749 | &nbsp;&nbsp; 576848 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;541286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521834 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;480759 | &nbsp;&nbsp; 466712 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;504546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491380 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;313295 | &nbsp;&nbsp; 297043 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 3/31/24 | &nbsp;&nbsp; 417278 | &nbsp;&nbsp; 404173 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 3/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;951871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923464 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;775375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733699 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;300822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290246 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;872712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845031 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;461936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448800 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;621080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584592 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;672918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653046 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 5/31/24 | 1304187 | &nbsp;&nbsp;&nbsp;&nbsp;1256503 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;802230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778038 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;739778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694351 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;391554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375280 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;419533 | &nbsp;&nbsp; 403276 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 6/30/24 | 1088095 | &nbsp;&nbsp; 1061913 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 7/15/24 | &nbsp;&nbsp; 446747 | &nbsp;&nbsp; 418406 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;416564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398404 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;254475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244773 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/31/24 | &nbsp;&nbsp; 206740 | &nbsp;&nbsp; 201604 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448425 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;589190 | &nbsp;&nbsp; 568476 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 8/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;382444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362066 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 8/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;306793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293370 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 8/31/24 | &nbsp;&nbsp; 347256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340094 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;390820 | &nbsp;&nbsp; 364134 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;304503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289088 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;482058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462399 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;909015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904328 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;631945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589980 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;704346 | &nbsp;&nbsp; 667148 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;282595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271335 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;786960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784624 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50701 | &nbsp;&nbsp; 47326 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;606889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582803 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 7.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 11/30/24 | 1229766 | &nbsp;&nbsp; 1163474 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 11/30/24 | 1106025 | &nbsp;&nbsp;&nbsp;&nbsp;1058500 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/30/24 | &nbsp;&nbsp; 508574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508653 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.000% | 12/15/24 | &nbsp;&nbsp; 667621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624643 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;438703 | &nbsp;&nbsp; 416357 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;464650 | &nbsp;&nbsp; 445120 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 12/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;202198 | &nbsp;&nbsp; 201503 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;576640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539429 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;261760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245850 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;212880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204664 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;551810 | &nbsp;&nbsp; 519219 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;401814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382288 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 7.625% | 2/15/25 | &nbsp;&nbsp; 2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;169166 | &nbsp;&nbsp; 157879 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;343966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332250 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;551990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521372 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 3/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8842 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 3/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;196581 | &nbsp;&nbsp; 189301 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;484668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466265 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;426975 | &nbsp;&nbsp; 389615 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;208494 | &nbsp;&nbsp; 201718 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;522926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496780 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;514430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495782 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 5/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;605161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548994 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;255590 | &nbsp;&nbsp; 247044 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12020 | &nbsp;&nbsp; 11612 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;911940 | &nbsp;&nbsp; 825876 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;250502 | &nbsp;&nbsp; 241186 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;560988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543282 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;712415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642732 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;293610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283609 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 8/15/25 | 1470189 | &nbsp;&nbsp; 1387721 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;240880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233842 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.875% | 8/15/25 | &nbsp;&nbsp; 47289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50089 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 8/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;613825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551771 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;349785 | &nbsp;&nbsp; 336121 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13775 | &nbsp;&nbsp; 13495 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 9/30/25 | &nbsp;&nbsp; 146010 | &nbsp;&nbsp; 131067 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;259032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250330 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;779520 | &nbsp;&nbsp; 778911 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;530514 | &nbsp;&nbsp; 474313 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;204006 | &nbsp;&nbsp; 197025 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;742427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702522 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;834785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840002 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;874670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782283 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;275005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264563 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 12/31/25 | &nbsp;&nbsp; 73113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65299 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;360095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344285 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;964285 | &nbsp;&nbsp;&nbsp; 857611 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;539960 | &nbsp;&nbsp; 515915 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 2/15/26 | 1076077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994867 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;312549 | &nbsp;&nbsp; 278413 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;351250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333468 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;445505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399284 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;473185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445829 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 4/30/26 | 1932407 | &nbsp;&nbsp; 1727089 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;339170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320304 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;999944 | &nbsp;&nbsp; 920418 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;981245 | &nbsp;&nbsp; 874995 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;322175 | &nbsp;&nbsp; 301284 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;286605 | &nbsp;&nbsp; 256153 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;323405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299958 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;703524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621409 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;302795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279943 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 8/15/26 | &nbsp;&nbsp; 637414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580943 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.750% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35055 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;631854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559290 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;585567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530670 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;428350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380294 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;389485 | &nbsp;&nbsp; 356318 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;571987 | &nbsp;&nbsp; 511482 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 10/31/26 | &nbsp;&nbsp; 401104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366007 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;522821 | &nbsp;&nbsp; 483201 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.500% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54873 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;631040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565964 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;509990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464967 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;695530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622608 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;324504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296972 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;910339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821581 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 2/15/27 | &nbsp;&nbsp; 617425 | &nbsp;&nbsp; 574205 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;381606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349408 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16895 | &nbsp;&nbsp; 14659 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;621558 | &nbsp;&nbsp; 583196 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;434068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373638 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;670935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635606 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;550639 | &nbsp;&nbsp; 513127 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 5/31/27 | &nbsp;&nbsp; 615745 | &nbsp;&nbsp; 527905 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;662500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624406 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;386310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330355 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;382900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370097 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;551465 | &nbsp;&nbsp; 467797 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;755927 | &nbsp;&nbsp; 715060 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;508974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470721 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.375% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36671 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;783565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666887 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;560564 | &nbsp;&nbsp; 539192 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;299065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252009 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;389089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390426 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;560407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473807 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 10/31/27 | &nbsp;&nbsp; 456118 | &nbsp;&nbsp; 457686 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;763084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702991 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;734020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623344 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;889164 | &nbsp;&nbsp; 884162 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 12/31/27 | &nbsp;&nbsp; 647600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548537 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;396390 | &nbsp;&nbsp; 394160 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;780282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663484 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/15/28 | &nbsp;&nbsp; 667601 | &nbsp;&nbsp; 627336 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;443220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383593 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;623400 | &nbsp;&nbsp; 541774 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 4/30/28 | 1535813 | &nbsp;&nbsp; 1332318 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;755131 | &nbsp;&nbsp; 712419 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;632190 | &nbsp;&nbsp; 547239 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;702448 | &nbsp;&nbsp; 607069 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.000% | 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;774321 | &nbsp;&nbsp; 657931 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;951438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895690 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.500% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71225 | &nbsp;&nbsp; 76088 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/31/28 | &nbsp;&nbsp; 627455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535984 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;483265 | &nbsp;&nbsp; 415004 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;445915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384880 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 11/15/28 | &nbsp;&nbsp; 817900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779689 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.250% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45485 | &nbsp;&nbsp; 48122 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 11/30/28 | &nbsp;&nbsp; 1257730 | &nbsp;&nbsp;&nbsp;&nbsp;1091867 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;434005 | &nbsp;&nbsp; 381178 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;700661 | &nbsp;&nbsp; 647783 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45278 | &nbsp;&nbsp; 47995 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;478590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423926 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;573745 | &nbsp;&nbsp; 522018 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;341820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320029 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;835138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759062 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;465175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431886 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;586765 | &nbsp;&nbsp; 561186 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;825414 | &nbsp;&nbsp; 760026 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;586834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508895 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.125% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56442 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68225 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;486257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482534 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 10/31/29 | &nbsp;&nbsp; 437765 | &nbsp;&nbsp; 437833 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;231677 | &nbsp;&nbsp; 201921 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;555760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551852 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;211850 | &nbsp;&nbsp; 210658 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/15/30 | &nbsp;&nbsp; 247629 | &nbsp;&nbsp; 210872 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 5/15/30 | 1241512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981958 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;131653 | &nbsp;&nbsp; 150023 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 8/15/30 | 1322224 | &nbsp;&nbsp; 1040219 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 11/15/30 | 1658144 | &nbsp;&nbsp;&nbsp;&nbsp;1324961 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;730925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595361 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.375% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;350937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384495 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 5/15/31 | 1326472 | &nbsp;&nbsp; 1115687 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 8/15/31 | 1462859 | &nbsp;&nbsp; 1186973 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 11/15/31 | 1630134 | &nbsp;&nbsp;&nbsp;&nbsp;1326267 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/32 | 1478122 | &nbsp;&nbsp;&nbsp;&nbsp;1252709 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/32 | &nbsp;&nbsp; 1277810 | &nbsp;&nbsp;&nbsp; 1177182 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/32 | 1398925 | &nbsp;&nbsp;&nbsp;&nbsp;1272366 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 11/15/32 | 1093054 | &nbsp;&nbsp; 1114915 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;268193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285793 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;136248 | &nbsp;&nbsp; 142784 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 5/15/38 | &nbsp;&nbsp; 7883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;132956 | &nbsp;&nbsp; 124916 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 5/15/39 | &nbsp;&nbsp; 112115 | &nbsp;&nbsp; 115408 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;120862 | &nbsp;&nbsp; 128057 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;233466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243388 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.625% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;205527 | &nbsp;&nbsp; 220717 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90635 | &nbsp;&nbsp; 56774 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;184735 | &nbsp;&nbsp; 192153 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;773295 | &nbsp;&nbsp; 481014 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;211862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206665 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;441620 | &nbsp;&nbsp; 287191 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;160582 | &nbsp;&nbsp; 164145 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/41 | &nbsp;&nbsp; 1116149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788978 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.750% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;193230 | &nbsp;&nbsp; 210198 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;501821 | &nbsp;&nbsp; 377229 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;171728 | &nbsp;&nbsp; 178034 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 8/15/41 | &nbsp;&nbsp; 607481 | &nbsp;&nbsp; 416030 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.750% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84831 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;571640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408633 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78330 | &nbsp;&nbsp; 67633 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;521438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398004 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 2/15/42 | &nbsp;&nbsp; 187972 | &nbsp;&nbsp; 161920 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;163799 | &nbsp;&nbsp; 137694 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;441144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386897 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;275139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221358 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;361033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322786 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;278745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223692 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;359806 | &nbsp;&nbsp; 352610 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;324938 | &nbsp;&nbsp; 277060 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;316805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258592 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.625% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;334910 | &nbsp;&nbsp; 307960 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.750% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;388181 | &nbsp;&nbsp; 363616 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.625% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;341732 | &nbsp;&nbsp; 313646 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;432381 | &nbsp;&nbsp; 380901 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;483385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408007 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;365342 | &nbsp;&nbsp; 301578 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;433871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326827 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;451132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371549 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;304028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244838 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 11/15/45 | &nbsp;&nbsp; 177935 | &nbsp;&nbsp; 146324 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;314180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234997 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;524800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391796 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/46 | &nbsp;&nbsp; 427789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303062 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 11/15/46 | &nbsp;&nbsp; 490010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392697 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;242685 | &nbsp;&nbsp; 198698 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;144194 | &nbsp;&nbsp; 118059 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;381213 | &nbsp;&nbsp; 297882 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;402839 | &nbsp;&nbsp; 314718 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;545706 | &nbsp;&nbsp; 447564 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;558044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469454 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;561717 | &nbsp;&nbsp; 461310 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;423844 | &nbsp;&nbsp; 374175 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/49 | &nbsp;&nbsp; 577056 | &nbsp;&nbsp; 475711 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;583013 | &nbsp;&nbsp; 469417 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/49 | &nbsp;&nbsp; 101165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71226 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;263331 | &nbsp;&nbsp; 174251 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;843137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454635 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 8/15/50 | &nbsp;&nbsp; 910374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506965 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 11/15/50 | &nbsp;&nbsp; 1118007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666961 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;956460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608847 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;981223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705254 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 8/15/51 | 1014256 | &nbsp;&nbsp; 665130 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 11/15/51 | &nbsp;&nbsp; 995111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632051 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;894597 | &nbsp;&nbsp; 624121 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;659496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529658 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;773735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640507 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;710780 | &nbsp;&nbsp; 713890 |
|  |  |  |  |  | **123956688** |
| **Agency Bonds and Notes (1.3%)** | **Agency Bonds and Notes (1.3%)** | **Agency Bonds and Notes (1.3%)** | **Agency Bonds and Notes (1.3%)** | **Agency Bonds and Notes (1.3%)** | **Agency Bonds and Notes (1.3%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AID-Israel | 5.500% | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20557 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AID-Israel | 5.500% | 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp; 7230 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AID-Jordan | 3.000% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp; 5012 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.900% | 1/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13443 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.250% | 2/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp; 19656 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 5/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19970 | &nbsp;&nbsp; 19422 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48034 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19550 | &nbsp;&nbsp; 18979 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.250% | 6/17/24 | &nbsp;&nbsp; 27525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26957 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.100% | 6/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 17583 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.375% | 8/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp; 18410 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 9/26/24 | &nbsp;&nbsp; 57150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56755 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.875% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24540 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.500% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55070 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.625% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9764 | &nbsp;&nbsp; 9774 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11434 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 1.125% | 1/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13020 | &nbsp;&nbsp; 12176 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 1.750% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20060 | &nbsp;&nbsp; 18964 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.510% | 4/1/25 | &nbsp;&nbsp; 11125 | &nbsp;&nbsp; 10671 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19040 | &nbsp;&nbsp; 18987 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.500% | 2/13/24 | &nbsp;&nbsp; 57095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55664 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.125% | 2/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18725 | &nbsp;&nbsp; 18165 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.875% | 6/14/24 | &nbsp;&nbsp; 47350 | &nbsp;&nbsp; 46120 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 4.875% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22035 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.750% | 6/28/24 | &nbsp;&nbsp; 7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19950 | &nbsp;&nbsp; 18962 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 5.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24999 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.875% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14985 | &nbsp;&nbsp; 14547 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 4.500% | 10/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.000% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 16810 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 0.500% | 4/14/25 | &nbsp;&nbsp; 110650 | &nbsp;&nbsp; 101299 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 0.375% | 9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 9915 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.250% | 12/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36684 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 11/16/28 | &nbsp;&nbsp; 317125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303533 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 5.500% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21666 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39850 | &nbsp;&nbsp; 37480 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40041 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;244710 | &nbsp;&nbsp; 219948 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;191366 | &nbsp;&nbsp; 219609 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90654 | &nbsp;&nbsp; 105800 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11429 | &nbsp;&nbsp; 13216 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.500% | 2/5/24 | &nbsp;&nbsp; 99740 | &nbsp;&nbsp; 97289 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.750% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25577 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.625% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;536360 | &nbsp;&nbsp; 518722 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.625% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29170 | &nbsp;&nbsp; 27677 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.625% | 1/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36330 | &nbsp;&nbsp; 34318 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.625% | 4/22/25 | &nbsp;&nbsp; 27300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25045 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.500% | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp; 37319 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.375% | 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84475 | &nbsp;&nbsp; 76177 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.500% | 11/7/25 | &nbsp;&nbsp; 77575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69702 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.125% | 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34025 | &nbsp;&nbsp; 31774 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.875% | 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44362 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.750% | 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;216700 | &nbsp;&nbsp; 185844 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.250% | 5/15/29 | &nbsp;&nbsp; 27789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31027 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 7.125% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30944 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 7.250% | 5/15/30 | &nbsp;&nbsp; 47677 | &nbsp;&nbsp; 56710 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.875% | 8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;216240 | &nbsp;&nbsp; 169579 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.625% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34333 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 5.625% | 7/15/37 | &nbsp;&nbsp; 10765 | &nbsp;&nbsp; 11879 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 3.550% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 4131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 2.450% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp; 7972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 1.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 3.250% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 1.400% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9861 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Resolution Funding Corp. | 8.625% | 1/15/30 | &nbsp;&nbsp; 110 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 2.875% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9337 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 0.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 6.750% | 11/1/25 | &nbsp;&nbsp; 17306 | &nbsp;&nbsp; 18378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 2.875% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30250 | &nbsp;&nbsp; 28767 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 7.125% | 5/1/30 | &nbsp;&nbsp; 27165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31702 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 1.500% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13725 | &nbsp;&nbsp; 10774 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.700% | 7/15/33 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 7958 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.650% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15169 | &nbsp;&nbsp; 15067 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.880% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp; 11900 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 6.150% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.250% | 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30250 | &nbsp;&nbsp; 31412 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 3.500% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1740 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.875% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp; 6801 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.250% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp; 10901 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.375% | 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22598 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.625% | 9/15/60 | &nbsp;&nbsp; 7468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6999 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.250% | 9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14725 | &nbsp;&nbsp; 12754 |
|  |  |  |  |  | **3570648** |
| **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** |  |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | 6.000% | 1/1/26–<br> 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp; 126 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | 6.500% | 2/1/29–<br> 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp; 102 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 2.000% | 1/1/28–<br> 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21262 | &nbsp;&nbsp; 19632 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 2.500% | 5/1/23–<br> 3/1/43 | &nbsp;&nbsp; 313748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292424 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.000% | 4/1/23–<br> 12/1/47 | 1050902 | &nbsp;&nbsp; 957028 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.500% | 4/1/24–<br> 7/1/48 | &nbsp;&nbsp; 1101472 | &nbsp;&nbsp; 1028413 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.000% | 5/1/23–<br> 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;673624 | &nbsp;&nbsp; 648913 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.500% | 2/1/23–<br> 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;325469 | &nbsp;&nbsp; 321515 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.000% | 3/1/23–<br> 11/1/48 | &nbsp;&nbsp; 113506 | &nbsp;&nbsp; 115019 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.500% | 3/1/23–<br> 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76005 | &nbsp;&nbsp; 77134 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 6.000% | 1/1/23–<br> 5/1/40 | &nbsp;&nbsp; 37149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38835 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 7.000% | 4/1/23–<br> 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 7.500% | 4/1/23–<br> 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 8.000% | 8/1/23–<br> 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 | &nbsp;&nbsp; 401 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 8.500% | 5/1/24–<br> 7/1/31 | &nbsp;&nbsp;&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;&nbsp;61 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 9.000% | 12/1/24–<br> 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.000% | 1/15/26–<br> 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.500% | 11/15/25–<br> 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70090 | &nbsp;&nbsp; 65974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.000% | 6/15/24–<br> 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86702 | &nbsp;&nbsp; 83744 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.500% | 6/15/23–<br> 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 5.000% | 3/15/34–<br> 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 5.500% | 8/15/23–<br> 2/15/41 | &nbsp;&nbsp;&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;&nbsp;53 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 6.000% | 12/15/23–<br> 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 6.500% | 11/15/23–<br> 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp; 6151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 7.000% | 3/15/23–<br> 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp; 1519 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 7.500% | 5/15/23–<br> 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 8.000% | 4/15/23–<br> 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 8.500% | 6/15/24–<br> 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp; 74 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 9.000% | 9/15/24–<br> 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp; 103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 9.500% | 12/15/24–<br> 9/15/25 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 1.500% | 3/20/51–<br> 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.000% | 8/20/50–<br> 1/20/52 | 2630345 | &nbsp;&nbsp; 2208182 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.500% | 6/20/27–<br> 1/15/53 | 2700580 | &nbsp;&nbsp;&nbsp;&nbsp;2354825 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.000% | 10/20/26–<br> 1/15/53 | &nbsp;&nbsp; 2677224 | &nbsp;&nbsp; 2410457 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.500% | 9/20/25–<br> 12/20/52 | 2015832 | &nbsp;&nbsp;&nbsp;&nbsp;1879569 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.000% | 9/20/25–<br> 1/15/53 | 1343390 | &nbsp;&nbsp;&nbsp;&nbsp;1291991 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.500% | 8/20/33–<br> 1/15/53 | &nbsp;&nbsp; 1014190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996208 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.000% | 12/20/32–<br> 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;568576 | &nbsp;&nbsp; 567268 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.500% | 8/20/23–<br> 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;216295 | &nbsp;&nbsp; 217602 |
| <sup>1,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 6.000% | 7/20/23–<br> 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44799 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 6.500% | 3/20/31–<br> 9/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp; 7174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 7.000% | 3/20/28–<br> 11/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 7.500% | 8/20/30 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 8.500% | 10/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 1.500% | 7/1/35–<br> 9/1/51 | 3443070 | &nbsp;&nbsp;&nbsp;&nbsp;2782380 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 2.000% | 7/1/23–<br> 1/25/53 | &nbsp;&nbsp;14433115 | &nbsp;&nbsp; 12036289 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 2.500% | 11/1/26–<br> 1/25/53 | 10304657 | &nbsp;&nbsp;&nbsp;&nbsp;8888954 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 3.000% | 11/1/25–<br> 6/1/52 | 6450298 | &nbsp;&nbsp;&nbsp;&nbsp;5783675 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 3.500% | 5/1/23–<br> 1/25/53 | 3944370 | &nbsp;&nbsp; 3659276 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 4.000% | 3/1/23–<br> 1/25/53 | 3183661 | &nbsp;&nbsp; 3037635 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 4.500% | 7/1/23–<br> 1/25/53 | 2214592 | &nbsp;&nbsp; 2157292 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 5.000% | 5/1/23–<br> 1/25/53 | 1433941 | &nbsp;&nbsp; 1425114 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 5.500% | 3/1/23–<br> 1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;664253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671487 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 6.000% | 4/1/23–<br> 1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;213614 | &nbsp;&nbsp; 219841 |
| <sup>1,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 6.500% | 1/25/53 | &nbsp;&nbsp; 57275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58689 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 7.000% | 6/1/23–<br> 10/1/38 | &nbsp;&nbsp; 7733 | &nbsp;&nbsp; 8120 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 7.500% | 6/1/23–<br> 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 8.000% | 10/1/23–<br> 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 8.500% | 7/1/24–<br> 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 9.000% | 8/1/24–<br> 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp; 19 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 9.500% | 1/1/25–<br> 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp; 14 |
|  |  |  |  |  | &nbsp;&nbsp; **56606974** |
| **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>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | 2.318% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.290% | 2.409% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp; 401 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.560% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp; 612 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.335% | 1.710% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.434% | 3.684% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp; 131 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.460% | 1.835% | 2/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.465% | 3.715% | 10/1/37 | &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;&nbsp;&nbsp;239 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.478% | 2.672% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp; 1177 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.780% | 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.552% | 3.802% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.556% | 3.806% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp; 148 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.585% | 3.835% | 10/1/34 | &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;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.593% | 3.358% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.596% | 3.846% | 11/1/33 | &nbsp;&nbsp;&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;&nbsp;73 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.599% | 3.849% | 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.606% | 2.227% | 4/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.623% | 1.998% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp; 100 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.127% | 3/1/38 | &nbsp;&nbsp;&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;&nbsp;96 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.633% | 3.883% | 1/1/35 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.885% | 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.640% | 3.890% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.658% | 3.908% | 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.665% | 3.915% | 6/1/36 | &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;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.670% | 2.045% | 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.670% | 3.874% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.682% | 3.359% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.685% | 3.935% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp; 143 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.161% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp; 120 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.940% | 10/1/39–<br> 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.692% | 3.828% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp; 618 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.695% | 3.945% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp; 133 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.698% | 3.948% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.950% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.075% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.701% | 3.951% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp; 516 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.703% | 2.332% | 4/1/36 | &nbsp;&nbsp; 116 | &nbsp;&nbsp; 117 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.704% | 3.531% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.955% | 11/1/39 | &nbsp;&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;&nbsp;93 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.721% | 2.528% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.479% | 6/1/41 | &nbsp;&nbsp; 116 | &nbsp;&nbsp; 120 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.737% | 3.987% | 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.739% | 3.919% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp; 201 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.747% | 3.852% | 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.748% | 2.408% | 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp; 105 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.173% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.000% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp; 175 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.751% | 3.843% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.775% | 2.891% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.280% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp; 195 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.783% | 3.314% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.794% | 3.725% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp; 174 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.446% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.797% | 3.844% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181 | &nbsp;&nbsp; 1173 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.805% | 4.055% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.810% | 4.060% | 9/1/33–<br> 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.812% | 2.769% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.883% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.063% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.231% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp; 311 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.447% | 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.815% | 4.065% | 11/1/40–<br> 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.575% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.649% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.076% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp; 135 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.482% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.080% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.834% | 3.222% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.210% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.609% | 1/1/40 | &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;&nbsp;&nbsp;220 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.838% | 4.013% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.839% | 4.089% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.090% | 8/1/39 | &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;&nbsp;&nbsp;290 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.843% | 2.995% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.779% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp; 190 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.914% | 3.289% | 4/1/37 | &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;&nbsp;&nbsp;203 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.925% | 4.175% | 10/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 2.130% | 3.666% | 10/1/36 | &nbsp;&nbsp; 174 | &nbsp;&nbsp; 178 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.155% | 4.280% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.185% | 3.079% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.190% | 4.315% | 12/1/36 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.235% | 4.360% | 12/1/35 | &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;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.268% | 2.643% | 5/1/33 | &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;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.268% | 4.393% | 9/1/33 | &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;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.275% | 4.400% | 11/1/32 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 152 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 6M USD LIBOR + 1.058% | 3.592% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 6M USD LIBOR + 1.415% | 3.088% | 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.090% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.486% | 2.492% | 3/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.532% | 3.551% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% | 2.050% | 4/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 2.057% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp; 19 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 1.875% | 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.390% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.660% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp; 160 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.890% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp; 176 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.910% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp; 150 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 3.915% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.074% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp; 163 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 1.995% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.993% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 1.995% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.000% | 5/1/33 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.412% | 3/1/36 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.500% | 4/1/33 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.125% | 5/1/38 | &nbsp;&nbsp;&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;&nbsp;44 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.767% | 2.845% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 3.653% | 3/1/36 | &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;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 3.858% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.790% | 3.890% | 6/1/41 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 2.842% | 12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp; 136 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.811% | 3.972% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp; 189 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 3.010% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp; 136 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.855% | 4.105% | 5/1/37 | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.879% | 4.129% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp; 153 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.216% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.380% | 3/1/41 | &nbsp;&nbsp;&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;&nbsp;51 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.255% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp; 14 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.357% | 5/1/40 | &nbsp;&nbsp;&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;&nbsp;50 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.612% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp; 160 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.865% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp; 103 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.130% | 6/1/40 | &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;&nbsp;&nbsp;322 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.657% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 154 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.891% | 4.141% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp; 186 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.899% | 3.966% | 12/1/39 | &nbsp;&nbsp;&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;&nbsp;80 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 4.150% | 6/1/40–<br> 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.390% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp; 107 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.410% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp; 137 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.615% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 2.451% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp; 195 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.585% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.125% | 3.250% | 6/1/35 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.489% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | &nbsp;&nbsp; 132 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.375% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.627% | 6/1/34 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.192% | 11/1/36 | &nbsp;&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;&nbsp;97 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.375% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | 4.440% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.409% | 4.534% | 11/1/33 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.411% | 2.578% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 3.020% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 3.897% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp; 15 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.945% | 3/1/37 | &nbsp;&nbsp;&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;&nbsp;41 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 4.026% | 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.750% | 10/20/38–<br> 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.625% | 1/20/41–<br> 1/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 6/20/29–<br> 6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.625% | 7/20/38 | &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;&nbsp;&nbsp;99 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.250% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.000% | 5/20/41 | &nbsp;&nbsp; 118 | &nbsp;&nbsp; 120 |
|  |  |  |  |  | **41661** |
| **Total U.S. Government and Agency Obligations (Cost $206,879,515)** | **Total U.S. Government and Agency Obligations (Cost $206,879,515)** | **Total U.S. Government and Agency Obligations (Cost $206,879,515)** | **Total U.S. Government and Agency Obligations (Cost $206,879,515)** | **Total U.S. Government and Agency Obligations (Cost $206,879,515)** | &nbsp;&nbsp;**184175971** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | &nbsp;&nbsp; 7775 | &nbsp;&nbsp; 7560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-2 | 4.760% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp; 9417 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-2 | 4.870% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp; 2612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26270 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48052 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2022-3 | 3.750% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp; 27639 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.170% | 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.410% | 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp; 15022 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2022-A1 | 3.530% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8040 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK5 | 3.390% | 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8985 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK5 | 3.624% | 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.254% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5076 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.518% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp; 3143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.741% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK7 | 3.175% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK7 | 3.435% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK7 | 3.748% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK8 | 3.488% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7367 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK8 | 3.731% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK8 | 4.096% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK9 | 3.279% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698 | &nbsp;&nbsp; 3474 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK9 | 3.538% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK10 | 3.641% | 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp; 1715 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK10 | 3.688% | 2/15/61 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; 7070 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK10 | 3.898% | 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK11 | 4.046% | 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK12 | 4.255% | 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK12 | 4.353% | 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK13 | 3.953% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK13 | 4.217% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp; 8170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 3.966% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.128% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.231% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.481% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK15 | 4.407% | 11/15/61 | &nbsp;&nbsp; 7690 | &nbsp;&nbsp; 7363 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK16 | 4.005% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp; 6194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK17 | 3.714% | 4/15/52 | &nbsp;&nbsp; 7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK17 | 3.976% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK18 | 3.584% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21125 | &nbsp;&nbsp; 19131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK18 | 3.826% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK19 | 3.183% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15850 | &nbsp;&nbsp; 13967 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK19 | 4.031% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK20 | 3.011% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK21 | 2.851% | 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp; 18634 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK21 | 3.093% | 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK22 | 2.978% | 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16943 | &nbsp;&nbsp; 14743 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK23 | 2.920% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK23 | 3.203% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK24 | 2.960% | 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK24 | 3.283% | 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp; 3129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK25 | 2.649% | 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11830 | &nbsp;&nbsp; 10035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK25 | 2.841% | 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK26 | 2.403% | 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8722 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK26 | 2.687% | 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK27 | 2.144% | 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9540 | &nbsp;&nbsp; 7732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK27 | 2.551% | 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK28 | 1.844% | 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp; 2218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK29 | 1.997% | 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK30 | 1.925% | 12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK30 | 2.111% | 12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp; 411 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK31 | 2.036% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK31 | 2.211% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK32 | 2.643% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4451 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK33 | 2.556% | 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2090 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK34 | 2.438% | 6/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp; 7887 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK35 | 2.285% | 6/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK36 | 2.470% | 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK36 | 2.695% | 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK37 | 2.618% | 11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6773 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2022-BNK43 | 4.399% | 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11575 | &nbsp;&nbsp; 10944 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2022-BNK43 | 4.830% | 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp; 2163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9108 | &nbsp;&nbsp; 8514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21595 | &nbsp;&nbsp; 19690 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15870 | &nbsp;&nbsp; 13860 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp; 7884 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp; 4618 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Dryrock Issuance Trust Series 2022-1 | 3.070% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp; 6011 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | &nbsp;&nbsp; 17475 | &nbsp;&nbsp; 16360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7942 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | &nbsp;&nbsp; 7635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp; 7724 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C11 | 2.322% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C11 | 2.536% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp; 4315 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2022-C14 | 2.946% | 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13150 | &nbsp;&nbsp; 11071 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | &nbsp;&nbsp; 7960 | &nbsp;&nbsp; 7432 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | &nbsp;&nbsp; 17575 | &nbsp;&nbsp; 16557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp; 7547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13150 | &nbsp;&nbsp; 12470 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18625 | &nbsp;&nbsp; 17691 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8432 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B5 | 4.419% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1159 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21632 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10690 | &nbsp;&nbsp; 10174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 3140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5621 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp; 2164 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15840 | &nbsp;&nbsp; 14454 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp; 3151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13650 | &nbsp;&nbsp; 11999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13355 | &nbsp;&nbsp; 11639 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21666 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2313 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6642 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9673 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp; 2911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp; 911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B29 | 2.388% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B29 | 2.612% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13225 | &nbsp;&nbsp; 10805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B31 | 2.669% | 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B32 | 3.002% | 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14450 | &nbsp;&nbsp; 12179 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B32 | 3.411% | 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3401 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B33 | 3.458% | 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B34 | 3.786% | 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B36 | 4.470% | 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B36 | 4.951% | 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C1 | 3.374% | 2/17/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp; 3182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C2 | 4.813% | 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 4189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C3 | 5.313% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp; 13185 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C3 | 5.326% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp; 4219 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2022-1 | 1.230% | 5/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2022-A | 3.210% | 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2022-A | 3.440% | 12/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6787 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19866 | &nbsp;&nbsp; 18120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp; 11592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | &nbsp;&nbsp; 27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28450 | &nbsp;&nbsp; 27283 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25335 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5362 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp; 1274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-1 | 3.170% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4983 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-1 | 3.320% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-2 | 3.660% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp; 7987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-2 | 3.690% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp; 1411 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp; 1316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp; 764 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6739 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1184 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-2 | 3.490% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-2 | 3.620% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177 | &nbsp;&nbsp; 1132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9773 | &nbsp;&nbsp; 9102 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD5 | 3.431% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 3411 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | &nbsp;&nbsp; 7375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp; 5876 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18130 | &nbsp;&nbsp; 15459 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5502 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp; 7643 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp; 5419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp; 13128 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13430 | &nbsp;&nbsp; 12289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp; 2411 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Series 2022-A1 | 3.970% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Series 2007-A3 | 6.150% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12840 | &nbsp;&nbsp; 12361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2627 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC15 | 3.942% | 9/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp; 134 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp; 142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp; 3105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1128 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/11/47 | &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;&nbsp;&nbsp;242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.477% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp; 140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3737 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp; 10883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4252 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8565 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.515% | 9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp; 2151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-C2 | 2.832% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3190 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14925 | &nbsp;&nbsp; 14052 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11645 | &nbsp;&nbsp; 10882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | &nbsp;&nbsp; 3115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1156 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | &nbsp;&nbsp; 17325 | &nbsp;&nbsp; 16209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | &nbsp;&nbsp; 4112 | &nbsp;&nbsp; 3817 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-C6 | 4.412% | 11/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2185 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | &nbsp;&nbsp; 7722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6639 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22410 | &nbsp;&nbsp; 19157 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp; 13851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14355 | &nbsp;&nbsp; 12102 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp; 2119 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2022-GC48 | 4.580% | 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp; 6512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 3813 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2021-C | 1.160% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-B | 3.890% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 1012 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-B | 3.910% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-C | 5.150% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3126 | &nbsp;&nbsp; 3109 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp; 1414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5770 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp; 1712 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | &nbsp;&nbsp; 974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp; 1742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 4.590% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 4.623% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 4.673% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR16 | 3.653% | 4/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR16 | 4.278% | 4/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp; 2166 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp; 1312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 8119 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4783 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | &nbsp;&nbsp; 7529 | &nbsp;&nbsp; 7256 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11435 | &nbsp;&nbsp; 11172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5509 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS4 | 3.420% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp; 7777 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp; 10322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 7546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp; 8914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp; 2191 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16170 | &nbsp;&nbsp; 15311 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5626 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 4.338% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1106 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp; 2517 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC21 | 3.445% | 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11545 | &nbsp;&nbsp; 10942 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15475 | &nbsp;&nbsp; 14668 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 | &nbsp;&nbsp; 4124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2017-COR2 | 3.317% | 9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2018-COR3 | 3.961% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp; 16554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 7004 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 2716 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11085 | &nbsp;&nbsp; 10557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.109% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp; 10822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7254 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15825 | &nbsp;&nbsp; 14736 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16475 | &nbsp;&nbsp; 15518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24650 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15960 | &nbsp;&nbsp; 14126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 13267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp; 2165 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Trucks Retail Trust Series 2022-1 | 5.230% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Trucks Retail Trust Series 2022-1 | 5.390% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp; 1147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | &nbsp;&nbsp; 7275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7222 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | &nbsp;&nbsp; 2174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 2501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12175 | &nbsp;&nbsp; 11332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A1 | 1.960% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp; 13233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A2 | 3.320% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26050 | &nbsp;&nbsp; 25124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A3 | 3.560% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28425 | &nbsp;&nbsp; 27550 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A4 | 5.030% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15375 | &nbsp;&nbsp; 15523 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | &nbsp;&nbsp;&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;&nbsp;58 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | &nbsp;&nbsp; 3742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-2 | 1.390% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-3 | 1.110% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1166 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-3 | 1.470% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401 | &nbsp;&nbsp; 2374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4218 | &nbsp;&nbsp; 4160 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp; 2158 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp; 2513 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-1A | 2.560% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-1A | 3.020% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-2A | 3.650% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-2A | 3.850% | 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-2A | 4.560% | 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-3A | 4.860% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-3A | 5.300% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-3A | 6.760% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-4A | 4.920% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp; 1612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-4A | 5.980% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-5A | 6.510% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-5A | 7.400% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2013-M12 | 2.491% | 3/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp; 1161 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2013-M14 | 2.605% | 4/25/23 | &nbsp;&nbsp;&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;&nbsp;43 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2013-M14 | 3.329% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208 | &nbsp;&nbsp; 6120 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M1 | 3.298% | 7/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp; 4014 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M2 | 3.513% | 12/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5216 | &nbsp;&nbsp; 5131 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M7 | 3.212% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp; 7844 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp; 5115 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9682 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | &nbsp;&nbsp; 7258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6964 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 | &nbsp;&nbsp; 3715 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M11 | 2.854% | 4/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712 | &nbsp;&nbsp; 2601 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M12 | 2.802% | 5/25/25 | &nbsp;&nbsp; 7549 | &nbsp;&nbsp;&nbsp; 7211 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | &nbsp;&nbsp; 7321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6989 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4911 | &nbsp;&nbsp; 4615 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15761 | &nbsp;&nbsp; 14717 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8641 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18928 | &nbsp;&nbsp; 17571 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | &nbsp;&nbsp; 16274 | &nbsp;&nbsp; 15098 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M12 | 2.308% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M12 | 2.451% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16601 | &nbsp;&nbsp; 15424 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M13 | 2.510% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp; 5104 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M1 | 2.414% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9426 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M2 | 2.759% | 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M3 | 2.471% | 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8129 | &nbsp;&nbsp; 7519 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M4 | 2.555% | 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11366 | &nbsp;&nbsp; 10535 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M5 | 3.099% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp; 1100 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | &nbsp;&nbsp; 10911 | &nbsp;&nbsp; 10257 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13513 | &nbsp;&nbsp; 12726 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M10 | 2.540% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4638 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M12 | 3.062% | 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13842 | &nbsp;&nbsp; 13010 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M13 | 2.930% | 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M14 | 2.866% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M15 | 3.158% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13473 | &nbsp;&nbsp; 12666 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M1 | 2.993% | 12/25/27 | &nbsp;&nbsp; 7171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6694 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M2 | 2.905% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26258 | &nbsp;&nbsp; 24474 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M3 | 3.069% | 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2837 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M4 | 3.056% | 3/25/28 | &nbsp;&nbsp; 10769 | &nbsp;&nbsp; 10074 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M7 | 3.033% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6256 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M8 | 3.302% | 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M10 | 3.358% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3392 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M12 | 3.631% | 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M13 | 3.744% | 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M14 | 3.581% | 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9662 | &nbsp;&nbsp; 9186 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M1 | 3.547% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18589 | &nbsp;&nbsp; 17630 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M2 | 3.626% | 11/25/28 | &nbsp;&nbsp; 10763 | &nbsp;&nbsp; 10247 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | &nbsp;&nbsp; 17675 | &nbsp;&nbsp; 16270 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp; 9774 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11884 | &nbsp;&nbsp; 10945 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16584 | &nbsp;&nbsp; 15175 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41325 | &nbsp;&nbsp; 37388 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13892 | &nbsp;&nbsp; 12275 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 7488 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6102 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21086 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M25 | 2.330% | 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4959 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M1 | 2.151% | 10/25/29 | &nbsp;&nbsp; 7102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13285 | &nbsp;&nbsp; 11594 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6885 | &nbsp;&nbsp; 5910 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8522 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp; 7682 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | &nbsp;&nbsp; 18015 | &nbsp;&nbsp; 14142 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 11253 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M52 | 1.317% | 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15325 | &nbsp;&nbsp; 12030 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M1 | 1.390% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M1G | 1.467% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M3G | 1.246% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp; 11805 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M4 | 1.465% | 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14675 | &nbsp;&nbsp; 11494 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M11 | 1.459% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20925 | &nbsp;&nbsp; 16300 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M13 | 1.602% | 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M13 | 1.626% | 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M19 | 1.739% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18150 | &nbsp;&nbsp; 14313 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M1 | 1.669% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20350 | &nbsp;&nbsp; 15899 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M1G | 1.532% | 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3621 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M3 | 1.707% | 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M4 | 2.290% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8846 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M8 | 1.937% | 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp; 8016 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M10 | 1.938% | 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15175 | &nbsp;&nbsp; 12089 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | &nbsp;&nbsp; 17403 | &nbsp;&nbsp;&nbsp; 17164 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6377 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp; 15 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19450 | &nbsp;&nbsp; 19086 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10850 | &nbsp;&nbsp; 10587 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp; 14026 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp; 13626 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32970 | &nbsp;&nbsp; 31618 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | &nbsp;&nbsp;&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;473 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp; 10549 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K044 | 2.811% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 | &nbsp;&nbsp; 7972 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8872 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp; 610 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6634 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp; 11220 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8977 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9981 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | &nbsp;&nbsp; 7025 | &nbsp;&nbsp; 6749 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15825 | &nbsp;&nbsp; 15001 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.263% | 4/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp; 143 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 13399 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp; 10895 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18025 | &nbsp;&nbsp; 16891 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11575 | &nbsp;&nbsp; 10841 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6185 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp; 4132 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp; 12263 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12850 | &nbsp;&nbsp; 12321 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28063 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 13507 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10060 | &nbsp;&nbsp; 9510 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18126 | &nbsp;&nbsp;&nbsp; 17171 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | &nbsp;&nbsp; 7675 | &nbsp;&nbsp; 7283 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13245 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9535 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp; 9175 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16150 | &nbsp;&nbsp; 15531 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp; 10549 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35850 | &nbsp;&nbsp; 34911 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K077 | 3.850% | 5/25/28 | &nbsp;&nbsp; 17950 | &nbsp;&nbsp; 17425 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9882 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11250 | &nbsp;&nbsp; 10937 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31075 | &nbsp;&nbsp; 30150 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11640 | &nbsp;&nbsp; 11298 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9354 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34636 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | &nbsp;&nbsp; 37950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36938 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | &nbsp;&nbsp; 15101 | &nbsp;&nbsp; 14517 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16080 | &nbsp;&nbsp; 15376 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9969 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12175 | &nbsp;&nbsp; 11465 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp; 19295 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13215 | &nbsp;&nbsp; 12335 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21443 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15725 | &nbsp;&nbsp; 14318 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15850 | &nbsp;&nbsp; 14327 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp; 12210 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23321 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12180 | &nbsp;&nbsp; 10842 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21365 | &nbsp;&nbsp; 18888 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19195 | &nbsp;&nbsp; 16992 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp; 14871 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25885 | &nbsp;&nbsp; 22414 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp; 4767 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K106 | 2.069% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 21317 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K107 | 1.639% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8043 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9277 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15520 | &nbsp;&nbsp; 12413 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19720 | &nbsp;&nbsp; 15771 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19215 | &nbsp;&nbsp; 15366 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20252 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K119 | 1.566% | 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | &nbsp;&nbsp; 17380 | &nbsp;&nbsp; 13922 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10880 | &nbsp;&nbsp; 8746 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8729 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22275 | &nbsp;&nbsp; 17978 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18650 | &nbsp;&nbsp; 15064 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35437 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22825 | &nbsp;&nbsp; 19053 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | &nbsp;&nbsp; 27475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22972 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15240 | &nbsp;&nbsp; 12649 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21524 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8072 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21402 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6363 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp; 10563 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp; 9748 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | &nbsp;&nbsp; 7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6362 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K138 | 2.476% | 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8655 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 2.250% | 1/25/32 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.350% | 3/25/32 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6528 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.711% | 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K148 | 3.500% | 7/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33125 | &nbsp;&nbsp; 30615 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9321 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 7786 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 | &nbsp;&nbsp; 4918 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | &nbsp;&nbsp; 11212 | &nbsp;&nbsp; 10367 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp; 2910 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.406% | 3/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9441 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24937 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8731 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10792 | &nbsp;&nbsp; 10478 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25578 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41695 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15409 | &nbsp;&nbsp; 15019 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13039 | &nbsp;&nbsp; 12714 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 12876 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp; 19580 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19890 | &nbsp;&nbsp; 18832 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22039 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K738 | 1.545% | 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp; 7419 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20607 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp; 10848 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp; 7176 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15675 | &nbsp;&nbsp; 13449 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8990 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K747 | 2.050% | 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp; 8014 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K749 | 2.120% | 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23775 | &nbsp;&nbsp; 21768 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp; 4769 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13170 | &nbsp;&nbsp; 11751 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22265 | &nbsp;&nbsp; 18415 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13375 | &nbsp;&nbsp; 11347 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14450 | &nbsp;&nbsp; 11038 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9879 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19930 | &nbsp;&nbsp; 14141 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4449 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8694 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13075 | &nbsp;&nbsp; 10365 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10075 | &nbsp;&nbsp; 7640 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9042 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KS03 | 3.161% | 5/25/25 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6853 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KS06 | 2.720% | 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10806 | &nbsp;&nbsp; 10152 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp; 11034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp; 8131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2022-A | 3.370% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2022-A | 3.810% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp; 186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp; 1743 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | &nbsp;&nbsp; 7510 | &nbsp;&nbsp; 7263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-C | 4.480% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp; 6719 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-C | 4.590% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11408 | &nbsp;&nbsp; 10916 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16825 | &nbsp;&nbsp; 16282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | &nbsp;&nbsp; 7925 | &nbsp;&nbsp; 7696 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-1 | 1.900% | 3/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11070 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-1 | 1.960% | 2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-2 | 3.420% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-2 | 4.020% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; 510 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-3 | 4.010% | 9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 5145 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-3 | 4.110% | 8/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp; 2100 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4577 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4307 | &nbsp;&nbsp; 4193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307 | &nbsp;&nbsp; 3179 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.480% | 6/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp; 6129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.260% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.510% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.100% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.250% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.640% | 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.710% | 12/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.820% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp; 8161 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.880% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp; 129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | &nbsp;&nbsp; 7350 | &nbsp;&nbsp; 7284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18304 | &nbsp;&nbsp; 17923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 4.511% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp; 10996 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 5916 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2168 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp; 2156 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp; 4105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp; 10404 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7779 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp; 11279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13194 | &nbsp;&nbsp; 12129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp; 3146 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC38 | 3.968% | 2/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | &nbsp;&nbsp; 7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6833 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp; 2171 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | &nbsp;&nbsp; 7970 | &nbsp;&nbsp; 7008 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp; 13839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp; 3210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | &nbsp;&nbsp; 7164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | &nbsp;&nbsp; 7370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6228 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | &nbsp;&nbsp; 2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9294 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp; 1719 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2022-A | 3.060% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2022-A | 3.260% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp; 1218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | &nbsp;&nbsp; 7606 | &nbsp;&nbsp; 7338 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp; 5410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-1 | 1.880% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-1 | 2.040% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-2 | 3.730% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-2 | 3.760% | 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp; 876 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp; 2146 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp; 1199 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2022-B | 3.720% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2022-C | 5.090% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11025 | &nbsp;&nbsp; 11048 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2022-C | 5.200% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp; 215 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | &nbsp;&nbsp; 9174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9054 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.943% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp; 1574 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14325 | &nbsp;&nbsp; 13046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 3.397% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5409 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4239 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776 | &nbsp;&nbsp; 1761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.052% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp; 1172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp; 319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.883% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15816 | &nbsp;&nbsp; 15458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp; 1138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.735% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp; 2147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp; 2130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2187 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | &nbsp;&nbsp; 17150 | &nbsp;&nbsp; 16423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp; 2712 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.227% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6409 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp; 1276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp; 2513 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 | &nbsp;&nbsp; 1418 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8247 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 4.736% | 3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | &nbsp;&nbsp; 17175 | &nbsp;&nbsp; 16039 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.876% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | 3.454% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | &nbsp;&nbsp; 17650 | &nbsp;&nbsp; 16304 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11975 | &nbsp;&nbsp; 10699 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.414% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp; 13289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5081 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp; 2144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp; 12335 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15695 | &nbsp;&nbsp; 13520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp; 3163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp; 518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.070% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.198% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.743% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp; 1717 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp; 3218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.869% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.315% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.431% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4826 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2658 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.272% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11975 | &nbsp;&nbsp; 11261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.140% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1161 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp; 10661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 12931 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13521 | &nbsp;&nbsp; 12526 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp; 7547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp; 7678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp; 10561 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp; 10758 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB12 | 3.778% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4426 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 6912 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2018-H4 | 4.310% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9460 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14885 | &nbsp;&nbsp; 13299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp; 7773 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | &nbsp;&nbsp; 7595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp; 4216 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L6 | 2.749% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L6 | 2.951% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; 401 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L7 | 2.574% | 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10560 | &nbsp;&nbsp; 8501 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2022-L8 | 3.795% | 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9328 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York City Housing Development Corp. Series 2014-8SPR | 3.709% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp; 4910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Series 2022-A | 3.870% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-A | 1.860% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-A | 2.070% | 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-B | 4.460% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 4149 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-B | 4.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1123 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | &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;&nbsp;&nbsp;528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp; 742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561 | &nbsp;&nbsp; 2516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-3 | 1.330% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-4 | 0.880% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-1 | 2.360% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-1 | 2.560% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 2010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-2 | 3.440% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-2 | 3.760% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp; 2517 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-3 | 4.130% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-5 | 4.430% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-5 | 4.740% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-6 | 4.720% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-6 | 4.960% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SG Commercial Mortgage Securities Trust Series 2016-C5 | 3.055% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 8160 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 12132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271 | &nbsp;&nbsp; 2219 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21050 | &nbsp;&nbsp; 20214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | &nbsp;&nbsp; 7375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp; 1419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4523 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-B | 3.110% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-C | 3.760% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-C | 3.770% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9280 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp; 7384 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp; 7316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3562 | &nbsp;&nbsp; 3198 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp; 7580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15850 | &nbsp;&nbsp; 14793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp; 14665 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C12 | 4.587% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp; 919 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12950 | &nbsp;&nbsp; 12231 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 4701 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp; 5514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3246 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C18 | 3.378% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5201 | &nbsp;&nbsp; 5173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20702 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-4 | 3.400% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11616 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-6 | 3.670% | 1/22/29 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 7150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10524 | &nbsp;&nbsp; 10350 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp; 7237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.244% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8131 | &nbsp;&nbsp; 7752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8078 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp; 1517 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 8076 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14401 | &nbsp;&nbsp; 13631 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp; 2741 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | &nbsp;&nbsp;&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;&nbsp;31 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867 | &nbsp;&nbsp; 2768 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp; 12511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.814% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6280 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4404 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp; 3518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | 2.918% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11445 | &nbsp;&nbsp; 10551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8895 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp; 4874 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp; 7424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp; 12228 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.330% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp; 7967 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15825 | &nbsp;&nbsp; 14871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp; 2519 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9983 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp; 5745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 10122 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13225 | &nbsp;&nbsp; 12311 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6962 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | &nbsp;&nbsp; 11175 | &nbsp;&nbsp; 9917 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4023 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 9312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp; 10791 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp; 2210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 | &nbsp;&nbsp; 3415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp; 134 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp; 167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1128 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1108 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | &nbsp;&nbsp; 5010 | &nbsp;&nbsp; 4911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.838% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.024% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp; 210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp; 2764 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.723% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp; 1517 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp; 1617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp; 7886 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp; 1619 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 1074 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.428% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp; 2749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp; 512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6579 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp; 2718 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2019-C | 2.030% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 | &nbsp;&nbsp; 1201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4828 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5044 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-A | 1.660% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-A | 1.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-B | 3.250% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4272 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-B | 3.440% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-C | 3.660% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-C | 3.680% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp; 1108 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | &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;&nbsp;&nbsp;237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,744,347)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,744,347)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,744,347)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,744,347)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,744,347)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6955711** |
| **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** | **Corporate Bonds (26.7%)** |
| **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 3.400% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 12569 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 3.400% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4431 | &nbsp;&nbsp; 4191 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 1.350% | 9/15/30 | &nbsp;&nbsp; 7999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6248 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 2.500% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21167 | &nbsp;&nbsp; 13066 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 0.450% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11636 | &nbsp;&nbsp; 10485 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.998% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9659 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 0.800% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15127 | &nbsp;&nbsp; 12979 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.100% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22354 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.900% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19565 | &nbsp;&nbsp; 12969 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.050% | 8/15/50 | &nbsp;&nbsp; 27780 | &nbsp;&nbsp; 16482 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.250% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23854 | &nbsp;&nbsp; 13557 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 3.625% | 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10997 | &nbsp;&nbsp; 10014 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 2.875% | 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.700% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9759 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.375% | 3/1/35 | &nbsp;&nbsp; 17595 | &nbsp;&nbsp; 18762 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp; 7123 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23673 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 7/16/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16984 | &nbsp;&nbsp; 14578 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15726 | &nbsp;&nbsp; 13434 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 0.900% | 3/25/24 | &nbsp;&nbsp; 27592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26220 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.700% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44845 | &nbsp;&nbsp; 40476 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.950% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16759 | &nbsp;&nbsp; 15962 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16756 | &nbsp;&nbsp; 16310 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.300% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26206 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.650% | 2/1/28 | &nbsp;&nbsp; 27263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.100% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20482 | &nbsp;&nbsp; 19499 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42680 | &nbsp;&nbsp; 40618 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38296 | &nbsp;&nbsp; 36013 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.750% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32472 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.250% | 2/1/32 | &nbsp;&nbsp; 17423 | &nbsp;&nbsp; 13661 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.550% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48609 | &nbsp;&nbsp; 37380 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28092 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.900% | 8/15/37 | &nbsp;&nbsp; 17275 | &nbsp;&nbsp; 15908 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.850% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22489 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23282 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22809 | &nbsp;&nbsp; 18794 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.650% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14672 | &nbsp;&nbsp; 12361 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16294 | &nbsp;&nbsp; 13163 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.750% | 5/15/46 | &nbsp;&nbsp; 27329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23321 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.150% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11878 | &nbsp;&nbsp; 10711 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.450% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24462 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.550% | 3/9/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14107 | &nbsp;&nbsp; 11552 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29602 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84907 | &nbsp;&nbsp; 57768 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64906 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68169 | &nbsp;&nbsp; 47247 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56057 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.850% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20233 | &nbsp;&nbsp; 14123 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.875% | 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 | &nbsp;&nbsp; 11367 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.375% | 5/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.075% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6569 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 1.720% | 4/9/26 | &nbsp;&nbsp; 7410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.625% | 7/6/27 | &nbsp;&nbsp; 10274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9463 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.375% | 3/29/28 | &nbsp;&nbsp; 7995 | &nbsp;&nbsp; 7543 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.875% | 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.425% | 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5467 | &nbsp;&nbsp; 4749 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 2.375% | 10/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3180 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 2.375% | 8/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 2.150% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | &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;&nbsp;&nbsp;250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3602 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.650% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9977 | &nbsp;&nbsp; 9718 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.600% | 6/1/26 | &nbsp;&nbsp; 17811 | &nbsp;&nbsp; 17066 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8702 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.625% | 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20864 | &nbsp;&nbsp; 20188 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.125% | 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5814 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 9.625% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39795 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.500% | 2/1/24 | &nbsp;&nbsp; 17219 | &nbsp;&nbsp;&nbsp; 17011 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.908% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48887 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.750% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33250 | &nbsp;&nbsp; 30111 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21236 | &nbsp;&nbsp; 19509 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.250% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20570 | &nbsp;&nbsp; 16533 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.050% | 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23585 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.800% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22059 | &nbsp;&nbsp;&nbsp; 17151 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.300% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11892 | &nbsp;&nbsp; 8776 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 4/1/33 | &nbsp;&nbsp; 7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.384% | 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40087 | &nbsp;&nbsp; 39149 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9691 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16135 | &nbsp;&nbsp; 10611 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20895 | &nbsp;&nbsp; 13500 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.484% | 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43201 | &nbsp;&nbsp; 39151 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26809 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28281 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.125% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16633 | &nbsp;&nbsp; 12692 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.800% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28843 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.700% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22294 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.900% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25830 | &nbsp;&nbsp; 16292 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.250% | 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4996 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.834% | 10/23/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13079 | &nbsp;&nbsp; 12102 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.850% | 4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24318 | &nbsp;&nbsp; 14050 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18825 | &nbsp;&nbsp; 12095 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.950% | 6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 10634 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.500% | 4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.700% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp; 20107 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 2/15/25 | &nbsp;&nbsp; 27282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26463 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33024 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.950% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42065 | &nbsp;&nbsp; 41181 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22957 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.350% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28726 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.300% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19756 | &nbsp;&nbsp; 18648 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14704 | &nbsp;&nbsp; 13862 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20498 | &nbsp;&nbsp; 18943 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.550% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.150% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53442 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24691 | &nbsp;&nbsp; 21318 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20766 | &nbsp;&nbsp; 18903 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.250% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26205 | &nbsp;&nbsp; 25131 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.950% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21420 | &nbsp;&nbsp; 17283 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.500% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15383 | &nbsp;&nbsp; 11977 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22517 | &nbsp;&nbsp; 21218 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 7.050% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp; 7866 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 5.650% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6826 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.400% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13795 | &nbsp;&nbsp; 12813 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 6.500% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 7228 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.200% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14185 | &nbsp;&nbsp; 11500 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 6.450% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14039 | &nbsp;&nbsp; 15416 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.900% | 3/1/38 | &nbsp;&nbsp; 7568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6561 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 10/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42624 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 6.550% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19329 | &nbsp;&nbsp; 15088 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.750% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22369 | &nbsp;&nbsp; 18469 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.650% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8817 | &nbsp;&nbsp; 7962 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.750% | 3/1/44 | &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;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18102 | &nbsp;&nbsp; 15971 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 7/15/46 | &nbsp;&nbsp; 17076 | &nbsp;&nbsp; 12518 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23822 | &nbsp;&nbsp; 19127 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.969% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36326 | &nbsp;&nbsp; 29144 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16128 | &nbsp;&nbsp; 12986 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.700% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20423 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.999% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18561 | &nbsp;&nbsp; 14785 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.450% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22210 | &nbsp;&nbsp; 16201 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.800% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21788 | &nbsp;&nbsp; 13884 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.887% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39954 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.450% | 8/15/52 | &nbsp;&nbsp; 16748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.049% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21248 | &nbsp;&nbsp; 17095 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.937% | 11/1/56 | &nbsp;&nbsp; 77388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48540 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.950% | 10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15042 | &nbsp;&nbsp; 13733 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6786 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.987% | 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24958 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Cox Communications Inc. | 4.800% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62309 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4404 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.800% | 3/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6246 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.900% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6694 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.450% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.950% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12316 | &nbsp;&nbsp; 11748 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12195 | &nbsp;&nbsp; 11824 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.950% | 3/20/28 | &nbsp;&nbsp; 26101 | &nbsp;&nbsp; 23163 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13224 | &nbsp;&nbsp; 11468 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.000% | 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9138 | &nbsp;&nbsp; 7367 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 6.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8756 | &nbsp;&nbsp; 7950 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.875% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8638 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.200% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9935 | &nbsp;&nbsp; 7423 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.300% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10093 | &nbsp;&nbsp; 7650 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.650% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp; 9146 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.000% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20124 | &nbsp;&nbsp; 12124 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 4.800% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5403 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 1.850% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8227 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 2.950% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 5.000% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24093 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 4.625% | 8/1/27 | &nbsp;&nbsp; 7518 | &nbsp;&nbsp; 7216 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13670 | &nbsp;&nbsp; 12550 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 3.250% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 2.950% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc. | 2.900% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 | &nbsp;&nbsp; 3315 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 4.030% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18767 | &nbsp;&nbsp; 18543 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 3.050% | 4/7/25 | &nbsp;&nbsp; 7754 | &nbsp;&nbsp; 7420 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 4.709% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29069 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 3.500% | 4/8/30 | &nbsp;&nbsp; 8119 | &nbsp;&nbsp; 7180 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 5.476% | 1/25/39 | &nbsp;&nbsp; 17784 | &nbsp;&nbsp; 16168 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 5.576% | 1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20236 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 4.625% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp; 2765 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 8.500% | 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp; 716 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.625% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10456 | &nbsp;&nbsp; 10776 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.000% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16912 | &nbsp;&nbsp; 14490 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.125% | 1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6053 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.250% | 5/24/49 | &nbsp;&nbsp; 7669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6793 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4177 | &nbsp;&nbsp; 4100 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | &nbsp;&nbsp; 7191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6782 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp; 5518 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | &nbsp;&nbsp; 7405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6797 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 8.375% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9682 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.500% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp; 14539 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.850% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14785 | &nbsp;&nbsp; 13010 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20577 | &nbsp;&nbsp; 16352 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.650% | 8/15/62 | &nbsp;&nbsp; 17515 | &nbsp;&nbsp; 14053 |
| &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 6.400% | 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
| &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 5.950% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp; 416 |
| &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 4.450% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10415 | &nbsp;&nbsp; 9136 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 3.650% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15691 | &nbsp;&nbsp; 15365 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 3.600% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30973 | &nbsp;&nbsp; 29740 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 2.450% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9588 | &nbsp;&nbsp; 7916 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 4.200% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147 | &nbsp;&nbsp; 5719 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 2.600% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8861 |
| &nbsp;&nbsp;&nbsp;Orange SA | 9.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38937 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.375% | 1/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16460 | &nbsp;&nbsp; 15941 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.500% | 2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5799 | &nbsp;&nbsp; 5712 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.000% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14064 | &nbsp;&nbsp; 13491 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 2.900% | 1/15/27 | &nbsp;&nbsp; 17816 | &nbsp;&nbsp; 15993 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 3.375% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8108 | &nbsp;&nbsp; 7192 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 3.700% | 6/1/28 | &nbsp;&nbsp; 7267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6483 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.200% | 6/1/29 | &nbsp;&nbsp; 7041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6262 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 7.875% | 7/30/30 | &nbsp;&nbsp; 7556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8034 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.950% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26530 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.200% | 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20090 | &nbsp;&nbsp; 16425 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 5.500% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 6.875% | 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13857 | &nbsp;&nbsp; 13449 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.900% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.850% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13551 | &nbsp;&nbsp; 10041 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.375% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23990 | &nbsp;&nbsp; 16577 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.850% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16977 | &nbsp;&nbsp; 14092 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.250% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.900% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5927 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.600% | 1/15/45 | &nbsp;&nbsp; 7350 | &nbsp;&nbsp; 5160 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.950% | 5/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 2.950% | 3/15/25 | &nbsp;&nbsp; 17347 | &nbsp;&nbsp; 16543 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.625% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8468 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 2.900% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14334 | &nbsp;&nbsp; 13094 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9598 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22857 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 7.500% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18770 | &nbsp;&nbsp; 15246 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/43 | &nbsp;&nbsp; 10747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8564 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.000% | 3/15/44 | &nbsp;&nbsp; 7087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.300% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp; 4177 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.350% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15544 | &nbsp;&nbsp; 11800 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.700% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21465 | &nbsp;&nbsp; 16743 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | 7.875% | 2/15/26 | &nbsp;&nbsp; 7929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8587 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | 7.125% | 2/15/28 | &nbsp;&nbsp; 7491 | &nbsp;&nbsp; 8184 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.103% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19252 | &nbsp;&nbsp; 18247 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 7.045% | 6/20/36 | &nbsp;&nbsp; 27376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28281 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.665% | 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19325 | &nbsp;&nbsp; 15341 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.213% | 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26263 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.895% | 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16818 | &nbsp;&nbsp; 12974 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.520% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22673 | &nbsp;&nbsp; 18956 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Europe BV | 8.250% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12166 | &nbsp;&nbsp; 13578 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.800% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9906 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.400% | 5/13/32 | &nbsp;&nbsp; 7840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.600% | 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.300% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13834 | &nbsp;&nbsp; 11335 |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group | 2.000% | 9/3/30 | &nbsp;&nbsp; 7319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 3.350% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5788 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.500% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp; 7825 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.850% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.650% | 11/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp; 4141 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10498 | &nbsp;&nbsp; 11717 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.550% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21261 | &nbsp;&nbsp; 20162 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 7.300% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23532 | &nbsp;&nbsp; 23519 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.750% | 6/15/39 | &nbsp;&nbsp; 27009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25727 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21380 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.500% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21284 | &nbsp;&nbsp;&nbsp; 17776 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 4.500% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25650 | &nbsp;&nbsp; 18853 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39292 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 1.500% | 2/15/26 | &nbsp;&nbsp; 17621 | &nbsp;&nbsp; 15789 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.250% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 4/15/26 | &nbsp;&nbsp; 7636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.750% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52875 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.375% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15676 | &nbsp;&nbsp; 15273 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.050% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21444 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 2/15/29 | &nbsp;&nbsp; 10740 | &nbsp;&nbsp; 9116 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.400% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20688 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80227 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.550% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36089 | &nbsp;&nbsp; 29410 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.875% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14268 | &nbsp;&nbsp; 11780 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31733 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.250% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp; 7416 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.700% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5042 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.200% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.375% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28690 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.000% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22025 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33842 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.300% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41506 | &nbsp;&nbsp; 27665 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.400% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23385 | &nbsp;&nbsp; 15881 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.650% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293 | &nbsp;&nbsp; 4176 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.600% | 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25805 | &nbsp;&nbsp; 16977 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18256 | &nbsp;&nbsp; 17502 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | &nbsp;&nbsp; 11170 | &nbsp;&nbsp; 10583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14898 | &nbsp;&nbsp; 13476 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | &nbsp;&nbsp; 2474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6444 | &nbsp;&nbsp; 7280 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11725 | &nbsp;&nbsp; 10393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12964 | &nbsp;&nbsp; 11165 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | &nbsp;&nbsp; 11713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | &nbsp;&nbsp; 7156 | &nbsp;&nbsp; 6183 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 |
|  | &nbsp;&nbsp;&nbsp;VeriSign Inc. | 4.750% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
|  | &nbsp;&nbsp;&nbsp;VeriSign Inc. | 2.700% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8752 | &nbsp;&nbsp; 7160 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.376% | 2/15/25 | &nbsp;&nbsp; 17906 | &nbsp;&nbsp; 17357 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.850% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21476 | &nbsp;&nbsp; 19181 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.450% | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23658 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.625% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31065 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38589 | &nbsp;&nbsp; 37587 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.100% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43365 | &nbsp;&nbsp; 37619 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.329% | 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56920 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.875% | 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3303 | &nbsp;&nbsp; 3102 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.016% | 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49725 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.150% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20399 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.500% | 9/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8071 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.680% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24587 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 7.750% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.750% | 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29928 | &nbsp;&nbsp; 23182 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.550% | 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60976 | &nbsp;&nbsp; 50183 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.355% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65713 | &nbsp;&nbsp; 52113 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.500% | 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40671 | &nbsp;&nbsp; 38118 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.400% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36756 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.850% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 1013 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.272% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20250 | &nbsp;&nbsp; 18098 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.250% | 3/16/37 | &nbsp;&nbsp; 31743 | &nbsp;&nbsp; 31313 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.812% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19217 | &nbsp;&nbsp;&nbsp; 17676 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.650% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24842 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.400% | 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38340 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.850% | 9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14825 | &nbsp;&nbsp; 10259 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.750% | 11/1/41 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp; 7112 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.850% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 8/15/46 | &nbsp;&nbsp; 18117 | &nbsp;&nbsp; 14572 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.862% | 8/21/46 | &nbsp;&nbsp; 27908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25280 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.500% | 3/16/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.522% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46754 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.000% | 3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19824 | &nbsp;&nbsp; 15543 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22593 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.550% | 3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42899 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.012% | 8/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.987% | 10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62917 | &nbsp;&nbsp; 38612 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20783 | &nbsp;&nbsp; 12451 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.700% | 3/22/61 | &nbsp;&nbsp; 48740 | &nbsp;&nbsp; 34164 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.750% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23050 | &nbsp;&nbsp; 22761 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.125% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19606 | &nbsp;&nbsp; 19298 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 7.875% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.150% | 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10460 | &nbsp;&nbsp; 10585 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.000% | 5/30/38 | &nbsp;&nbsp; 30745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28252 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.375% | 2/19/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18463 | &nbsp;&nbsp; 14731 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.250% | 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29953 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.875% | 6/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20009 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.250% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20491 | &nbsp;&nbsp; 15829 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.125% | 6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5372 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 1.750% | 8/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16472 | &nbsp;&nbsp; 15688 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8449 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.350% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16619 | &nbsp;&nbsp; 16098 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14195 | &nbsp;&nbsp; 13777 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 1.750% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18950 | &nbsp;&nbsp; 17361 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.375% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9692 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 3/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8088 | &nbsp;&nbsp; 7777 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.200% | 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15426 | &nbsp;&nbsp; 13748 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.000% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24089 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.800% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16645 | &nbsp;&nbsp; 15491 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.650% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24008 | &nbsp;&nbsp; 20513 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.550% | 3/15/33 | &nbsp;&nbsp; 13018 | &nbsp;&nbsp; 14376 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.200% | 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13281 | &nbsp;&nbsp; 14479 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.400% | 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20266 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.150% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18723 | &nbsp;&nbsp; 20118 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.650% | 11/15/37 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7880 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.625% | 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12320 | &nbsp;&nbsp; 11516 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.500% | 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21735 | &nbsp;&nbsp; 17528 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.150% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 5.400% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 9/15/44 | &nbsp;&nbsp; 17315 | &nbsp;&nbsp; 15929 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.950% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 11/15/46 | &nbsp;&nbsp; 7313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6692 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.750% | 9/1/49 | &nbsp;&nbsp; 27125 | &nbsp;&nbsp;&nbsp; 17976 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.700% | 3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21289 | &nbsp;&nbsp; 19647 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.600% | 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25358 | &nbsp;&nbsp; 19445 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.800% | 5/13/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14220 | &nbsp;&nbsp; 10925 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.428% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22548 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.528% | 3/15/24 | &nbsp;&nbsp; 7195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.638% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23946 | &nbsp;&nbsp; 22776 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.788% | 3/15/25 | &nbsp;&nbsp; 7272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6953 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.755% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48071 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.054% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19785 | &nbsp;&nbsp;&nbsp; 17148 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.279% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65635 | &nbsp;&nbsp; 54117 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46359 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.141% | 3/15/52 | &nbsp;&nbsp; 97675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71721 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.391% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28985 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | 3.500% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10075 | &nbsp;&nbsp; 9764 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | 3.375% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp; 9127 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance 2010 | 3.750% | 9/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10465 | &nbsp;&nbsp; 10136 |
|  |  |  |  |  | **6405986** |
| **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | 3.900% | 4/15/30 | &nbsp;&nbsp; 12013 | &nbsp;&nbsp; 10555 |
|  | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | 3.500% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28696 | &nbsp;&nbsp; 27738 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30605 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16281 | &nbsp;&nbsp; 12938 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8766 | &nbsp;&nbsp; 7840 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12735 | &nbsp;&nbsp; 10374 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20440 | &nbsp;&nbsp; 15697 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19663 | &nbsp;&nbsp; 12299 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14397 | &nbsp;&nbsp; 11069 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | &nbsp;&nbsp; 11742 | &nbsp;&nbsp; 7066 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.730% | 4/13/24 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7310 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 0.450% | 5/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32272 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.800% | 8/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23657 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 11/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14895 | &nbsp;&nbsp; 14888 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.800% | 12/5/24 | &nbsp;&nbsp; 7218 | &nbsp;&nbsp; 7104 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.000% | 4/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13713 | &nbsp;&nbsp; 13247 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 0.800% | 6/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11790 | &nbsp;&nbsp; 10776 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.600% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp; 10462 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 5.200% | 12/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19147 | &nbsp;&nbsp; 19500 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.000% | 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9459 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.300% | 4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20330 | &nbsp;&nbsp; 19309 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.200% | 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22906 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.150% | 8/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36225 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.550% | 12/1/27 | &nbsp;&nbsp; 15311 | &nbsp;&nbsp; 15267 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.650% | 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38592 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.450% | 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29657 | &nbsp;&nbsp; 27753 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.650% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750 | &nbsp;&nbsp; 10669 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.100% | 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42927 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.600% | 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20636 | &nbsp;&nbsp; 18929 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750 | &nbsp;&nbsp; 10680 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.800% | 12/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp; 19406 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.875% | 8/22/37 | &nbsp;&nbsp; 74870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66407 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.875% | 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26289 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.950% | 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8224 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.050% | 8/22/47 | &nbsp;&nbsp; 37633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32535 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.500% | 6/3/50 | &nbsp;&nbsp; 37371 | &nbsp;&nbsp; 23712 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.100% | 5/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31046 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.950% | 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15245 | &nbsp;&nbsp; 12772 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.250% | 8/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26682 | &nbsp;&nbsp; 23141 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.700% | 6/3/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31785 | &nbsp;&nbsp; 19346 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.250% | 5/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25300 | &nbsp;&nbsp; 17595 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.100% | 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp; 7307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 3.550% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.900% | 2/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14208 | &nbsp;&nbsp; 13873 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.400% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.550% | 7/12/24 | &nbsp;&nbsp; 11138 | &nbsp;&nbsp; 10415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.150% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9639 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.200% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp; 6014 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.000% | 9/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.300% | 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.300% | 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553 | &nbsp;&nbsp; 7819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.350% | 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 4816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.000% | 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13851 | &nbsp;&nbsp; 11965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.250% | 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.800% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14808 | &nbsp;&nbsp; 11755 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American University | 3.672% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6734 | &nbsp;&nbsp; 5211 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.350% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 3.250% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4106 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp; 3211 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 5.400% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 3.100% | 12/1/51 | &nbsp;&nbsp; 17960 | &nbsp;&nbsp; 10646 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.150% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11475 | &nbsp;&nbsp; 8311 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 4.500% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.800% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp; 7609 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 1.950% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 4.750% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 2.400% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.850% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8696 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.125% | 4/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.250% | 4/15/25 | &nbsp;&nbsp; 7735 | &nbsp;&nbsp; 7431 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.125% | 4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10680 | &nbsp;&nbsp; 10081 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.750% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12322 | &nbsp;&nbsp; 11759 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.750% | 4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9630 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16140 | &nbsp;&nbsp; 14945 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8399 | &nbsp;&nbsp; 6501 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.750% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18660 | &nbsp;&nbsp; 18127 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | 4.450% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9828 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | 1.950% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 3.375% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 | &nbsp;&nbsp; 5711 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 2.650% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14285 | &nbsp;&nbsp; 12727 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 4.375% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5259 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brown University | 2.924% | 9/1/50 | &nbsp;&nbsp; 7126 | &nbsp;&nbsp; 5035 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 0.850% | 8/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4158 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 2.400% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp; 6501 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 4.400% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4213 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 5.100% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp; 3883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;California Endowment | 2.498% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp; 2363 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 4.321% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp; 1477 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 4.700% | 11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp; 7281 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 3.650% | 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp; 4073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Case Western Reserve University | 5.405% | 6/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp; 3130 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | 3.700% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp; 1382 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | 3.700% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 |
|  | &nbsp;&nbsp;&nbsp;Claremont Mckenna College | 3.775% | 1/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp; 6559 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation | 4.858% | 1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp; 4384 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | 3.850% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp; 5185 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | 4.550% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp; 4069 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 | &nbsp;&nbsp; 2968 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp; 8059 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 2.500% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10608 | &nbsp;&nbsp; 10094 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 2.600% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8324 | &nbsp;&nbsp;&nbsp; 7743 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 1.400% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3922 | &nbsp;&nbsp; 3268 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.682% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp; 6837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.832% | 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11720 | &nbsp;&nbsp; 7895 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.450% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 | &nbsp;&nbsp; 8126 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 1.900% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp; 12076 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 5.900% | 11/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4555 | &nbsp;&nbsp; 4658 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 1.400% | 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp; 8582 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.600% | 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12887 | &nbsp;&nbsp; 12176 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 2.700% | 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18458 | &nbsp;&nbsp; 15700 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 2.600% | 5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10915 | &nbsp;&nbsp; 8980 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 4.000% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp; 7521 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.650% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp; 9446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Emory University | 2.143% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350 | &nbsp;&nbsp; 8524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Emory University | 2.969% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4562 | &nbsp;&nbsp; 3066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Foundation | 2.415% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp; 3178 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Foundation | 2.815% | 6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 6187 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9201 | &nbsp;&nbsp; 8946 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp; 7125 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.000% | 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.500% | 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp; 3144 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 4.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6826 | &nbsp;&nbsp; 6667 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.125% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 | &nbsp;&nbsp; 4033 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9629 | &nbsp;&nbsp; 9257 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.400% | 10/15/29 | &nbsp;&nbsp; 7670 | &nbsp;&nbsp; 7335 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.600% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12865 | &nbsp;&nbsp; 11997 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20408 | &nbsp;&nbsp; 17563 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.600% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23156 | &nbsp;&nbsp; 22709 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.150% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14799 | &nbsp;&nbsp; 12816 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.250% | 10/2/43 | &nbsp;&nbsp; 29742 | &nbsp;&nbsp; 27560 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.200% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11777 | &nbsp;&nbsp; 9629 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.750% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18206 | &nbsp;&nbsp; 17630 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.400% | 4/1/48 | &nbsp;&nbsp; 12742 | &nbsp;&nbsp; 10481 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.100% | 1/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18427 | &nbsp;&nbsp; 18374 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.050% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp; 5860 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.950% | 4/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18385 | &nbsp;&nbsp; 18023 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.500% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20923 | &nbsp;&nbsp; 20180 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | 1/15/25 | &nbsp;&nbsp; 27877 | &nbsp;&nbsp; 27065 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.900% | 2/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33808 | &nbsp;&nbsp; 32087 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.800% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp; 6679 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.350% | 4/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15240 | &nbsp;&nbsp; 14843 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.750% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10573 | &nbsp;&nbsp; 9901 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | 7/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34557 | &nbsp;&nbsp; 33525 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.250% | 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11023 | &nbsp;&nbsp; 9718 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.250% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14623 | &nbsp;&nbsp; 14400 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.500% | 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25535 | &nbsp;&nbsp; 22165 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24004 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.350% | 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25498 | &nbsp;&nbsp; 24261 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.000% | 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15160 | &nbsp;&nbsp; 14697 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.700% | 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9047 | &nbsp;&nbsp; 7900 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.850% | 1/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8018 | &nbsp;&nbsp; 7334 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.400% | 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13415 | &nbsp;&nbsp; 11321 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.650% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10906 | &nbsp;&nbsp; 10704 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | 4/6/29 | &nbsp;&nbsp; 17610 | &nbsp;&nbsp; 15808 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.600% | 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12515 | &nbsp;&nbsp; 10522 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.350% | 1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193 | &nbsp;&nbsp; 1656 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.700% | 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 8228 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.100% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp; 4489 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 1.750% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp; 1537 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 1.875% | 11/1/30 | &nbsp;&nbsp; 7160 | &nbsp;&nbsp; 5498 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;George Washington University | 4.300% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp; 4704 |
|  | &nbsp;&nbsp;&nbsp;George Washington University | 4.868% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp; 3904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;George Washington University | 4.126% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10865 | &nbsp;&nbsp; 9091 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 4.315% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp; 3611 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 2.943% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8385 | &nbsp;&nbsp; 5382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 5.215% | 10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3812 | &nbsp;&nbsp; 3337 |
|  | &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | 3.500% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp; 8226 |
|  | &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | 4.625% | 7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13965 | &nbsp;&nbsp; 10933 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.000% | 11/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 | &nbsp;&nbsp; 1784 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.550% | 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14526 | &nbsp;&nbsp; 13628 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.500% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5856 | &nbsp;&nbsp; 5433 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.900% | 11/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8904 | &nbsp;&nbsp; 7915 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 6.350% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3974 | &nbsp;&nbsp; 3876 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 5.100% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12232 | &nbsp;&nbsp; 10400 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.750% | 2/15/24 | &nbsp;&nbsp; 17430 | &nbsp;&nbsp; 17256 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp; 3234 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.350% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678 | &nbsp;&nbsp; 3569 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.000% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16856 | &nbsp;&nbsp; 16042 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.125% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12929 | &nbsp;&nbsp; 11839 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.500% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19985 | &nbsp;&nbsp; 18382 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.800% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23576 | &nbsp;&nbsp; 21870 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 0.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342 | &nbsp;&nbsp; 1943 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.500% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 | &nbsp;&nbsp; 3645 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5123 | &nbsp;&nbsp; 4936 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.950% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25550 | &nbsp;&nbsp; 23120 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39059 | &nbsp;&nbsp; 34101 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22986 | &nbsp;&nbsp; 17803 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.875% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13531 | &nbsp;&nbsp; 10821 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.250% | 4/15/32 | &nbsp;&nbsp; 17792 | &nbsp;&nbsp; 15816 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12685 | &nbsp;&nbsp; 12430 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.875% | 12/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16856 | &nbsp;&nbsp; 13449 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.400% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910 | &nbsp;&nbsp; 10158 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.950% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830 | &nbsp;&nbsp; 9571 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.200% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26053 | &nbsp;&nbsp; 22811 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.875% | 2/15/44 | &nbsp;&nbsp; 13746 | &nbsp;&nbsp; 13185 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.400% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866 | &nbsp;&nbsp; 5240 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20298 | &nbsp;&nbsp; 17673 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16148 | &nbsp;&nbsp; 13346 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5012 | &nbsp;&nbsp; 4590 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.125% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36878 | &nbsp;&nbsp; 26341 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.350% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30821 | &nbsp;&nbsp; 22967 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.375% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10865 | &nbsp;&nbsp; 6575 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11299 | &nbsp;&nbsp; 7481 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.625% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24829 | &nbsp;&nbsp; 19406 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp; 12319 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.500% | 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14406 | &nbsp;&nbsp; 10782 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.534% | 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 | &nbsp;&nbsp; 2781 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.967% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13135 | &nbsp;&nbsp; 11278 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Howard University | 5.209% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp; 3296 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 1.800% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp; 1916 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 4.850% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9342 | &nbsp;&nbsp; 9168 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 4.375% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10728 | &nbsp;&nbsp; 9861 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 6.000% | 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11218 | &nbsp;&nbsp; 10923 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 3.875% | 4/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp; 6290 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 3.375% | 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726 | &nbsp;&nbsp; 8518 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 4.125% | 1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 4.705% | 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 4.083% | 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 2.813% | 1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 |
|  | &nbsp;&nbsp;&nbsp;Kohl's Corp. | 3.625% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.800% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 4.250% | 5/15/29 | &nbsp;&nbsp; 9974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8981 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.500% | 5/30/30 | &nbsp;&nbsp; 7230 | &nbsp;&nbsp; 6108 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 2.600% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 5.250% | 5/15/49 | &nbsp;&nbsp; 7101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.550% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.800% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.500% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14485 | &nbsp;&nbsp; 13300 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 4.400% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.500% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 1.289% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 3.647% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15341 | &nbsp;&nbsp; 12742 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 2.413% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.500% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22028 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.750% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9496 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 5.250% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19065 | &nbsp;&nbsp; 19079 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.750% | 11/29/27 | &nbsp;&nbsp; 17470 | &nbsp;&nbsp; 16799 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.125% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9423 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.000% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.400% | 9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2960 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.375% | 9/15/25 | &nbsp;&nbsp; 17418 | &nbsp;&nbsp; 16728 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14769 | &nbsp;&nbsp; 13782 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.350% | 4/1/27 | &nbsp;&nbsp; 7969 | &nbsp;&nbsp; 7486 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.100% | 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12105 | &nbsp;&nbsp; 11280 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.300% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9189 | &nbsp;&nbsp; 7631 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 9/15/28 | &nbsp;&nbsp; 11112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9334 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 6.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.650% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20893 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.500% | 4/15/30 | &nbsp;&nbsp; 6749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15215 | &nbsp;&nbsp; 11885 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.625% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24880 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.750% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31087 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14677 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.800% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 9/15/44 | &nbsp;&nbsp; 1119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.700% | 4/15/46 | &nbsp;&nbsp; 17202 | &nbsp;&nbsp; 12785 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.050% | 5/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19647 | &nbsp;&nbsp; 15426 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.550% | 4/5/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16141 | &nbsp;&nbsp; 13488 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.125% | 4/15/50 | &nbsp;&nbsp; 7920 | &nbsp;&nbsp; 7221 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.000% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8652 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.500% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4582 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23019 | &nbsp;&nbsp; 18435 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.625% | 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18085 | &nbsp;&nbsp; 17430 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.450% | 4/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20340 | &nbsp;&nbsp; 15926 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13830 | &nbsp;&nbsp; 13336 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 3.625% | 6/15/24 | &nbsp;&nbsp; 17953 | &nbsp;&nbsp; 17554 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.150% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp; 3819 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 2.450% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8789 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 5.750% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.750% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.125% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9481 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 5.000% | 10/15/27 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.000% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10815 | &nbsp;&nbsp; 10077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.650% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.625% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14048 | &nbsp;&nbsp; 13120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.850% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18333 | &nbsp;&nbsp; 14851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.500% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp; 7992 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.750% | 10/15/33 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 3.500% | 11/15/27 | &nbsp;&nbsp; 7402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6847 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 1.500% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6638 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 2.000% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp; 3167 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 2.000% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4099 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 4.500% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9555 | &nbsp;&nbsp; 7532 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 3.125% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.959% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8083 | &nbsp;&nbsp; 7307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 2.989% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 2.294% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.067% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 5.600% | 7/1/11 | &nbsp;&nbsp; 10761 | &nbsp;&nbsp; 11238 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 4.678% | 7/1/14 | &nbsp;&nbsp; 7296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.885% | 7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4577 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.250% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.375% | 5/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12258 | &nbsp;&nbsp; 11852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.300% | 7/1/25 | &nbsp;&nbsp; 7508 | &nbsp;&nbsp; 7262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 1.450% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp; 3714 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.700% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20037 | &nbsp;&nbsp; 19497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.500% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16044 | &nbsp;&nbsp; 15279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.500% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8035 | &nbsp;&nbsp; 7625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25280 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.625% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18201 | &nbsp;&nbsp; 15970 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.125% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677 | &nbsp;&nbsp; 7249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.600% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.700% | 12/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14610 | &nbsp;&nbsp; 14049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 3/1/38 | &nbsp;&nbsp; 11574 | &nbsp;&nbsp; 12606 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.700% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp; 15651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.875% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.700% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp; 7017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.600% | 5/26/45 | &nbsp;&nbsp; 7493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6671 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.875% | 12/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23846 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13871 | &nbsp;&nbsp; 12026 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23633 | &nbsp;&nbsp; 17987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp; 10495 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.150% | 9/9/52 | &nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 6.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9076 | &nbsp;&nbsp; 7427 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 0.750% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8509 | &nbsp;&nbsp; 10487 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 2.450% | 3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.400% | 3/27/25 | &nbsp;&nbsp; 7895 | &nbsp;&nbsp; 7541 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.375% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13848 | &nbsp;&nbsp; 12784 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.750% | 3/27/27 | &nbsp;&nbsp; 7375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.850% | 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15328 | &nbsp;&nbsp; 13685 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.250% | 3/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9454 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5669 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.875% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3709 | &nbsp;&nbsp; 3191 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp; 5195 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 3/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21049 | &nbsp;&nbsp; 16494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 4.643% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11345 | &nbsp;&nbsp; 10824 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 2.640% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4287 | &nbsp;&nbsp; 2815 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 3.662% | 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5442 | &nbsp;&nbsp; 4215 |
|  | &nbsp;&nbsp;&nbsp;NVR Inc. | 3.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp; 9818 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.550% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.600% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20694 | &nbsp;&nbsp; 19534 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4097 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.900% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp; 5974 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 4.200% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5492 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 1.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.200% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10215 | &nbsp;&nbsp; 10063 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp; 5016 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.950% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.875% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 7.000% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.300% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp; 7023 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.400% | 1/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 6.500% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 4.875% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 6133 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.150% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp; 7257 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 2.517% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.745% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.300% | 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 5.500% | 3/1/26 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7682 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 5.000% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20369 | &nbsp;&nbsp; 20159 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 7.875% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.375% | 5/15/33 | &nbsp;&nbsp; 7526 | &nbsp;&nbsp; 7509 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.000% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5232 | &nbsp;&nbsp; 5001 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 3.750% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 2.950% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9792 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rockefeller Foundation | 2.492% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14850 | &nbsp;&nbsp; 9414 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | 4.600% | 4/15/25 | &nbsp;&nbsp; 11134 | &nbsp;&nbsp; 11050 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 3.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 4.100% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp; 3517 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 3.100% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8066 | &nbsp;&nbsp; 5748 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 3.400% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8990 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.250% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 2.300% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22270 | &nbsp;&nbsp; 18326 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 5.200% | 9/1/40 | &nbsp;&nbsp; 7725 | &nbsp;&nbsp; 7284 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.850% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.000% | 3/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8042 | &nbsp;&nbsp; 6912 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.800% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28088 | &nbsp;&nbsp; 27477 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.450% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18260 | &nbsp;&nbsp; 16930 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.000% | 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.000% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5334 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.550% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2941 | &nbsp;&nbsp; 2711 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.250% | 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12289 | &nbsp;&nbsp; 10208 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.550% | 11/15/30 | &nbsp;&nbsp; 17054 | &nbsp;&nbsp; 14334 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.300% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4644 | &nbsp;&nbsp; 3912 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8095 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.500% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15651 | &nbsp;&nbsp; 13531 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.450% | 8/15/49 | &nbsp;&nbsp; 6748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.350% | 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4889 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 11/15/50 | &nbsp;&nbsp; 17651 | &nbsp;&nbsp; 12805 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | 4.125% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | 3.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 |
|  | &nbsp;&nbsp;&nbsp;Thomas Jefferson University | 3.847% | 11/1/57 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5379 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 2.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21173 | &nbsp;&nbsp; 19375 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 1.150% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7551 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 1.600% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 4.875% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 4.350% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp; 5518 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 3.800% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 0.681% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15510 | &nbsp;&nbsp; 14720 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 2.358% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8602 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 1.339% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13912 | &nbsp;&nbsp; 12474 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 3.669% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 2.760% | 7/2/29 | &nbsp;&nbsp; 7679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6809 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.450% | 1/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14485 | &nbsp;&nbsp; 13835 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.900% | 4/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13263 | &nbsp;&nbsp; 12914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.500% | 6/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12477 | &nbsp;&nbsp; 11706 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.625% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.400% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.000% | 10/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp; 147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.450% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.800% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16581 | &nbsp;&nbsp; 15590 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp; 2192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.400% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12527 | &nbsp;&nbsp; 12148 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.950% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.800% | 10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13047 | &nbsp;&nbsp; 11696 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.800% | 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp; 8126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.125% | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16109 | &nbsp;&nbsp; 14253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.200% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13003 | &nbsp;&nbsp; 12229 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.150% | 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.550% | 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 5.450% | 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.050% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12126 | &nbsp;&nbsp; 11227 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 4/6/28 | &nbsp;&nbsp; 7898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.650% | 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10854 | &nbsp;&nbsp; 10203 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.450% | 6/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp; 6412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.150% | 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13833 | &nbsp;&nbsp; 11648 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.375% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.650% | 1/10/31 | &nbsp;&nbsp; 7990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6288 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp; 16132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.400% | 1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | 1.750% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of Boston College | 3.129% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of Boston University | 4.061% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4362 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 5.700% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp; 10389 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 2.516% | 7/1/50 | &nbsp;&nbsp; 7805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 4.201% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp; 3745 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | &nbsp;&nbsp; 4010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | 2.761% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | 2.547% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6309 |
|  | &nbsp;&nbsp;&nbsp;University of Chicago | 3.000% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp; 2113 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | 4.003% | 10/1/53 | &nbsp;&nbsp; 7217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Miami | 4.063% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.438% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12599 | &nbsp;&nbsp; 10069 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.394% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.028% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.841% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12850 | &nbsp;&nbsp; 10640 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | 2.805% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 2.945% | 10/1/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | 5.250% | 10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.226% | 10/1/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.400% | 4/23/25 | &nbsp;&nbsp; 7872 | &nbsp;&nbsp; 7387 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.800% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp; 2516 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.950% | 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13966 | &nbsp;&nbsp; 11618 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Washington University | 3.524% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6638 |
|  | &nbsp;&nbsp;&nbsp;Washington University | 4.349% | 4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.000% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 3.700% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.750% | 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20027 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 2.400% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.700% | 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.500% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4584 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.600% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;William Marsh Rice University | 3.574% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale University | 0.873% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale University | 1.482% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale University | 2.402% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679 |
|  |  |  |  |  | **4581964** |
| **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** |
|  | &nbsp;&nbsp;&nbsp;Ahold Finance USA LLC | 6.875% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.000% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15919 | &nbsp;&nbsp; 15756 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.800% | 2/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13607 | &nbsp;&nbsp; 13367 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.350% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.400% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20002 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.625% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14639 | &nbsp;&nbsp; 13407 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.800% | 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16191 | &nbsp;&nbsp; 15524 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 | &nbsp;&nbsp; 4317 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.450% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19561 | &nbsp;&nbsp; 14752 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.800% | 2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15052 | &nbsp;&nbsp; 13804 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 16589 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.250% | 8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10649 | &nbsp;&nbsp; 7889 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.500% | 5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13042 | &nbsp;&nbsp; 9814 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.375% | 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20173 | &nbsp;&nbsp; 17849 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.875% | 9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29639 | &nbsp;&nbsp; 19783 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.950% | 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21787 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.450% | 5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp; 8217 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.700% | 2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22370 | &nbsp;&nbsp; 14130 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 6.200% | 2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3487 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | &nbsp;&nbsp; 41974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40430 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81610 | &nbsp;&nbsp; 76940 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;155026 | &nbsp;&nbsp; 141864 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26214 | &nbsp;&nbsp; 24712 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21132 | &nbsp;&nbsp; 18954 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33752 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33899 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60425 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22642 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5404 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | &nbsp;&nbsp; 27859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25047 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | &nbsp;&nbsp; 7729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9607 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | &nbsp;&nbsp; 17891 | &nbsp;&nbsp; 17840 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5553 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5829 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9767 | &nbsp;&nbsp; 9155 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40789 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19792 | &nbsp;&nbsp; 16940 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | &nbsp;&nbsp; 17203 | &nbsp;&nbsp;&nbsp; 17145 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8097 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16610 | &nbsp;&nbsp; 14704 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | &nbsp;&nbsp; 17494 | &nbsp;&nbsp; 18065 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8149 | &nbsp;&nbsp; 7055 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | &nbsp;&nbsp; 16113 | &nbsp;&nbsp; 14952 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9448 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 8166 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3472 | &nbsp;&nbsp; 3714 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp; 3576 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | &nbsp;&nbsp; 7270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6634 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 4.875% | 12/6/28 | &nbsp;&nbsp; 7649 | &nbsp;&nbsp; 7458 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 2.650% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8354 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.222% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31090 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.789% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990 | &nbsp;&nbsp; 14354 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.215% | 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20591 | &nbsp;&nbsp; 19020 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.700% | 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13536 | &nbsp;&nbsp; 13001 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.557% | 8/15/27 | &nbsp;&nbsp; 37167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33844 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.259% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23549 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.462% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9470 | &nbsp;&nbsp; 8100 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.906% | 4/2/30 | &nbsp;&nbsp; 18018 | &nbsp;&nbsp; 16514 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.726% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15985 | &nbsp;&nbsp; 12467 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.742% | 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 7.750% | 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9315 | &nbsp;&nbsp; 10023 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.390% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23724 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.734% | 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8369 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.540% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14564 | &nbsp;&nbsp; 10352 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.758% | 9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.282% | 4/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14061 | &nbsp;&nbsp; 11080 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.984% | 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.650% | 3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 1.668% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22356 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 4.448% | 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp; 7451 |
|  | &nbsp;&nbsp;&nbsp;Beam Suntory Inc. | 3.250% | 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bestfoods | 7.250% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 3.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 4.000% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 4.500% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4483 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12202 | &nbsp;&nbsp; 11380 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | &nbsp;&nbsp; 7306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6832 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9906 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15881 | &nbsp;&nbsp; 15514 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.300% | 3/19/25 | &nbsp;&nbsp; 7386 | &nbsp;&nbsp; 7109 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 4.150% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12260 | &nbsp;&nbsp; 11719 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 2.375% | 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp; 7340 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.125% | 4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4688 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 3.150% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 3.950% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3948 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 5.000% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8559 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 3.100% | 10/1/27 | &nbsp;&nbsp; 7762 | &nbsp;&nbsp; 7171 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 3.900% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6209 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 1.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6633 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.750% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15273 | &nbsp;&nbsp; 14563 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.375% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3759 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.900% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10931 | &nbsp;&nbsp; 10295 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.450% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12883 | &nbsp;&nbsp; 11378 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.500% | 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9959 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14033 | &nbsp;&nbsp; 11757 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9077 | &nbsp;&nbsp; 7765 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.450% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9862 | &nbsp;&nbsp; 9161 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.650% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24733 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.000% | 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19252 | &nbsp;&nbsp; 15066 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.250% | 1/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8545 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 4.125% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23534 | &nbsp;&nbsp;&nbsp; 17138 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.875% | 5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10135 | &nbsp;&nbsp; 7772 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 4.200% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12120 | &nbsp;&nbsp; 11165 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.600% | 6/1/50 | &nbsp;&nbsp; 17223 | &nbsp;&nbsp; 11576 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.000% | 3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30460 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.750% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8257 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8447 | &nbsp;&nbsp; 7335 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11018 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4477 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.100% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 | &nbsp;&nbsp; 3165 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.100% | 8/15/27 | &nbsp;&nbsp; 6115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp; 8211 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.700% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913 | &nbsp;&nbsp; 4189 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.300% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15079 | &nbsp;&nbsp; 14865 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.600% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12945 | &nbsp;&nbsp; 12735 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 1.375% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13249 | &nbsp;&nbsp; 11021 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 7.000% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.850% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12851 | &nbsp;&nbsp; 12506 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 8.250% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002 | &nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.300% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11881 | &nbsp;&nbsp; 11804 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.400% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14478 | &nbsp;&nbsp; 14235 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.700% | 12/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12910 | &nbsp;&nbsp; 12286 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.500% | 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9034 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.600% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12910 | &nbsp;&nbsp; 11943 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.650% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6222 | &nbsp;&nbsp; 6016 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.150% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20616 | &nbsp;&nbsp; 18066 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.875% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp; 3149 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.250% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13448 | &nbsp;&nbsp; 10674 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 5/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5340 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.500% | 5/9/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21340 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.100% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp; 7832 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 5.250% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8676 | &nbsp;&nbsp; 8169 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.750% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp; 6181 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 2.750% | 5/18/24 | &nbsp;&nbsp; 17986 | &nbsp;&nbsp; 17509 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 3.000% | 5/18/27 | &nbsp;&nbsp; 17723 | &nbsp;&nbsp; 16688 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.375% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43506 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.600% | 4/20/30 | &nbsp;&nbsp; 37104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30359 |
|  | &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.750% | 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24246 | &nbsp;&nbsp; 19165 |
|  | &nbsp;&nbsp;&nbsp;Delhaize America LLC | 9.000% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.125% | 10/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15264 | &nbsp;&nbsp; 14484 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 1.375% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9032 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.200% | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.300% | 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp; 5813 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 3.875% | 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.375% | 10/24/29 | &nbsp;&nbsp; 7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6771 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.000% | 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13976 | &nbsp;&nbsp; 11508 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.125% | 4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16272 | &nbsp;&nbsp; 12948 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.500% | 1/24/33 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 7739 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.875% | 9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | 3.875% | 4/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp; 7727 |
|  | &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | 7.450% | 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2877 | &nbsp;&nbsp; 3410 |
|  | &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | 4.250% | 5/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.250% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.150% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 3.875% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10182 | &nbsp;&nbsp; 9712 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.625% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.125% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104 | &nbsp;&nbsp; 7727 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 3.500% | 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15339 | &nbsp;&nbsp; 13747 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 5.000% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4919 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.125% | 4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10145 | &nbsp;&nbsp; 8128 |
|  | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 4.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19720 | &nbsp;&nbsp; 19259 |
|  | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 4.200% | 5/15/28 | &nbsp;&nbsp; 17511 | &nbsp;&nbsp; 16802 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 3.375% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp; 2519 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8633 | &nbsp;&nbsp; 8180 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11684 | &nbsp;&nbsp; 10032 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12875 | &nbsp;&nbsp; 11076 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | &nbsp;&nbsp; 13474 | &nbsp;&nbsp; 10889 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp; 5157 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | &nbsp;&nbsp; 7122 | &nbsp;&nbsp; 5143 |
|  | &nbsp;&nbsp;&nbsp;Flowers Foods Inc. | 3.500% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp; 5167 |
|  | &nbsp;&nbsp;&nbsp;Flowers Foods Inc. | 2.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873 |
|  | &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22031 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.650% | 2/15/24 | &nbsp;&nbsp; 7411 | &nbsp;&nbsp; 7300 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 4.000% | 4/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.200% | 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13610 | &nbsp;&nbsp; 12887 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 4.200% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21641 | &nbsp;&nbsp; 20916 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 2.875% | 4/15/30 | &nbsp;&nbsp; 7096 | &nbsp;&nbsp; 6149 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 2.250% | 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3599 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.000% | 2/1/51 | &nbsp;&nbsp; 7544 | &nbsp;&nbsp; 5151 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp; 4201 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23519 | &nbsp;&nbsp; 21913 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12244 | &nbsp;&nbsp; 11016 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29228 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 4.000% | 3/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.050% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp; 2185 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.200% | 8/21/25 | &nbsp;&nbsp; 7370 | &nbsp;&nbsp; 7095 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.300% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10007 | &nbsp;&nbsp; 9190 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 1.700% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1903 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.375% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.125% | 11/15/49 | &nbsp;&nbsp; 3176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.650% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp; 1744 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 0.650% | 6/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8216 | &nbsp;&nbsp;&nbsp; 7748 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.700% | 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.800% | 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12898 | &nbsp;&nbsp; 10517 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 3.050% | 6/3/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 3.200% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp; 5137 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 2.900% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9339 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 3.900% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.500% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14346 | &nbsp;&nbsp; 13884 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.375% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13345 | &nbsp;&nbsp; 12343 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.375% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8446 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.125% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 4.250% | 3/15/35 | &nbsp;&nbsp; 7654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6831 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.750% | 9/15/41 | &nbsp;&nbsp; 3115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.550% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497 | &nbsp;&nbsp; 1717 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.125% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13930 | &nbsp;&nbsp; 13177 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12359 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 3.750% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 3.625% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.750% | 4/1/33 | &nbsp;&nbsp; 27555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26325 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 4.375% | 2/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9878 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 6.500% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29928 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 3.250% | 4/1/26 | &nbsp;&nbsp; 10118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9633 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 3.400% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8167 | &nbsp;&nbsp; 7597 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 4.300% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6441 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 2.100% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1014 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kellogg Co. | 7.450% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp; 7009 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 4.500% | 4/1/46 | &nbsp;&nbsp; 7940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4843 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8035 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8771 | &nbsp;&nbsp; 8187 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16385 | &nbsp;&nbsp; 15223 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24329 | &nbsp;&nbsp; 21172 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8097 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13025 | &nbsp;&nbsp; 11852 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4093 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | &nbsp;&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;&nbsp;50 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10412 | &nbsp;&nbsp; 7828 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16980 | &nbsp;&nbsp; 14229 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.050% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9798 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 1.050% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3753 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.950% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.200% | 4/25/29 | &nbsp;&nbsp; 7068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.100% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.000% | 11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10221 | &nbsp;&nbsp; 8219 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 6.625% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 5.300% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10559 | &nbsp;&nbsp; 10619 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.200% | 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp; 4976 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.900% | 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.875% | 2/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.000% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21906 | &nbsp;&nbsp; 20516 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.875% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15790 | &nbsp;&nbsp; 15086 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp; 4179 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.000% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14755 | &nbsp;&nbsp; 14150 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.875% | 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350 | &nbsp;&nbsp; 11245 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.625% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.500% | 2/9/40 | &nbsp;&nbsp; 17325 | &nbsp;&nbsp; 18346 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.000% | 6/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6258 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.200% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22259 | &nbsp;&nbsp; 20511 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.375% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28028 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.875% | 10/1/49 | &nbsp;&nbsp; 37226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32486 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19601 | &nbsp;&nbsp; 18808 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.000% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6002 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.500% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13621 | &nbsp;&nbsp; 13003 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 2.650% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15309 | &nbsp;&nbsp; 14055 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.700% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kroger Co. | 7.700% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5799 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 8.000% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 2.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 7.500% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3558 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 6.900% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6999 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.400% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.000% | 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6228 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.150% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.875% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13855 | &nbsp;&nbsp; 10645 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.450% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15508 | &nbsp;&nbsp; 13098 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.650% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5453 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.950% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6338 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 3.150% | 8/15/24 | &nbsp;&nbsp; 11019 | &nbsp;&nbsp; 10658 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 0.900% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5502 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 3.400% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9832 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 1.850% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 4.200% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5088 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12916 | &nbsp;&nbsp; 12649 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | &nbsp;&nbsp; 7295 | &nbsp;&nbsp; 7583 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13676 | &nbsp;&nbsp; 12271 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 3.000% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29648 | &nbsp;&nbsp; 27529 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 5.000% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16454 | &nbsp;&nbsp; 14575 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 4.200% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21777 | &nbsp;&nbsp; 16972 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 5/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8452 | &nbsp;&nbsp; 7834 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.625% | 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8246 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.750% | 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp; 7248 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 3.000% | 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.875% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp; 7237 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.625% | 9/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9842 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 3/1/24 | &nbsp;&nbsp; 11313 | &nbsp;&nbsp; 11178 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.250% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20070 | &nbsp;&nbsp; 19100 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20757 | &nbsp;&nbsp; 19879 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.500% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13503 | &nbsp;&nbsp; 13184 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.850% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11793 | &nbsp;&nbsp; 11217 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.375% | 10/6/26 | &nbsp;&nbsp; 17618 | &nbsp;&nbsp; 16414 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12568 | &nbsp;&nbsp; 11660 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.000% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8449 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 2/18/28 | &nbsp;&nbsp; 7130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6849 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15335 | &nbsp;&nbsp; 13543 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32450 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.625% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15645 | &nbsp;&nbsp; 12767 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.400% | 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9256 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.950% | 10/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.500% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8721 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8305 | &nbsp;&nbsp; 6134 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.000% | 3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649 | &nbsp;&nbsp; 7586 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8954 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.250% | 10/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3631 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.450% | 4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14813 | &nbsp;&nbsp; 14098 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.450% | 10/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19859 | &nbsp;&nbsp; 15941 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.000% | 5/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5794 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.375% | 7/29/49 | &nbsp;&nbsp; 7465 | &nbsp;&nbsp; 5910 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.875% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9561 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.625% | 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp; 3813 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 10/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.200% | 7/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4699 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.875% | 3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.875% | 5/1/24 | &nbsp;&nbsp; 17780 | &nbsp;&nbsp; 17260 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.250% | 11/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14670 | &nbsp;&nbsp; 14185 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/15/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7006 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.500% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5477 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.375% | 8/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9467 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.000% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10051 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.750% | 2/25/26 | &nbsp;&nbsp; 17941 | &nbsp;&nbsp; 16839 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 0.875% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp; 5127 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp; 17235 | &nbsp;&nbsp; 17398 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8022 | &nbsp;&nbsp; 7297 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.375% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8430 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.625% | 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp; 12985 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.100% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13775 | &nbsp;&nbsp; 11153 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.750% | 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33753 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 6.375% | 5/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13140 | &nbsp;&nbsp; 13934 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.375% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23168 | &nbsp;&nbsp; 19085 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.500% | 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9356 | &nbsp;&nbsp; 7888 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.875% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15895 | &nbsp;&nbsp; 12091 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.125% | 3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9935 | &nbsp;&nbsp; 7855 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.875% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.250% | 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 4.250% | 4/15/31 | &nbsp;&nbsp; 7760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 3.500% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260 | &nbsp;&nbsp; 4112 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 0.550% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.700% | 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19055 | &nbsp;&nbsp; 18082 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.450% | 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14712 | &nbsp;&nbsp; 13630 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.800% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19022 | &nbsp;&nbsp; 17845 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.850% | 8/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682 | &nbsp;&nbsp; 2510 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.000% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32177 | &nbsp;&nbsp; 29317 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.200% | 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20185 | &nbsp;&nbsp; 15847 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 5.550% | 3/5/37 | &nbsp;&nbsp; 1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.550% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8595 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.500% | 10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8632 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.600% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 4.450% | 6/12/25 | &nbsp;&nbsp; 37301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36503 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.700% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12818 | &nbsp;&nbsp; 11597 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 7.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 8.125% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 7.000% | 8/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp; 3312 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 6.150% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12139 | &nbsp;&nbsp; 10822 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.850% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24546 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.750% | 10/1/25 | &nbsp;&nbsp; 9112 | &nbsp;&nbsp; 8815 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.300% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19652 | &nbsp;&nbsp; 18560 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.250% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21772 | &nbsp;&nbsp; 20148 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 2.400% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3262 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 5.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11848 | &nbsp;&nbsp; 12286 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13987 | &nbsp;&nbsp; 14905 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.850% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp; 7393 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.500% | 4/1/46 | &nbsp;&nbsp; 4114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.450% | 3/15/48 | &nbsp;&nbsp; 8111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.300% | 2/15/50 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/50 | &nbsp;&nbsp; 17189 | &nbsp;&nbsp; 18724 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.150% | 12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5597 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.500% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13414 | &nbsp;&nbsp; 13150 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14880 | &nbsp;&nbsp; 14115 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11540 | &nbsp;&nbsp; 10811 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 1.950% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5482 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.375% | 4/15/29 | &nbsp;&nbsp; 17461 | &nbsp;&nbsp; 16215 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.350% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9544 | &nbsp;&nbsp; 8110 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.650% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11438 | &nbsp;&nbsp; 9810 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 6.500% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 7.000% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10122 | &nbsp;&nbsp; 11827 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 4.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.625% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp; 7895 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.900% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.950% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25490 | &nbsp;&nbsp; 17639 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 3.950% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21504 | &nbsp;&nbsp; 21157 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.000% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14156 | &nbsp;&nbsp; 13695 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 3.550% | 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15942 | &nbsp;&nbsp; 14925 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp; 17728 | &nbsp;&nbsp; 16926 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.875% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9356 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14462 | &nbsp;&nbsp; 13418 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.550% | 6/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.100% | 9/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609 | &nbsp;&nbsp; 4276 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.250% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16450 | &nbsp;&nbsp; 16155 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.600% | 5/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24657 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 0.626% | 8/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.375% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.100% | 7/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9891 | &nbsp;&nbsp; 9515 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.000% | 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11245 | &nbsp;&nbsp; 10267 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.900% | 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp; 6215 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.500% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19590 | &nbsp;&nbsp; 16557 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 1.375% | 9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 1.750% | 8/12/31 | &nbsp;&nbsp; 7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 5.900% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.625% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14325 | &nbsp;&nbsp; 9318 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13668 | &nbsp;&nbsp; 13331 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28710 | &nbsp;&nbsp; 27279 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5284 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14728 | &nbsp;&nbsp; 10837 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.300% | 4/22/24 | &nbsp;&nbsp; 27573 | &nbsp;&nbsp; 27025 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.850% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.650% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21528 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.550% | 6/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23685 | &nbsp;&nbsp; 23180 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.900% | 9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12809 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.050% | 7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28105 | &nbsp;&nbsp; 26997 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.050% | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6069 | &nbsp;&nbsp; 5369 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9879 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.700% | 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32290 | &nbsp;&nbsp; 31229 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.500% | 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10942 | &nbsp;&nbsp; 9382 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.250% | 7/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20943 | &nbsp;&nbsp; 19553 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.375% | 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13470 | &nbsp;&nbsp; 11804 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.800% | 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5143 | &nbsp;&nbsp; 4193 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.150% | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14654 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.250% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13041 | &nbsp;&nbsp; 13719 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 6.500% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 | &nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 6.200% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15844 | &nbsp;&nbsp; 17941 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14369 | &nbsp;&nbsp; 13190 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp; 4724 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.000% | 10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp; 4087 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp; 2981 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.000% | 4/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20657 | &nbsp;&nbsp; 18344 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.300% | 4/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5058 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.625% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9204 | &nbsp;&nbsp; 7573 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.050% | 6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16076 | &nbsp;&nbsp; 14373 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.950% | 9/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9896 | &nbsp;&nbsp; 7218 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.500% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9542 |
|  |  |  |  |  | **5008943** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 2.061% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp; 5355 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 3.337% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18990 | &nbsp;&nbsp; 17569 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 3.138% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6530 | &nbsp;&nbsp; 5761 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 4.486% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8939 | &nbsp;&nbsp; 8532 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 5.125% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15164 | &nbsp;&nbsp; 14087 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 4.080% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16340 | &nbsp;&nbsp; 12824 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 4.950% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8554 | &nbsp;&nbsp; 8459 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 5.950% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16721 | &nbsp;&nbsp; 16961 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 4.450% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 | &nbsp;&nbsp; 5749 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 3.600% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 | &nbsp;&nbsp; 4924 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.796% | 9/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21344 | &nbsp;&nbsp; 20959 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.410% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16681 | &nbsp;&nbsp; 16033 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.119% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21190 | &nbsp;&nbsp; 20096 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.017% | 1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11592 | &nbsp;&nbsp; 10808 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.543% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13848 | &nbsp;&nbsp; 13163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.588% | 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8528 | &nbsp;&nbsp; 8123 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.937% | 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15828 | &nbsp;&nbsp; 15124 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 4.234% | 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18250 | &nbsp;&nbsp; 17671 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.633% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25286 | &nbsp;&nbsp; 23197 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 1.749% | 8/10/30 | &nbsp;&nbsp; 7050 | &nbsp;&nbsp; 5625 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.721% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13567 | &nbsp;&nbsp; 11357 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.060% | 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21005 | &nbsp;&nbsp; 15665 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.000% | 2/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33069 | &nbsp;&nbsp; 22434 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.772% | 11/10/50 | &nbsp;&nbsp; 27574 | &nbsp;&nbsp;&nbsp; 17618 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.939% | 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21442 | &nbsp;&nbsp; 14157 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.001% | 3/17/52 | &nbsp;&nbsp; 17180 | &nbsp;&nbsp; 11440 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.379% | 2/8/61 | &nbsp;&nbsp;&nbsp; 17110 | &nbsp;&nbsp; 11830 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.279% | 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29157 | &nbsp;&nbsp; 27400 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.723% | 11/28/28 | &nbsp;&nbsp; 17094 | &nbsp;&nbsp; 16186 |
|  | &nbsp;&nbsp;&nbsp;Burlington Resources LLC | 7.200% | 8/15/31 | &nbsp;&nbsp; 4110 | &nbsp;&nbsp; 4663 |
|  | &nbsp;&nbsp;&nbsp;Burlington Resources LLC | 7.400% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp; 6721 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | &nbsp;&nbsp; 7838 | &nbsp;&nbsp; 7694 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp; 737 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp; 5519 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22473 | &nbsp;&nbsp; 21211 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8821 | &nbsp;&nbsp; 7439 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5383 | &nbsp;&nbsp; 5820 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | &nbsp;&nbsp; 7731 | &nbsp;&nbsp; 7880 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4783 | &nbsp;&nbsp; 4613 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13023 | &nbsp;&nbsp; 12974 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15583 | &nbsp;&nbsp; 15498 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6059 | &nbsp;&nbsp; 6271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8406 | &nbsp;&nbsp; 7358 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 4.250% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 2.650% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9885 | &nbsp;&nbsp; 7880 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9581 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.800% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6347 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.750% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11758 | &nbsp;&nbsp; 12179 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.400% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15328 | &nbsp;&nbsp; 13847 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 3.750% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp; 7194 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13987 | &nbsp;&nbsp; 14235 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20026 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30488 | &nbsp;&nbsp; 30173 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21870 | &nbsp;&nbsp; 19826 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.500% | 10/1/29 | &nbsp;&nbsp; 18774 | &nbsp;&nbsp; 16897 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20471 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 3.250% | 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 15930 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.895% | 3/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12686 | &nbsp;&nbsp; 12402 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 1.554% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30697 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 3.326% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9719 | &nbsp;&nbsp; 9401 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.954% | 5/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22995 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 1.995% | 5/11/27 | &nbsp;&nbsp; 7804 | &nbsp;&nbsp;&nbsp; 7013 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.236% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19518 | &nbsp;&nbsp; 16710 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 3.078% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9929 |
| &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.900% | 11/15/24 | &nbsp;&nbsp; 7440 | &nbsp;&nbsp; 7315 |
| &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 0.687% | 8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp; 7347 |
| &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 1.018% | 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9459 |
| &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.850% | 1/15/28 | &nbsp;&nbsp; 7620 | &nbsp;&nbsp; 7358 |
| &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.250% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11724 | &nbsp;&nbsp; 10756 |
| &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 5.250% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11249 | &nbsp;&nbsp; 11271 |
| &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 2.343% | 8/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636 | &nbsp;&nbsp; 4156 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7630 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp; 6116 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2569 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5878 |
| &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19246 | &nbsp;&nbsp; 18834 |
| &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 12911 |
| &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6709 |
| &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16352 | &nbsp;&nbsp; 16789 |
| &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 |
| &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18669 | &nbsp;&nbsp; 18407 |
| &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5947 |
| &nbsp;&nbsp;&nbsp;Conoco Funding Co. | 7.250% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 4.300% | 8/15/28 | &nbsp;&nbsp; 14746 | &nbsp;&nbsp; 14123 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 2.400% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5389 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 5.900% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9838 | &nbsp;&nbsp; 10510 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 5.900% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10312 | &nbsp;&nbsp; 10886 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 6.500% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15779 | &nbsp;&nbsp;&nbsp; 17741 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 4.875% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp; 7827 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.350% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp; 3136 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 6.950% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573 | &nbsp;&nbsp;&nbsp; 17219 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.758% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8054 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.300% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12027 | &nbsp;&nbsp; 10416 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.800% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14275 | &nbsp;&nbsp; 11330 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.025% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23343 | &nbsp;&nbsp; 18633 |
| &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 3.800% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp; 4512 |
| &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.375% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8042 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.900% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 3.900% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16346 | &nbsp;&nbsp; 15277 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.375% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.625% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038 | &nbsp;&nbsp; 3018 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 3.250% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.600% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.250% | 9/15/24 | &nbsp;&nbsp; 7810 | &nbsp;&nbsp; 7810 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.850% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6493 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.250% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp; 5712 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.875% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5627 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10308 | &nbsp;&nbsp; 9618 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 7.875% | 9/30/31 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8961 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 7.950% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5457 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.600% | 7/15/41 | &nbsp;&nbsp; 17297 | &nbsp;&nbsp; 16160 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.750% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9371 | &nbsp;&nbsp; 7954 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.000% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8602 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14646 | &nbsp;&nbsp; 13644 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14258 | &nbsp;&nbsp; 12509 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.125% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15181 | &nbsp;&nbsp; 12583 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12950 | &nbsp;&nbsp; 13152 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.400% | 3/24/51 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.250% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp; 5128 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5642 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.900% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.875% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9392 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.500% | 4/15/38 | &nbsp;&nbsp; 10010 | &nbsp;&nbsp; 10998 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.500% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp; 4179 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.375% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11531 | &nbsp;&nbsp; 12899 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.150% | 2/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 1/15/25 | &nbsp;&nbsp; 7833 | &nbsp;&nbsp;&nbsp; 7411 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp; 3476 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 1.600% | 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14154 | &nbsp;&nbsp; 13626 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.700% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12501 | &nbsp;&nbsp; 11716 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.125% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13576 | &nbsp;&nbsp; 11836 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13795 | &nbsp;&nbsp; 10627 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.500% | 6/10/44 | &nbsp;&nbsp; 7746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp; 5218 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.400% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9443 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.250% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9269 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3856 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.900% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14306 | &nbsp;&nbsp; 13941 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.050% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16090 | &nbsp;&nbsp; 15591 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 2.900% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11979 | &nbsp;&nbsp; 11287 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.950% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6956 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.750% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16338 | &nbsp;&nbsp; 15943 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.900% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434 | &nbsp;&nbsp; 5138 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.400% | 3/15/27 | &nbsp;&nbsp; 13474 | &nbsp;&nbsp; 12817 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.200% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp; 7952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14377 | &nbsp;&nbsp; 14289 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.000% | 10/1/27 | &nbsp;&nbsp; 11176 | &nbsp;&nbsp; 10449 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.550% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20462 | &nbsp;&nbsp; 19647 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15580 | &nbsp;&nbsp; 15049 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.250% | 4/15/29 | &nbsp;&nbsp; 17262 | &nbsp;&nbsp; 16736 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14880 | &nbsp;&nbsp; 13118 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.750% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.625% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131 | &nbsp;&nbsp; 6157 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.800% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9302 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 7.500% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.050% | 6/1/41 | &nbsp;&nbsp; 8740 | &nbsp;&nbsp; 8274 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.500% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12295 | &nbsp;&nbsp; 12148 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.100% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10946 | &nbsp;&nbsp; 10080 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.950% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8299 | &nbsp;&nbsp; 7026 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.350% | 5/15/45 | &nbsp;&nbsp; 10376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8843 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.125% | 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19063 | &nbsp;&nbsp; 17677 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9256 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.400% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13624 | &nbsp;&nbsp; 11596 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.000% | 6/15/48 | &nbsp;&nbsp; 17278 | &nbsp;&nbsp; 15585 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.250% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20320 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/50 | &nbsp;&nbsp; 27195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21955 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.900% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10845 | &nbsp;&nbsp; 10684 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.750% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21602 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5411 | &nbsp;&nbsp; 5214 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.950% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.125% | 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28456 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 2.800% | 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12352 | &nbsp;&nbsp; 10523 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.875% | 3/1/33 | &nbsp;&nbsp; 7309 | &nbsp;&nbsp; 7987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.650% | 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2708 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 7.550% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.125% | 10/15/39 | &nbsp;&nbsp; 7968 | &nbsp;&nbsp; 8193 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.950% | 2/1/41 | &nbsp;&nbsp; 10276 | &nbsp;&nbsp; 10260 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.700% | 2/15/42 | &nbsp;&nbsp; 5974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9032 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.450% | 2/15/43 | &nbsp;&nbsp; 17653 | &nbsp;&nbsp; 14836 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12357 | &nbsp;&nbsp; 10852 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.100% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.900% | 5/15/46 | &nbsp;&nbsp; 27509 | &nbsp;&nbsp; 24103 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.250% | 2/15/48 | &nbsp;&nbsp; 17654 | &nbsp;&nbsp; 14236 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.800% | 2/1/49 | &nbsp;&nbsp; 17020 | &nbsp;&nbsp; 14705 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.200% | 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20926 | &nbsp;&nbsp; 16491 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 1/31/51 | &nbsp;&nbsp; 10811 | &nbsp;&nbsp; 7863 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.300% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10724 | &nbsp;&nbsp; 7162 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.950% | 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8554 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.950% | 1/31/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16253 | &nbsp;&nbsp; 11819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.250% | 8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp; 7750 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.375% | 2/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10163 | &nbsp;&nbsp; 7830 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.150% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8685 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15457 | &nbsp;&nbsp; 15169 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.375% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14241 | &nbsp;&nbsp; 13785 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.900% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.950% | 4/15/50 | &nbsp;&nbsp; 7871 | &nbsp;&nbsp; 7529 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 6.125% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10165 | &nbsp;&nbsp; 10192 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.678% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | 3.125% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 3.900% | 10/1/27 | &nbsp;&nbsp; 7680 | &nbsp;&nbsp; 7089 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.700% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4296 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.000% | 1/15/29 | &nbsp;&nbsp; 7540 | &nbsp;&nbsp; 7085 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 7.000% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12455 | &nbsp;&nbsp; 12902 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.176% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.019% | 8/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16135 | &nbsp;&nbsp; 15458 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.709% | 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13907 | &nbsp;&nbsp; 13306 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.992% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50328 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.043% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21276 | &nbsp;&nbsp; 20313 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.275% | 8/16/26 | &nbsp;&nbsp; 17602 | &nbsp;&nbsp; 16297 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.294% | 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10530 | &nbsp;&nbsp; 10104 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.440% | 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18698 | &nbsp;&nbsp; 16356 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.482% | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22023 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.610% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25093 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.995% | 8/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9228 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.227% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30604 | &nbsp;&nbsp; 27545 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.567% | 3/6/45 | &nbsp;&nbsp; 17975 | &nbsp;&nbsp; 14154 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.114% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23406 | &nbsp;&nbsp; 20018 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.095% | 8/16/49 | &nbsp;&nbsp; 27146 | &nbsp;&nbsp; 19506 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.327% | 3/19/50 | &nbsp;&nbsp; 37827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33453 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.452% | 4/15/51 | &nbsp;&nbsp; 37311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28281 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 3.800% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 2.920% | 3/1/30 | &nbsp;&nbsp; 17062 | &nbsp;&nbsp; 14653 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.850% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20031 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 6.700% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12442 | &nbsp;&nbsp; 13203 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.500% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp; 3717 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.750% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14896 | &nbsp;&nbsp; 12738 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 5.000% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22277 | &nbsp;&nbsp; 19750 |
|  | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | 2.900% | 9/29/31 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp; 5910 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 3.500% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 | &nbsp;&nbsp; 4612 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 4.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13593 | &nbsp;&nbsp; 13009 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 7.875% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp; 7184 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 7.300% | 8/15/31 | &nbsp;&nbsp; 7112 | &nbsp;&nbsp; 7730 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 7.125% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8143 | &nbsp;&nbsp; 8776 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 6.000% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10688 | &nbsp;&nbsp; 10539 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 5.600% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13914 | &nbsp;&nbsp; 13175 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 5.800% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2665 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | 5.875% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | 4.500% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5444 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21267 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8663 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp; 1123 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3992 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | &nbsp;&nbsp; 7249 | &nbsp;&nbsp; 7097 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | &nbsp;&nbsp; 17321 | &nbsp;&nbsp; 17523 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 | &nbsp;&nbsp; 9381 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9018 | &nbsp;&nbsp; 9065 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | &nbsp;&nbsp; 7967 | &nbsp;&nbsp; 8759 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp; 2258 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12514 | &nbsp;&nbsp; 11397 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp; 5711 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | &nbsp;&nbsp; 11974 | &nbsp;&nbsp; 9919 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931 | &nbsp;&nbsp; 5077 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13219 | &nbsp;&nbsp; 11995 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp; 3141 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18706 | &nbsp;&nbsp; 18363 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 1.750% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6773 | &nbsp;&nbsp; 5976 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.300% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16914 | &nbsp;&nbsp; 16211 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 2.000% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp; 7596 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 7.800% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5724 | &nbsp;&nbsp; 6378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 7.750% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11490 | &nbsp;&nbsp; 12926 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.300% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19359 | &nbsp;&nbsp; 18121 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.550% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23552 | &nbsp;&nbsp; 21580 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.050% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13301 | &nbsp;&nbsp; 11338 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.200% | 3/1/48 | &nbsp;&nbsp; 1115 | &nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 3.250% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp; 3787 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 3.600% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891 | &nbsp;&nbsp; 4072 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 5.000% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10971 | &nbsp;&nbsp; 10911 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 3.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp; 2788 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 5.150% | 10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp; 1307 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.250% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5399 | &nbsp;&nbsp; 4072 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.200% | 10/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12826 | &nbsp;&nbsp; 9670 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.850% | 2/1/49 | &nbsp;&nbsp; 7210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 3.950% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp; 7184 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 4.400% | 7/15/27 | &nbsp;&nbsp; 17392 | &nbsp;&nbsp; 16608 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6555 | &nbsp;&nbsp; 6749 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.600% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10053 | &nbsp;&nbsp; 10017 |
|  | &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 5.200% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp; 3828 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 3.625% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp; 9079 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.700% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16728 | &nbsp;&nbsp; 16483 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 5.125% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20271 | &nbsp;&nbsp; 20192 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9202 | &nbsp;&nbsp; 8505 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 6.500% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16485 | &nbsp;&nbsp; 17009 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.750% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8667 | &nbsp;&nbsp; 7256 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.500% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 | &nbsp;&nbsp; 4560 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 5.000% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp; 3117 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.875% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14363 | &nbsp;&nbsp; 14234 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.000% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5154 | &nbsp;&nbsp; 4994 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.875% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15765 | &nbsp;&nbsp; 15583 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 1.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21979 | &nbsp;&nbsp; 19620 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.125% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9051 | &nbsp;&nbsp; 8568 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19819 | &nbsp;&nbsp; 18720 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14837 | &nbsp;&nbsp; 13820 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 2.650% | 8/15/30 | &nbsp;&nbsp; 17370 | &nbsp;&nbsp; 14093 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.950% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9282 | &nbsp;&nbsp; 8704 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23283 | &nbsp;&nbsp; 19569 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16820 | &nbsp;&nbsp; 14299 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15083 | &nbsp;&nbsp; 12854 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.700% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21008 | &nbsp;&nbsp; 16760 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 5.500% | 2/15/49 | &nbsp;&nbsp; 17278 | &nbsp;&nbsp; 15284 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.950% | 3/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp; 2143 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | 4.900% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035 |
|  | &nbsp;&nbsp;&nbsp;NOV Inc. | 3.950% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9487 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 2.750% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 2.200% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.000% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14343 | &nbsp;&nbsp; 13510 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.550% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10983 | &nbsp;&nbsp; 10379 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.350% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12885 | &nbsp;&nbsp; 11948 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 3.400% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp; 12795 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 3.100% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14320 | &nbsp;&nbsp; 12016 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.350% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.000% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp; 2148 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.950% | 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15730 | &nbsp;&nbsp; 12768 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 5.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6951 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.450% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10622 | &nbsp;&nbsp; 7953 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.500% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | 7.150% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6387 | &nbsp;&nbsp; 6513 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 4.900% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8944 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.650% | 10/1/36 | &nbsp;&nbsp; 9740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9780 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.850% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8041 | &nbsp;&nbsp; 8145 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.125% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6086 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.200% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Exploration Inc. | 5.375% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 7.375% | 11/1/31 | &nbsp;&nbsp; 7480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8542 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.625% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14147 | &nbsp;&nbsp; 14246 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp; 6374 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 0.900% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 3.850% | 4/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10983 | &nbsp;&nbsp; 10704 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 1.300% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8605 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 3.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8420 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 2.150% | 12/15/30 | &nbsp;&nbsp; 17705 | &nbsp;&nbsp; 14159 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 4.650% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11905 | &nbsp;&nbsp; 11110 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 5.875% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14532 | &nbsp;&nbsp; 14899 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 4.875% | 11/15/44 | &nbsp;&nbsp; 17620 | &nbsp;&nbsp; 16187 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 3.300% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp; 5810 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 2.450% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.605% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9516 | &nbsp;&nbsp; 9212 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.550% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.750% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.150% | 12/15/29 | &nbsp;&nbsp; 11123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9702 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 4.680% | 2/15/45 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 4.900% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5273 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.125% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.900% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15265 | &nbsp;&nbsp; 11978 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 2.150% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.600% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20766 | &nbsp;&nbsp; 20109 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.650% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12669 | &nbsp;&nbsp; 12405 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.500% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12330 | &nbsp;&nbsp; 11855 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.550% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8872 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.800% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 6.650% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6839 | &nbsp;&nbsp; 6745 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 5.150% | 6/1/42 | &nbsp;&nbsp; 7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.300% | 1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.700% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp; 6718 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.900% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5097 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26378 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | &nbsp;&nbsp; 29116 | &nbsp;&nbsp; 29185 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16228 | &nbsp;&nbsp; 16420 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24172 | &nbsp;&nbsp; 23713 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | &nbsp;&nbsp; 22747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21386 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24456 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp; 5190 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Investment SA | 2.650% | 6/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18060 | &nbsp;&nbsp; 15482 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.000% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11036 | &nbsp;&nbsp; 10494 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 5/11/25 | &nbsp;&nbsp; 37501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36347 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.875% | 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18301 | &nbsp;&nbsp; 17246 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.500% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21373 | &nbsp;&nbsp; 19825 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.875% | 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18515 | &nbsp;&nbsp; 17822 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.375% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21465 | &nbsp;&nbsp; 18561 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.750% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24642 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.125% | 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15520 | &nbsp;&nbsp; 14372 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 6.375% | 12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34072 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 5.500% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9634 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.875% | 11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.625% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.550% | 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21678 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.375% | 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31837 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.000% | 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24599 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.750% | 9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.125% | 11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22950 | &nbsp;&nbsp; 16220 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 4/6/50 | &nbsp;&nbsp; 17567 | &nbsp;&nbsp; 12747 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.000% | 11/26/51 | &nbsp;&nbsp; 17465 | &nbsp;&nbsp; 11887 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 4.750% | 3/15/24 | &nbsp;&nbsp; 7502 | &nbsp;&nbsp; 7454 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 3.500% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 3.375% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14144 | &nbsp;&nbsp; 13202 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 4.500% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13912 | &nbsp;&nbsp; 11441 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 7.150% | 2/1/32 | &nbsp;&nbsp; 7138 | &nbsp;&nbsp; 7662 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 5.950% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4122 | &nbsp;&nbsp; 4102 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.800% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14361 | &nbsp;&nbsp; 15073 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22869 | &nbsp;&nbsp; 23516 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15450 | &nbsp;&nbsp; 11745 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.750% | 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5902 | &nbsp;&nbsp; 4274 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.200% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8265 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.950% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.000% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.875% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8932 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.500% | 3/1/30 | &nbsp;&nbsp; 7255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6837 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.875% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.000% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14830 | &nbsp;&nbsp; 12467 |
| &nbsp;&nbsp;&nbsp;TC PipeLines LP | 3.900% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp; 2149 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp; 2134 |
| &nbsp;&nbsp;&nbsp;Texas Eastern Transmission LP | 7.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453 |
| &nbsp;&nbsp;&nbsp;Tosco Corp. | 8.125% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.700% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25948 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.750% | 4/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 | &nbsp;&nbsp; 4187 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.434% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12909 | &nbsp;&nbsp; 12332 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.455% | 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16151 | &nbsp;&nbsp; 14995 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.829% | 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20823 | &nbsp;&nbsp; 18405 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.986% | 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4639 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.461% | 7/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.127% | 5/29/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31139 | &nbsp;&nbsp; 22141 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.386% | 6/29/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | 3.883% | 10/11/28 | &nbsp;&nbsp; 7882 | &nbsp;&nbsp; 7619 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp; 12876 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14314 | &nbsp;&nbsp; 14242 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15040 | &nbsp;&nbsp; 14286 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | &nbsp;&nbsp; 17214 | &nbsp;&nbsp; 15783 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15192 | &nbsp;&nbsp; 12072 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20167 | &nbsp;&nbsp; 18418 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4504 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | &nbsp;&nbsp; 7121 | &nbsp;&nbsp; 7030 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20587 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16633 | &nbsp;&nbsp; 14826 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3715 | &nbsp;&nbsp; 4117 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12881 | &nbsp;&nbsp; 12953 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11493 | &nbsp;&nbsp; 10189 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23298 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10194 | &nbsp;&nbsp; 10872 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 | &nbsp;&nbsp; 7950 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12568 | &nbsp;&nbsp; 10918 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5059 | &nbsp;&nbsp; 4276 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 2.150% | 9/15/27 | &nbsp;&nbsp; 7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6426 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13460 | &nbsp;&nbsp; 13000 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 2.800% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 7.500% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9404 | &nbsp;&nbsp; 10581 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 6.625% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21962 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.900% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8643 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 3.650% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15065 | &nbsp;&nbsp; 10670 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Partners LP | 4.500% | 3/15/28 | &nbsp;&nbsp; 7447 | &nbsp;&nbsp; 7227 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.300% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18495 | &nbsp;&nbsp; 18252 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.550% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29528 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.900% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18065 | &nbsp;&nbsp; 17604 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.000% | 9/15/25 | &nbsp;&nbsp; 11515 | &nbsp;&nbsp; 11189 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.750% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18230 | &nbsp;&nbsp;&nbsp; 17183 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.500% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15455 | &nbsp;&nbsp; 13539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 7.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 2.600% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19950 | &nbsp;&nbsp; 16187 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.650% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 6.300% | 4/15/40 | &nbsp;&nbsp; 17893 | &nbsp;&nbsp; 18326 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.800% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9808 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.400% | 3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.750% | 6/24/44 | &nbsp;&nbsp; 7089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.900% | 1/15/45 | &nbsp;&nbsp; 7407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.100% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13933 | &nbsp;&nbsp; 12187 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.850% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.500% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.300% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8558 |
|  |  |  |  |  | &nbsp;&nbsp; **5213770** |
| **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** |
|  | &nbsp;&nbsp;&nbsp;ACE Capital Trust II | 9.700% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2211 | &nbsp;&nbsp; 2742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aegon NV | 5.500% | 4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4524 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.875% | 1/16/24 | &nbsp;&nbsp; 7342 | &nbsp;&nbsp; 7272 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.150% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp; 7817 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 2.875% | 8/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4083 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.650% | 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30642 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.750% | 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16394 | &nbsp;&nbsp; 15654 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 6.500% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24025 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.450% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16369 | &nbsp;&nbsp; 15757 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.750% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14085 | &nbsp;&nbsp; 12413 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.450% | 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25079 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 2.450% | 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53850 | &nbsp;&nbsp; 47095 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.650% | 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20920 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.625% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13208 | &nbsp;&nbsp; 12296 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.875% | 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15921 | &nbsp;&nbsp; 14364 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.000% | 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42372 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.300% | 1/30/32 | &nbsp;&nbsp; 87095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68048 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.400% | 10/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15184 | &nbsp;&nbsp; 11549 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.850% | 10/29/41 | &nbsp;&nbsp; 17604 | &nbsp;&nbsp; 12435 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 4.250% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9252 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 3.500% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12390 | &nbsp;&nbsp; 11904 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 3.300% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8099 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 1.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 2.875% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11560 | &nbsp;&nbsp; 10749 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 3.600% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25575 | &nbsp;&nbsp; 23140 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 4.000% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 4.750% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.250% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12485 | &nbsp;&nbsp; 12269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 0.700% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6392 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 0.800% | 8/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp; 7417 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.250% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.300% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12986 | &nbsp;&nbsp; 12107 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14301 | &nbsp;&nbsp; 13580 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.375% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8094 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8391 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.750% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 1.875% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8048 | &nbsp;&nbsp; 7026 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.625% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14658 | &nbsp;&nbsp; 13267 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.100% | 9/1/28 | &nbsp;&nbsp; 7623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6222 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.625% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11963 | &nbsp;&nbsp; 11205 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.250% | 10/1/29 | &nbsp;&nbsp; 8115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.000% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9589 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.125% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp; 8129 |
|  | &nbsp;&nbsp;&nbsp;Aircastle Ltd. | 4.125% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 |
|  | &nbsp;&nbsp;&nbsp;Aircastle Ltd. | 4.250% | 6/15/26 | &nbsp;&nbsp; 17946 | &nbsp;&nbsp; 16896 |
|  | &nbsp;&nbsp;&nbsp;Alleghany Corp. | 4.900% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 |
|  | &nbsp;&nbsp;&nbsp;Alleghany Corp. | 3.250% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10715 | &nbsp;&nbsp; 7598 |
|  | &nbsp;&nbsp;&nbsp;Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9881 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 0.750% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 3.280% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 1.450% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6497 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.350% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp; 2763 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.550% | 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056 | &nbsp;&nbsp; 3118 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.950% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 4.500% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10355 | &nbsp;&nbsp; 9174 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 4.200% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6779 | &nbsp;&nbsp; 5610 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 3.850% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14766 | &nbsp;&nbsp; 11496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allstate Corp. | 6.500% | 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6728 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 1.450% | 10/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24041 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 3.875% | 5/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 5.125% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19827 | &nbsp;&nbsp; 19659 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 4.625% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 5.800% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 4.750% | 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 7.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 2.200% | 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16075 | &nbsp;&nbsp; 12575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 8.000% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31787 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 8.000% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9586 |
|  | &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | &nbsp;&nbsp; 7216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6867 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.400% | 2/22/24 | &nbsp;&nbsp; 17652 | &nbsp;&nbsp; 17338 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.500% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13171 | &nbsp;&nbsp; 12674 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.000% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50790 | &nbsp;&nbsp; 49166 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.625% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18919 | &nbsp;&nbsp; 18432 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.250% | 3/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20185 | &nbsp;&nbsp; 19069 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.950% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.200% | 11/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15302 | &nbsp;&nbsp; 15123 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.125% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12655 | &nbsp;&nbsp; 11929 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 1.650% | 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11557 | &nbsp;&nbsp; 10242 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.550% | 3/4/27 | &nbsp;&nbsp; 27747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25268 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.300% | 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28972 | &nbsp;&nbsp; 27103 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.989% | 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp; 5315 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.420% | 8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14284 | &nbsp;&nbsp; 13539 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.050% | 12/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879 |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | 5.250% | 4/2/30 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7357 |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp; 7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.125% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 2.500% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19809 | &nbsp;&nbsp; 18662 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.900% | 4/1/26 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp; 7182 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.200% | 4/1/28 | &nbsp;&nbsp; 7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6681 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.250% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.400% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12270 | &nbsp;&nbsp; 10826 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.875% | 1/15/35 | &nbsp;&nbsp; 7686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.700% | 7/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5358 | &nbsp;&nbsp; 4801 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 6.250% | 5/1/36 | &nbsp;&nbsp; 11161 | &nbsp;&nbsp; 11777 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.500% | 7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8672 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.800% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9156 | &nbsp;&nbsp; 8190 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15941 | &nbsp;&nbsp; 14241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American International Group Inc. | 5.750% | 4/1/48 | &nbsp;&nbsp; 7815 | &nbsp;&nbsp; 7468 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.375% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5470 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.700% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12634 | &nbsp;&nbsp; 12315 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.000% | 4/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 2.875% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10816 | &nbsp;&nbsp; 10054 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 4.500% | 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Andrew W Mellon Foundation | 0.947% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aon Corp. | 8.205% | 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp; 3901 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.850% | 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 4.500% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11096 | &nbsp;&nbsp; 10684 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 3.750% | 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8446 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20901 | &nbsp;&nbsp; 17846 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 6.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5832 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.900% | 8/23/51 | &nbsp;&nbsp; 7740 | &nbsp;&nbsp; 4913 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 3.900% | 2/28/52 | &nbsp;&nbsp; 7210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5580 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 3.500% | 6/14/24 | &nbsp;&nbsp; 17520 | &nbsp;&nbsp;&nbsp; 17110 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 3.875% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9992 | &nbsp;&nbsp; 9741 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.600% | 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8752 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.750% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp; 1768 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Apollo Management Holdings LP | 4.400% | 5/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | 4.011% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11651 | &nbsp;&nbsp; 11128 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | 5.031% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 7.350% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5055 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 3.635% | 6/30/50 | &nbsp;&nbsp; 11760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8234 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group US Inc. | 5.144% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623 | &nbsp;&nbsp; 4128 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 4.200% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11796 | &nbsp;&nbsp; 11389 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 4.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5688 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.250% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14905 | &nbsp;&nbsp; 13711 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 2.150% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29847 | &nbsp;&nbsp; 25315 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 2.875% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.200% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12030 | &nbsp;&nbsp; 8811 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 2.400% | 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.500% | 5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8083 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.050% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 4.200% | 9/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp; 1674 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 4.900% | 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 3.700% | 2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 6.750% | 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp; 1119 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 3218 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 4.125% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13434 | &nbsp;&nbsp; 12353 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 6.150% | 4/3/30 | &nbsp;&nbsp; 17920 | &nbsp;&nbsp; 18057 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12231 | &nbsp;&nbsp; 10074 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.950% | 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21751 | &nbsp;&nbsp; 14827 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.450% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8379 | &nbsp;&nbsp; 5173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13348 | &nbsp;&nbsp; 12973 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8980 | &nbsp;&nbsp; 9011 |
|  | &nbsp;&nbsp;&nbsp;AXA SA | 8.600% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11223 | &nbsp;&nbsp; 13542 |
|  | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | 3.900% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | 4.900% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633 |
|  | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance plc | 4.000% | 12/6/27 | &nbsp;&nbsp; 15114 | &nbsp;&nbsp; 14026 |
|  | &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 |
|  | &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp; 2767 |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 6.138% | 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10034 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.706% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12001 | &nbsp;&nbsp; 11520 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.746% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12169 | &nbsp;&nbsp; 11393 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.147% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12790 | &nbsp;&nbsp; 12667 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.179% | 11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19483 | &nbsp;&nbsp; 19237 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.849% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495 | &nbsp;&nbsp; 3103 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.250% | 4/11/27 | &nbsp;&nbsp; 11517 | &nbsp;&nbsp; 10973 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.294% | 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.800% | 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12513 | &nbsp;&nbsp; 11356 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.379% | 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13725 | &nbsp;&nbsp; 12891 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.306% | 6/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13440 | &nbsp;&nbsp; 11748 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.490% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12952 | &nbsp;&nbsp; 10935 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.749% | 12/3/30 | &nbsp;&nbsp; 17192 | &nbsp;&nbsp; 13164 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.958% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.125% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21375 | &nbsp;&nbsp; 21184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8033 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.486% | 5/19/24 | &nbsp;&nbsp; 7003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6893 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.200% | 8/26/24 | &nbsp;&nbsp; 58101 | &nbsp;&nbsp; 57204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48534 | &nbsp;&nbsp; 47506 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.843% | 2/4/25 | &nbsp;&nbsp; 17215 | &nbsp;&nbsp; 16491 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.458% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.950% | 4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43497 | &nbsp;&nbsp; 42374 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.976% | 4/22/25 | &nbsp;&nbsp; 57265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53673 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.841% | 4/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.875% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.093% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43545 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.456% | 10/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22320 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.530% | 12/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14468 | &nbsp;&nbsp; 13347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.366% | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33989 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.015% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18384 | &nbsp;&nbsp; 17046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.450% | 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.384% | 4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39798 | &nbsp;&nbsp; 37998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.500% | 4/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21753 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.319% | 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15399 | &nbsp;&nbsp; 13871 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.827% | 7/22/26 | &nbsp;&nbsp; 27172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26867 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.220% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 | &nbsp;&nbsp; 2760 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.250% | 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31666 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.197% | 10/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20424 | &nbsp;&nbsp; 18193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.559% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32800 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.734% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64809 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.248% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46687 | &nbsp;&nbsp; 43150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.183% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42441 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.824% | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30087 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.551% | 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12854 | &nbsp;&nbsp; 11415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.705% | 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39261 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.376% | 4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20570 | &nbsp;&nbsp; 19667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.593% | 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59553 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.948% | 7/22/28 | &nbsp;&nbsp; 7020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6860 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.419% | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;104230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.970% | 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21091 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.087% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51081 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.271% | 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86468 | &nbsp;&nbsp; 80766 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.974% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 | &nbsp;&nbsp; 8115 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.194% | 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24870 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.884% | 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.496% | 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75720 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.592% | 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.898% | 7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.922% | 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29448 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.687% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;106759 | &nbsp;&nbsp; 85415 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.299% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52635 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.572% | 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38081 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.972% | 2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.571% | 4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21126 | &nbsp;&nbsp; 19357 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.015% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36585 | &nbsp;&nbsp; 34711 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.482% | 9/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24280 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.110% | 1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25620 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.846% | 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15575 | &nbsp;&nbsp; 12882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.244% | 4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38981 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 7.750% | 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16266 | &nbsp;&nbsp; 18975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.078% | 4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39837 | &nbsp;&nbsp; 33124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.676% | 6/19/41 | &nbsp;&nbsp; 97477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65858 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.875% | 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14712 | &nbsp;&nbsp; 14882 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.311% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.000% | 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19657 | &nbsp;&nbsp; 18053 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.875% | 4/1/44 | &nbsp;&nbsp; 7768 | &nbsp;&nbsp; 7007 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.750% | 4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.443% | 1/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12693 | &nbsp;&nbsp; 10725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.946% | 1/23/49 | &nbsp;&nbsp; 11510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8891 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.330% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38431 | &nbsp;&nbsp; 31610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.083% | 3/20/51 | &nbsp;&nbsp; 111662 | &nbsp;&nbsp; 88192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.831% | 10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.483% | 3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.972% | 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America NA | 6.000% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18765 | &nbsp;&nbsp; 19239 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.300% | 2/5/24 | &nbsp;&nbsp; 17228 | &nbsp;&nbsp; 16907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.150% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.500% | 6/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11755 | &nbsp;&nbsp; 11317 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 0.625% | 7/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.250% | 9/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32862 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.500% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11223 | &nbsp;&nbsp; 10472 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.850% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26338 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.700% | 6/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10213 | &nbsp;&nbsp; 9911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.650% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16195 | &nbsp;&nbsp; 14806 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.700% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6236 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.338% | 10/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.803% | 12/15/32 | &nbsp;&nbsp; 27153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23924 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 5.224% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12902 | &nbsp;&nbsp; 12891 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.650% | 2/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9381 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.250% | 9/11/24 | &nbsp;&nbsp; 17047 | &nbsp;&nbsp; 16580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.100% | 10/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9644 | &nbsp;&nbsp; 9197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.000% | 2/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15262 | &nbsp;&nbsp; 14714 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 1.600% | 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.950% | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8590 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.800% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28702 | &nbsp;&nbsp; 26917 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.414% | 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12268 | &nbsp;&nbsp; 12091 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.450% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18020 | &nbsp;&nbsp; 16579 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.050% | 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344 | &nbsp;&nbsp; 4810 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.250% | 5/16/27 | &nbsp;&nbsp; 27198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25586 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.400% | 1/29/28 | &nbsp;&nbsp; 7654 | &nbsp;&nbsp; 7127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.442% | 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18695 | &nbsp;&nbsp; 17544 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.000% | 10/30/28 | &nbsp;&nbsp; 7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.300% | 8/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.500% | 1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.834% | 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25651 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.625% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.400% | 2/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14226 | &nbsp;&nbsp; 13980 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.700% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16536 | &nbsp;&nbsp; 15621 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.650% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 5.250% | 12/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 12513 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.450% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.200% | 2/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50018 | &nbsp;&nbsp;&nbsp; 47115 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.450% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10607 | &nbsp;&nbsp; 10222 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.300% | 6/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28370 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.500% | 12/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34585 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.700% | 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21289 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.300% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15028 | &nbsp;&nbsp; 13141 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.950% | 2/2/27 | &nbsp;&nbsp; 7580 | &nbsp;&nbsp; 6749 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.450% | 2/2/32 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp; 5714 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.588% | 5/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14534 | &nbsp;&nbsp; 12405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Bank plc | 3.750% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 4.338% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24587 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.375% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.650% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42612 | &nbsp;&nbsp; 40901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 3.932% | 5/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12771 | &nbsp;&nbsp; 12382 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.375% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 2.852% | 5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29583 | &nbsp;&nbsp; 27466 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.200% | 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18219 | &nbsp;&nbsp; 17705 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.304% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10290 | &nbsp;&nbsp; 10219 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.325% | 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25920 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.337% | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15789 | &nbsp;&nbsp; 14671 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.836% | 5/9/28 | &nbsp;&nbsp; 36745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33863 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.501% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 | &nbsp;&nbsp; 11206 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.385% | 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 4.972% | 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25002 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 5.088% | 6/20/30 | &nbsp;&nbsp; 17560 | &nbsp;&nbsp; 16192 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.645% | 6/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28362 | &nbsp;&nbsp; 22141 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.667% | 3/10/32 | &nbsp;&nbsp; 10768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8231 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.894% | 11/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10270 | &nbsp;&nbsp; 7816 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.746% | 8/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12210 | &nbsp;&nbsp; 11558 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.437% | 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41321 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.564% | 9/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24700 | &nbsp;&nbsp; 18930 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.811% | 3/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp; 4181 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.250% | 8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11937 | &nbsp;&nbsp; 10742 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.950% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21298 | &nbsp;&nbsp; 18400 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11664 | &nbsp;&nbsp; 10118 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12241 | &nbsp;&nbsp; 11221 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40884 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | &nbsp;&nbsp; 37429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33555 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | &nbsp;&nbsp; 37188 | &nbsp;&nbsp; 25016 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29045 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 3.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32641 | &nbsp;&nbsp; 31318 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 4.500% | 2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581 |
|  | &nbsp;&nbsp;&nbsp;BGC Partners Inc. | 3.750% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8558 | &nbsp;&nbsp; 8181 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.500% | 3/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19306 | &nbsp;&nbsp; 19004 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4133 | &nbsp;&nbsp; 3913 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.250% | 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8771 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 2.400% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14976 | &nbsp;&nbsp; 12786 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 1.900% | 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12630 | &nbsp;&nbsp; 10220 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 2.100% | 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13489 | &nbsp;&nbsp; 10839 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 7.050% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 2.625% | 12/15/26 | &nbsp;&nbsp; 7476 | &nbsp;&nbsp; 6191 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 3.250% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9932 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 3.625% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9910 | &nbsp;&nbsp; 9118 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 2.750% | 9/16/26 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp; 6218 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 2.850% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.250% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2752 |
|  | &nbsp;&nbsp;&nbsp;BPCE SA | 4.000% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22308 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | 3.375% | 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 | &nbsp;&nbsp; 5101 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 5.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8085 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 4.700% | 6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 3.850% | 12/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Corp. | 4.000% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8076 | &nbsp;&nbsp; 7889 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.000% | 4/1/24 | &nbsp;&nbsp; 11374 | &nbsp;&nbsp; 11177 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.250% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2410 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.900% | 1/25/28 | &nbsp;&nbsp; 7584 | &nbsp;&nbsp; 6974 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.850% | 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21729 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.350% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12165 | &nbsp;&nbsp; 11028 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 2.724% | 4/15/31 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 6123 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.700% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9312 | &nbsp;&nbsp; 7446 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.500% | 3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.625% | 2/15/52 | &nbsp;&nbsp; 7058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4607 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance LLC | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.200% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8181 | &nbsp;&nbsp; 7554 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 2.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16410 | &nbsp;&nbsp; 12511 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.200% | 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.950% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp; 7563 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15523 | &nbsp;&nbsp; 15148 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 | &nbsp;&nbsp; 4416 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15264 | &nbsp;&nbsp; 14404 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12065 | &nbsp;&nbsp; 11579 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20993 | &nbsp;&nbsp; 18454 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9885 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20025 | &nbsp;&nbsp; 17662 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.600% | 5/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11902 | &nbsp;&nbsp; 11802 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.900% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10932 | &nbsp;&nbsp; 10794 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 4/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10313 | &nbsp;&nbsp; 10121 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.300% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22081 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.200% | 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14199 | &nbsp;&nbsp; 13673 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.250% | 4/30/25 | &nbsp;&nbsp; 10017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.200% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20331 | &nbsp;&nbsp; 19651 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.636% | 3/3/26 | &nbsp;&nbsp; 16746 | &nbsp;&nbsp; 15701 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39616 | &nbsp;&nbsp; 37400 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39032 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.650% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9991 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 1.878% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.800% | 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29458 | &nbsp;&nbsp; 27594 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.273% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12595 | &nbsp;&nbsp; 10793 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.618% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8008 | &nbsp;&nbsp; 6163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One NA | 2.280% | 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 3.650% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16846 | &nbsp;&nbsp; 16118 |
|  | &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 1.625% | 12/15/30 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5446 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.550% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11562 | &nbsp;&nbsp; 11394 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 0.750% | 3/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.750% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.000% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.200% | 3/24/25 | &nbsp;&nbsp; 7450 | &nbsp;&nbsp; 7368 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.625% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp; 7869 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.850% | 5/21/25 | &nbsp;&nbsp; 7317 | &nbsp;&nbsp; 7145 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.450% | 2/13/26 | &nbsp;&nbsp; 7765 | &nbsp;&nbsp; 7514 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 0.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21342 | &nbsp;&nbsp; 18906 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 1.150% | 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19545 | &nbsp;&nbsp; 17375 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14081 | &nbsp;&nbsp; 13246 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.450% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18229 | &nbsp;&nbsp; 16661 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22925 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 1/25/28 | &nbsp;&nbsp; 7671 | &nbsp;&nbsp; 7153 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.000% | 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.000% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9069 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.250% | 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8938 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.750% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8955 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 1.650% | 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990 | &nbsp;&nbsp; 11659 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.300% | 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16662 | &nbsp;&nbsp; 13613 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 1.950% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9582 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.900% | 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15656 | &nbsp;&nbsp; 13303 |
|  | &nbsp;&nbsp;&nbsp;Chubb Corp. | 6.000% | 5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chubb Corp. | 6.500% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/15/24 | &nbsp;&nbsp; 7378 | &nbsp;&nbsp; 7220 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.150% | 3/15/25 | &nbsp;&nbsp; 17340 | &nbsp;&nbsp; 16740 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21638 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.375% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18049 | &nbsp;&nbsp; 14020 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 6.700% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.150% | 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4299 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.350% | 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32352 | &nbsp;&nbsp; 28076 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 2.850% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.050% | 12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055 |
|  | &nbsp;&nbsp;&nbsp;CI Financial Corp. | 3.200% | 12/17/30 | &nbsp;&nbsp; 11199 | &nbsp;&nbsp; 8511 |
|  | &nbsp;&nbsp;&nbsp;CI Financial Corp. | 4.100% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12502 | &nbsp;&nbsp; 7422 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | 6.920% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  | &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | 6.125% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citibank NA | 3.650% | 1/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.500% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.678% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32329 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.750% | 6/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21861 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.000% | 8/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19933 | &nbsp;&nbsp; 19632 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.776% | 10/30/24 | &nbsp;&nbsp;&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;&nbsp;72 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.875% | 3/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16565 | &nbsp;&nbsp; 16120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.352% | 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34909 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.300% | 4/27/25 | &nbsp;&nbsp; 7612 | &nbsp;&nbsp; 7364 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.981% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18422 | &nbsp;&nbsp; 17245 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.140% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6878 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.400% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50332 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.500% | 9/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21641 | &nbsp;&nbsp; 21764 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.281% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.700% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25661 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.014% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19030 | &nbsp;&nbsp; 17621 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.600% | 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29977 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.290% | 3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16465 | &nbsp;&nbsp; 15653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.106% | 4/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48286 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.400% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp; 15475 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.610% | 9/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15280 | &nbsp;&nbsp; 15322 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.200% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63735 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.300% | 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5533 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.462% | 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.450% | 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.887% | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65020 | &nbsp;&nbsp; 60769 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.070% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp; 1161 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.658% | 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.668% | 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45054 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.125% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11958 | &nbsp;&nbsp; 11149 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.520% | 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26327 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.075% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19263 | &nbsp;&nbsp;&nbsp; 17764 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.980% | 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21655 | &nbsp;&nbsp; 19555 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.976% | 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20061 | &nbsp;&nbsp; 16863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.666% | 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.412% | 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.572% | 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21145 | &nbsp;&nbsp;&nbsp; 17103 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.561% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp; 1126 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.625% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.520% | 11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29772 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.057% | 1/25/33 | &nbsp;&nbsp; 37885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30590 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.785% | 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73590 | &nbsp;&nbsp; 63115 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.910% | 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp; 7804 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.000% | 10/31/33 | &nbsp;&nbsp; 13111 | &nbsp;&nbsp; 13185 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.270% | 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34550 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.125% | 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14933 | &nbsp;&nbsp; 14954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.878% | 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24409 | &nbsp;&nbsp; 20201 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 8.125% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33072 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.316% | 3/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13415 | &nbsp;&nbsp; 12925 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6408 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.904% | 11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.675% | 9/13/43 | &nbsp;&nbsp; 7110 | &nbsp;&nbsp; 7693 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.950% | 11/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp; 4014 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.300% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22434 | &nbsp;&nbsp; 20216 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11793 | &nbsp;&nbsp; 10152 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.750% | 5/18/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33598 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.281% | 4/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp; 10702 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20905 | &nbsp;&nbsp; 18177 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 6.064% | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9030 | &nbsp;&nbsp; 9124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 3.750% | 2/18/26 | &nbsp;&nbsp; 7390 | &nbsp;&nbsp; 7083 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 4.575% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8455 | &nbsp;&nbsp; 8157 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.850% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30882 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.500% | 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 3.250% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 4.300% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4805 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.638% | 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 3.000% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11858 | &nbsp;&nbsp; 11469 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 3.750% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 2.650% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 5.300% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12882 | &nbsp;&nbsp; 13264 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8804 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.950% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 4.500% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4484 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.450% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp; 9201 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.900% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 2.050% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | 5.250% | 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8402 | &nbsp;&nbsp; 7989 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Comerica Bank | 2.500% | 7/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Comerica Bank | 4.000% | 7/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3261 | &nbsp;&nbsp; 3157 |
|  | &nbsp;&nbsp;&nbsp;Comerica Inc. | 4.000% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.375% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15875 | &nbsp;&nbsp; 15127 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.875% | 8/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8844 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.375% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8715 | &nbsp;&nbsp; 8156 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.375% | 5/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23261 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.375% | 8/4/25 | &nbsp;&nbsp; 17082 | &nbsp;&nbsp; 16668 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.750% | 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19258 | &nbsp;&nbsp; 18137 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 5/24/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14226 | &nbsp;&nbsp; 14397 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.750% | 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16314 | &nbsp;&nbsp; 15613 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 8/4/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19036 | &nbsp;&nbsp;&nbsp; 17164 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.500% | 4/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 12077 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.650% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11825 | &nbsp;&nbsp; 11016 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.850% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13495 | &nbsp;&nbsp; 12294 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.900% | 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14970 | &nbsp;&nbsp; 13112 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.350% | 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6677 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 1.000% | 5/5/23 | &nbsp;&nbsp; 27084 | &nbsp;&nbsp; 26519 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 0.495% | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 4.750% | 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 3.625% | 9/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23356 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 3.700% | 2/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp; 276 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 3.750% | 3/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60039 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.550% | 4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15469 | &nbsp;&nbsp; 13763 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.282% | 1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20250 | &nbsp;&nbsp; 16852 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.194% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.875% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25026 | &nbsp;&nbsp; 17209 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse USA Inc. | 7.125% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14739 | &nbsp;&nbsp; 14890 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.700% | 5/30/24 | &nbsp;&nbsp; 30745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29840 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.700% | 5/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.447% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20548 | &nbsp;&nbsp; 19559 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.961% | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.100% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10509 | &nbsp;&nbsp; 10042 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 6.119% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35459 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.129% | 11/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16135 | &nbsp;&nbsp; 14233 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.311% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14390 | &nbsp;&nbsp; 12225 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.552% | 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5837 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.882% | 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897 | &nbsp;&nbsp; 2515 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.729% | 1/14/32 | &nbsp;&nbsp; 17454 | &nbsp;&nbsp; 12855 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.875% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16075 | &nbsp;&nbsp; 13422 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.742% | 1/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15209 | &nbsp;&nbsp; 10888 |
|  | &nbsp;&nbsp;&nbsp;Discover Bank | 2.450% | 9/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16491 | &nbsp;&nbsp; 15669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 4.250% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12805 | &nbsp;&nbsp; 12248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 3.450% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18563 | &nbsp;&nbsp; 17098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 4.650% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15997 | &nbsp;&nbsp; 14990 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 2.700% | 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 3.950% | 11/6/24 | &nbsp;&nbsp; 7685 | &nbsp;&nbsp; 7482 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 3.750% | 3/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10684 | &nbsp;&nbsp; 10289 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 4.500% | 1/30/26 | &nbsp;&nbsp; 17848 | &nbsp;&nbsp; 17295 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 4.100% | 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31334 |
|  | &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | 3.500% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288 |
|  | &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 4.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12069 | &nbsp;&nbsp; 11025 |
|  | &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 3.100% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 7.000% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 4.350% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18186 | &nbsp;&nbsp; 17308 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 5.000% | 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22381 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8937 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12620 | &nbsp;&nbsp; 7842 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10982 | &nbsp;&nbsp; 10407 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp; 2124 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp; 9015 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 4.500% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7596 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 3.400% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12391 | &nbsp;&nbsp; 10461 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 2.450% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 3.200% | 9/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6426 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 1.625% | 5/5/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.300% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15040 | &nbsp;&nbsp; 14896 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 3.650% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42332 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 2.375% | 1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25321 | &nbsp;&nbsp; 24014 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 2.550% | 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13032 | &nbsp;&nbsp; 11730 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 1.707% | 11/1/27 | &nbsp;&nbsp; 7727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 3.950% | 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15929 | &nbsp;&nbsp; 15220 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.055% | 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.772% | 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6481 | &nbsp;&nbsp; 6172 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 8.250% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14331 | &nbsp;&nbsp; 17689 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 3.950% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13054 | &nbsp;&nbsp; 12843 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 5.852% | 10/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10555 | &nbsp;&nbsp; 10653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 3.850% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13841 | &nbsp;&nbsp; 13213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 2.250% | 2/1/27 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 4.600% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505 | &nbsp;&nbsp; 5419 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 4.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 2.400% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9888 | &nbsp;&nbsp; 7229 |
|  | &nbsp;&nbsp;&nbsp;First Horizon Corp. | 4.000% | 5/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Republic Bank | 4.375% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Republic Bank | 4.625% | 2/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244 | &nbsp;&nbsp; 4117 |
|  | &nbsp;&nbsp;&nbsp;First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | &nbsp;&nbsp; 7416 | &nbsp;&nbsp; 7566 |
|  | &nbsp;&nbsp;&nbsp;Franklin BSP Lending Corp. | 3.250% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 2.850% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 1.600% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6721 | &nbsp;&nbsp; 5167 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 2.950% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 4.625% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8124 | &nbsp;&nbsp; 7864 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 4.125% | 2/1/25 | &nbsp;&nbsp; 7026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6603 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.400% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15078 | &nbsp;&nbsp; 13390 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 2.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4657 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.125% | 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.350% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.250% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.850% | 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16206 | &nbsp;&nbsp; 15156 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.500% | 3/15/28 | &nbsp;&nbsp; 7278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.550% | 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5739 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.000% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398 | &nbsp;&nbsp; 3911 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 1.900% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4470 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.500% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 5.200% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.500% | 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.100% | 6/1/51 | &nbsp;&nbsp; 7242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Funding LLC | 3.450% | 5/15/25 | &nbsp;&nbsp; 17761 | &nbsp;&nbsp; 17064 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Funding LLC | 4.550% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8364 | &nbsp;&nbsp; 7938 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | 4.550% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367 | &nbsp;&nbsp; 6188 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | 2.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp; 7575 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I | 6.345% | 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13412 | &nbsp;&nbsp; 13879 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.625% | 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25255 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.000% | 3/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52480 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.673% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;64 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.000% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30962 | &nbsp;&nbsp; 30193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.850% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12662 | &nbsp;&nbsp; 12422 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 0.925% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40454 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.757% | 1/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34784 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 5/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25979 | &nbsp;&nbsp; 25149 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.272% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61002 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.250% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21221 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35606 | &nbsp;&nbsp; 34315 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.093% | 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20063 | &nbsp;&nbsp;&nbsp; 17712 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.950% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22358 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.850% | 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39262 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.431% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 | &nbsp;&nbsp; 7949 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.387% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.542% | 9/10/27 | &nbsp;&nbsp; 7910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6833 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.948% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28845 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.640% | 2/24/28 | &nbsp;&nbsp; 27070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24085 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.615% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30566 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.691% | 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33855 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.482% | 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.814% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78486 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.223% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21830 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.600% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5324 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.800% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65775 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.992% | 1/27/32 | &nbsp;&nbsp; 26114 | &nbsp;&nbsp; 19879 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.615% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53362 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.383% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25821 | &nbsp;&nbsp; 20016 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.650% | 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32492 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.125% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.102% | 2/24/33 | &nbsp;&nbsp; 103114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84083 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.450% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22099 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.750% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55303 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.017% | 10/31/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49621 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.411% | 4/23/39 | &nbsp;&nbsp; 57660 | &nbsp;&nbsp; 49718 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18403 | &nbsp;&nbsp; 19179 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.210% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21938 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.436% | 2/24/43 | &nbsp;&nbsp; 7291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.800% | 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25140 | &nbsp;&nbsp; 22210 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.150% | 5/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32853 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.750% | 10/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | 3.375% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8621 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | 2.500% | 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | 4.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6341 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | 2.500% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 | &nbsp;&nbsp; 4510 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5939 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | &nbsp;&nbsp; 7465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | &nbsp;&nbsp; 17606 | &nbsp;&nbsp; 12743 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 5.875% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 5.625% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp; 315 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 7.000% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9997 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.250% | 3/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35708 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.950% | 5/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21891 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.803% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31292 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 0.976% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.250% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.633% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30592 | &nbsp;&nbsp; 28816 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.180% | 12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39839 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.300% | 3/8/26 | &nbsp;&nbsp; 46113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44622 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.999% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25341 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.645% | 4/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20506 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.900% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50699 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.099% | 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81025 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.292% | 9/12/26 | &nbsp;&nbsp; 57981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55633 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.336% | 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15850 | &nbsp;&nbsp; 16485 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.375% | 11/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20445 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22645 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.251% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31440 | &nbsp;&nbsp; 27235 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.041% | 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28671 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.755% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43389 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.210% | 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21985 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.013% | 9/22/28 | &nbsp;&nbsp; 57129 | &nbsp;&nbsp; 47678 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20145 | &nbsp;&nbsp; 21143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.583% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30077 | &nbsp;&nbsp; 27652 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.206% | 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22715 | &nbsp;&nbsp; 18346 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.950% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14556 | &nbsp;&nbsp; 13903 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.973% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40172 | &nbsp;&nbsp; 35109 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.848% | 6/4/31 | &nbsp;&nbsp; 17654 | &nbsp;&nbsp; 14111 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.357% | 8/18/31 | &nbsp;&nbsp; 17624 | &nbsp;&nbsp; 13501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.625% | 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8281 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.804% | 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25044 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.871% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31283 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.350% | 11/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.762% | 3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15440 | &nbsp;&nbsp; 13361 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.402% | 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9791 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 8.113% | 11/3/33 | &nbsp;&nbsp; 17295 | &nbsp;&nbsp; 18328 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20064 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40835 | &nbsp;&nbsp; 39316 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.800% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11229 | &nbsp;&nbsp; 11142 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.100% | 1/14/42 | &nbsp;&nbsp; 7403 | &nbsp;&nbsp; 7731 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.250% | 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39054 | &nbsp;&nbsp; 33076 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | 3.500% | 6/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11988 | &nbsp;&nbsp; 11670 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.625% | 8/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5364 | &nbsp;&nbsp; 5151 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 4.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp; 6086 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.550% | 2/4/30 | &nbsp;&nbsp; 17060 | &nbsp;&nbsp; 14033 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 5.023% | 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp; 7716 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | 5.699% | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16478 | &nbsp;&nbsp; 16528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Huntington National Bank | 4.270% | 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp; 5393 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | 4.552% | 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19520 | &nbsp;&nbsp; 18818 |
|  | &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7508 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.550% | 4/9/24 | &nbsp;&nbsp; 17122 | &nbsp;&nbsp; 16754 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.869% | 3/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp; 9311 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.950% | 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20143 | &nbsp;&nbsp; 19001 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.017% | 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp; 4333 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.550% | 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13405 | &nbsp;&nbsp; 12796 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.050% | 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp; 3642 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 2.727% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5078 | &nbsp;&nbsp; 4035 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.252% | 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12433 | &nbsp;&nbsp; 10989 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.650% | 5/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp; 9584 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16233 | &nbsp;&nbsp; 15806 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.100% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597 | &nbsp;&nbsp; 4267 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.000% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406 | &nbsp;&nbsp; 6188 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.750% | 9/21/28 | &nbsp;&nbsp; 7735 | &nbsp;&nbsp; 7318 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.350% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6253 | &nbsp;&nbsp; 6049 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 2.100% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21874 | &nbsp;&nbsp; 17851 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 1.850% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33686 | &nbsp;&nbsp; 25346 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.600% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23390 | &nbsp;&nbsp; 22435 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 2.650% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8458 | &nbsp;&nbsp; 5884 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.250% | 9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13434 | &nbsp;&nbsp; 11250 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18940 | &nbsp;&nbsp; 12675 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp; 18001 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28124 | &nbsp;&nbsp; 17544 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 5.200% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10907 | &nbsp;&nbsp; 10353 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 4.000% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13599 | &nbsp;&nbsp; 13490 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 3.750% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp; 2252 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 5.375% | 11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10862 | &nbsp;&nbsp; 10088 |
|  | &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | 3.125% | 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 | &nbsp;&nbsp; 4658 |
|  | &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | 4.000% | 11/23/51 | &nbsp;&nbsp; 7789 | &nbsp;&nbsp; 4961 |
|  | &nbsp;&nbsp;&nbsp;Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp; 3886 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 4.850% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp; 6817 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.450% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp; 2563 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 4.150% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18315 | &nbsp;&nbsp; 16365 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 2.750% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.250% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 | &nbsp;&nbsp; 4278 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.500% | 1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5559 | &nbsp;&nbsp; 5428 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.375% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33659 | &nbsp;&nbsp; 33488 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.700% | 5/18/23 | &nbsp;&nbsp; 7853 | &nbsp;&nbsp; 7782 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.875% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24242 | &nbsp;&nbsp; 23961 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.625% | 5/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33443 | &nbsp;&nbsp; 32882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.514% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14853 | &nbsp;&nbsp; 14608 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.875% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64977 | &nbsp;&nbsp; 63560 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.125% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28703 | &nbsp;&nbsp; 27706 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.563% | 2/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp; 684 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.220% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.824% | 6/1/25 | &nbsp;&nbsp; 7611 | &nbsp;&nbsp; 7099 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.969% | 6/23/25 | &nbsp;&nbsp; 17046 | &nbsp;&nbsp; 15895 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.900% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51628 | &nbsp;&nbsp; 50518 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.768% | 8/9/25 | &nbsp;&nbsp; 7937 | &nbsp;&nbsp; 7322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.301% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29794 | &nbsp;&nbsp; 28046 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.561% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26234 | &nbsp;&nbsp; 24274 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.546% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20855 | &nbsp;&nbsp; 20856 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.595% | 2/24/26 | &nbsp;&nbsp; 27489 | &nbsp;&nbsp; 25856 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.005% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp; 1422 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.300% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56428 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.083% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.080% | 4/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20349 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.200% | 6/15/26 | &nbsp;&nbsp; 57597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54447 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.950% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54389 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 7.625% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp; 10163 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.045% | 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11351 | &nbsp;&nbsp; 10022 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.125% | 12/15/26 | &nbsp;&nbsp; 17398 | &nbsp;&nbsp; 16824 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.960% | 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49787 | &nbsp;&nbsp; 47528 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.040% | 2/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.578% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5287 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 8.000% | 4/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9001 | &nbsp;&nbsp; 10061 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.050% | 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.470% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19560 | &nbsp;&nbsp; 16907 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.250% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16867 | &nbsp;&nbsp; 16225 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.625% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16171 | &nbsp;&nbsp; 15016 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.782% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73479 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.947% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.323% | 4/26/28 | &nbsp;&nbsp; 27930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26626 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.540% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.182% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12925 | &nbsp;&nbsp; 11283 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.851% | 7/25/28 | &nbsp;&nbsp; 17866 | &nbsp;&nbsp; 17442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.509% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45555 | &nbsp;&nbsp; 41319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.005% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23540 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.069% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28604 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.203% | 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33054 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.452% | 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24288 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.702% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50060 | &nbsp;&nbsp; 44801 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.565% | 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 8.750% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714 | &nbsp;&nbsp; 3143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.739% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.493% | 3/24/31 | &nbsp;&nbsp; 37750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35303 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.522% | 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20281 | &nbsp;&nbsp; 16592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.956% | 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44474 | &nbsp;&nbsp; 36617 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.764% | 11/19/31 | &nbsp;&nbsp; 27535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20880 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.953% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41753 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.580% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51368 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.545% | 11/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36033 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.963% | 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41256 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.586% | 4/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8567 | &nbsp;&nbsp; 7931 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.912% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62770 | &nbsp;&nbsp; 59713 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.717% | 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13645 | &nbsp;&nbsp; 13408 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 6.400% | 5/15/38 | &nbsp;&nbsp; 17177 | &nbsp;&nbsp; 18609 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.882% | 7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38756 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.500% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15776 | &nbsp;&nbsp; 15702 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33283 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10587 | &nbsp;&nbsp; 10610 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.525% | 11/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21751 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.400% | 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12821 | &nbsp;&nbsp; 12603 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.157% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25265 | &nbsp;&nbsp; 18368 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.625% | 8/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13830 | &nbsp;&nbsp; 13517 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.850% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5451 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.950% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13660 | &nbsp;&nbsp; 12238 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.260% | 2/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26959 | &nbsp;&nbsp; 22144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.032% | 7/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.964% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86314 | &nbsp;&nbsp; 67572 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.897% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26938 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41490 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.328% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29030 | &nbsp;&nbsp; 19997 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 4.350% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647 | &nbsp;&nbsp; 2576 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 2.400% | 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 3.800% | 2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp; 4319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 3.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16308 | &nbsp;&nbsp; 15688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.150% | 8/8/25 | &nbsp;&nbsp; 7975 | &nbsp;&nbsp; 7799 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 3.400% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18292 | &nbsp;&nbsp;&nbsp; 17155 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 5.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.390% | 12/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 6.950% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 | &nbsp;&nbsp; 3913 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.900% | 8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14555 | &nbsp;&nbsp; 13429 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.150% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12310 | &nbsp;&nbsp; 12016 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 2.250% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.100% | 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14275 | &nbsp;&nbsp; 13572 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 2.550% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15890 | &nbsp;&nbsp; 13386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.789% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344 |
|  | &nbsp;&nbsp;&nbsp;Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 3.750% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241 | &nbsp;&nbsp; 2165 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 3.625% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13882 | &nbsp;&nbsp; 12862 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 4.500% | 9/19/28 | &nbsp;&nbsp; 7332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6790 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 4.375% | 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | 4.750% | 3/15/26 | &nbsp;&nbsp; 5010 | &nbsp;&nbsp; 5016 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | 5.625% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378 | &nbsp;&nbsp; 8197 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.625% | 12/12/26 | &nbsp;&nbsp; 11014 | &nbsp;&nbsp; 10342 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.800% | 3/1/28 | &nbsp;&nbsp; 11746 | &nbsp;&nbsp; 10796 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.050% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp; 7939 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.400% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 3714 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 6.300% | 10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 7.000% | 6/15/40 | &nbsp;&nbsp; 7172 | &nbsp;&nbsp; 7425 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 4.350% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp; 1516 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 4.375% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Bank plc | 3.500% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.050% | 8/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39485 | &nbsp;&nbsp; 39213 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.900% | 3/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11287 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.500% | 11/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16048 | &nbsp;&nbsp; 15673 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.450% | 5/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10309 | &nbsp;&nbsp; 10104 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.870% | 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14168 | &nbsp;&nbsp; 13731 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.582% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40355 | &nbsp;&nbsp; 38974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 2.438% | 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.511% | 3/18/26 | &nbsp;&nbsp; 7265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.650% | 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12582 | &nbsp;&nbsp; 12028 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.716% | 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.750% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26991 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.750% | 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.375% | 3/22/28 | &nbsp;&nbsp; 37171 | &nbsp;&nbsp; 35180 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.550% | 8/16/28 | &nbsp;&nbsp; 17264 | &nbsp;&nbsp; 16141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.574% | 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41982 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.976% | 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32021 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 7.953% | 11/15/33 | &nbsp;&nbsp; 7275 | &nbsp;&nbsp; 7710 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 5.300% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.369% | 12/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.344% | 1/9/48 | &nbsp;&nbsp; 13744 | &nbsp;&nbsp; 10066 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 3.750% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 3.200% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp; 8131 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 6.000% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6288 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 4.125% | 5/15/43 | &nbsp;&nbsp; 7362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5979 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | 4.000% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | 4.553% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11617 |
|  | &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | 5.200% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | 3.000% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8135 | &nbsp;&nbsp;&nbsp; 7017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13777 | &nbsp;&nbsp; 13194 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 5.400% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6239 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4222 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 4.150% | 3/4/26 | &nbsp;&nbsp; 17840 | &nbsp;&nbsp; 17368 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 4.061% | 2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp; 9476 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 3.703% | 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 5.375% | 3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10728 | &nbsp;&nbsp; 10347 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.500% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6448 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.350% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 3317 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 4/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5597 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 4.300% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4364 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 4.150% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.450% | 5/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23851 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12714 | &nbsp;&nbsp; 12344 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | &nbsp;&nbsp; 7684 | &nbsp;&nbsp; 7453 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16635 | &nbsp;&nbsp; 16079 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp; 7566 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21883 | &nbsp;&nbsp; 20143 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4706 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4666 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9695 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.375% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19707 | &nbsp;&nbsp; 19349 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 3/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14392 | &nbsp;&nbsp; 13637 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21599 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.300% | 3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16799 | &nbsp;&nbsp; 16010 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.500% | 2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5627 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14540 | &nbsp;&nbsp; 13127 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.350% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20516 | &nbsp;&nbsp; 18798 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 1.900% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 11/18/31 | &nbsp;&nbsp; 16176 | &nbsp;&nbsp; 13037 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.800% | 11/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9403 | &nbsp;&nbsp; 7887 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.950% | 2/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9013 | &nbsp;&nbsp; 7720 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.650% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11961 | &nbsp;&nbsp; 9747 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.850% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20537 | &nbsp;&nbsp; 17223 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 3/15/51 | &nbsp;&nbsp; 7169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5097 |
|  | &nbsp;&nbsp;&nbsp;Mercury General Corp. | 4.400% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.368% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13030 | &nbsp;&nbsp; 12973 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.600% | 4/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15889 | &nbsp;&nbsp; 15606 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.000% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16495 | &nbsp;&nbsp; 15886 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.600% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9432 | &nbsp;&nbsp; 9170 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.550% | 3/23/30 | &nbsp;&nbsp; 31741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31258 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.375% | 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp; 5198 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.400% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12587 | &nbsp;&nbsp; 12241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 10.750% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 5.875% | 2/6/41 | &nbsp;&nbsp; 22749 | &nbsp;&nbsp; 23413 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.125% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20513 | &nbsp;&nbsp; 17394 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.875% | 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11668 | &nbsp;&nbsp; 10844 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.721% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12880 | &nbsp;&nbsp; 11666 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.050% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp; 7425 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.600% | 5/13/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946 | &nbsp;&nbsp; 1761 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 5.000% | 7/15/52 | &nbsp;&nbsp; 17810 | &nbsp;&nbsp; 17090 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | &nbsp;&nbsp; 25010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24456 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15945 | &nbsp;&nbsp; 15338 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21322 | &nbsp;&nbsp; 19963 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35621 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15489 | &nbsp;&nbsp; 14066 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.788% | 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11006 | &nbsp;&nbsp; 10887 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.063% | 9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14440 | &nbsp;&nbsp; 14348 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.837% | 4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3991 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15124 | &nbsp;&nbsp; 13835 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | &nbsp;&nbsp; 57896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54823 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | &nbsp;&nbsp; 11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24639 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19975 | &nbsp;&nbsp;&nbsp; 17601 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16229 | &nbsp;&nbsp; 15329 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9422 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | &nbsp;&nbsp; 11765 | &nbsp;&nbsp; 11485 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6253 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12365 | &nbsp;&nbsp; 12251 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20262 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21589 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33070 | &nbsp;&nbsp; 27372 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp; 7970 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | &nbsp;&nbsp; 27101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20897 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6611 | &nbsp;&nbsp; 5151 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20265 | &nbsp;&nbsp; 16134 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp; 7627 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | &nbsp;&nbsp; 11135 | &nbsp;&nbsp; 10645 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3619 | &nbsp;&nbsp; 3136 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21102 | &nbsp;&nbsp; 17089 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.839% | 7/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29315 | &nbsp;&nbsp; 27934 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.555% | 9/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16790 | &nbsp;&nbsp; 15851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.226% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.663% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.234% | 5/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24859 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.554% | 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10533 | &nbsp;&nbsp; 9167 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.018% | 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20971 | &nbsp;&nbsp; 19767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.254% | 9/11/29 | &nbsp;&nbsp; 17600 | &nbsp;&nbsp; 16241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.153% | 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32475 | &nbsp;&nbsp; 27770 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.869% | 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.201% | 7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.979% | 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.172% | 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25440 | &nbsp;&nbsp; 19347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.100% | 5/22/23 | &nbsp;&nbsp; 27812 | &nbsp;&nbsp; 27712 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.529% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46731 | &nbsp;&nbsp; 46018 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.700% | 10/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.791% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23239 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.620% | 4/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16913 | &nbsp;&nbsp; 16497 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.790% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.720% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12797 | &nbsp;&nbsp; 12242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.000% | 7/23/25 | &nbsp;&nbsp; 57470 | &nbsp;&nbsp; 56160 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.864% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp; 911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.164% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21383 | &nbsp;&nbsp; 19675 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.000% | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44560 | &nbsp;&nbsp; 43153 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.630% | 2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.188% | 4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12002 | &nbsp;&nbsp; 11138 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.679% | 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6304 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.125% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.250% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24629 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.350% | 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50328 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.138% | 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18210 | &nbsp;&nbsp; 18623 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.985% | 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13505 | &nbsp;&nbsp; 11852 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.625% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41479 | &nbsp;&nbsp; 39157 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.950% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48048 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.593% | 5/4/27 | &nbsp;&nbsp; 57377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.512% | 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20053 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.475% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9678 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.210% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20949 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.591% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51392 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.296% | 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.772% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16069 | &nbsp;&nbsp; 14707 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.431% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35533 | &nbsp;&nbsp; 33173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.699% | 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72725 | &nbsp;&nbsp; 60186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.622% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53857 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.794% | 2/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60723 | &nbsp;&nbsp; 45515 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 7.250% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16335 | &nbsp;&nbsp; 18345 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.928% | 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26386 | &nbsp;&nbsp; 19936 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.239% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.511% | 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16915 | &nbsp;&nbsp; 13221 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.943% | 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28877 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.889% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9427 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.342% | 10/18/33 | &nbsp;&nbsp; 38740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40529 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.484% | 9/16/36 | &nbsp;&nbsp; 27321 | &nbsp;&nbsp; 19929 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.297% | 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16875 | &nbsp;&nbsp; 15441 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.971% | 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23971 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.457% | 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25523 | &nbsp;&nbsp; 22413 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.217% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10167 | &nbsp;&nbsp;&nbsp; 7511 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.375% | 7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39305 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.300% | 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41684 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.375% | 1/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8447 | &nbsp;&nbsp; 7201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.597% | 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19281 | &nbsp;&nbsp; 19257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.802% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30768 | &nbsp;&nbsp; 19107 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | &nbsp;&nbsp; 7801 | &nbsp;&nbsp; 7399 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp; 5150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Munich Re America Corp. | 7.450% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2648 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.850% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9454 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp; 7459 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 2.500% | 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.250% | 4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6029 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.950% | 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4209 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 5.132% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 6016 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 3.375% | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9551 | &nbsp;&nbsp; 9125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 2.500% | 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | 6.750% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 2.359% | 5/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.269% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10319 | &nbsp;&nbsp; 10078 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.800% | 4/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8842 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 7.472% | 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp; 12131 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 1.642% | 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.073% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25052 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.516% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.892% | 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.754% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.076% | 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45926 | &nbsp;&nbsp; 43211 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.445% | 5/8/30 | &nbsp;&nbsp; 7840 | &nbsp;&nbsp;&nbsp; 7118 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.032% | 11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21719 | &nbsp;&nbsp; 16023 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.648% | 1/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12793 | &nbsp;&nbsp; 12083 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.099% | 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 1.851% | 7/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20596 | &nbsp;&nbsp; 18749 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 1.653% | 7/14/26 | &nbsp;&nbsp; 17565 | &nbsp;&nbsp; 15330 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.329% | 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15810 | &nbsp;&nbsp; 13859 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.386% | 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9373 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.172% | 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9081 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.605% | 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp; 10069 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 3.103% | 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26471 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.679% | 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.608% | 7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 | &nbsp;&nbsp; 6218 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.950% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13071 | &nbsp;&nbsp; 12801 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.650% | 8/3/28 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6852 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.150% | 5/3/29 | &nbsp;&nbsp; 11149 | &nbsp;&nbsp; 10120 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 1.950% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.375% | 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13186 | &nbsp;&nbsp; 12005 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 6.125% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 | &nbsp;&nbsp; 3511 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8047 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 4.875% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp; 6774 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 3.875% | 8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 3.850% | 6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6789 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 4.050% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp; 1201 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 3.250% | 12/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp; 5215 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 3.700% | 7/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12340 | &nbsp;&nbsp; 11551 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 2.250% | 3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8208 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 5.250% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 4.000% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6478 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 3.750% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12127 | &nbsp;&nbsp; 11229 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 4.250% | 1/15/26 | &nbsp;&nbsp; 11137 | &nbsp;&nbsp; 10264 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 3.400% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857 | &nbsp;&nbsp; 5128 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 2.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8849 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 2.875% | 6/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | &nbsp;&nbsp; 7851 | &nbsp;&nbsp; 6401 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | 3.700% | 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 | &nbsp;&nbsp; 7390 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | 4.500% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | 2.500% | 8/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6404 | &nbsp;&nbsp; 6144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.300% | 10/30/24 | &nbsp;&nbsp; 7186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6993 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 2.950% | 2/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13260 | &nbsp;&nbsp; 12729 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.875% | 4/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28290 | &nbsp;&nbsp; 27265 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 4.200% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6806 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.100% | 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11304 | &nbsp;&nbsp; 10585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8697 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 4.050% | 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19078 | &nbsp;&nbsp; 17987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 2.700% | 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12433 | &nbsp;&nbsp; 10478 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.500% | 1/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26395 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.900% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23604 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.200% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5897 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 5.671% | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 | &nbsp;&nbsp; 5147 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.600% | 7/23/26 | &nbsp;&nbsp; 7856 | &nbsp;&nbsp; 7273 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.150% | 5/19/27 | &nbsp;&nbsp; 13745 | &nbsp;&nbsp; 12839 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.450% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39195 | &nbsp;&nbsp; 35917 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.550% | 1/22/30 | &nbsp;&nbsp; 27777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23604 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.307% | 4/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4967 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 6.037% | 10/28/33 | &nbsp;&nbsp; 17669 | &nbsp;&nbsp; 18469 |
|  | &nbsp;&nbsp;&nbsp;Primerica Inc. | 2.800% | 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5509 | &nbsp;&nbsp; 4501 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.125% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4161 | &nbsp;&nbsp; 4132 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.400% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13809 | &nbsp;&nbsp; 13357 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.100% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9602 | &nbsp;&nbsp; 8916 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 2.125% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15197 | &nbsp;&nbsp; 12417 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 6.050% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.625% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.350% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.300% | 11/15/46 | &nbsp;&nbsp; 7436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6006 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 2.450% | 1/15/27 | &nbsp;&nbsp; 8119 | &nbsp;&nbsp; 7432 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.000% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8161 | &nbsp;&nbsp; 7821 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 6.625% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.200% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 6.250% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.350% | 4/25/44 | &nbsp;&nbsp; 3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.125% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14905 | &nbsp;&nbsp; 12549 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5667 | &nbsp;&nbsp; 4763 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.950% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735 | &nbsp;&nbsp; 5182 |
|  | &nbsp;&nbsp;&nbsp;Prospect Capital Corp. | 3.706% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004 |
|  | &nbsp;&nbsp;&nbsp;Prospect Capital Corp. | 3.364% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.878% | 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 2.100% | 3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.750% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp; 1155 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.700% | 12/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 | &nbsp;&nbsp; 5743 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.000% | 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.200% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.100% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.200% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.600% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 | &nbsp;&nbsp; 3118 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.375% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16106 | &nbsp;&nbsp; 15591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.500% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8451 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.905% | 12/7/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26906 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.700% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8331 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.935% | 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24787 | &nbsp;&nbsp; 19458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12685 | &nbsp;&nbsp; 10855 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10242 | &nbsp;&nbsp; 7789 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.125% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.000% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 |
|  | &nbsp;&nbsp;&nbsp;Prudential plc | 3.125% | 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13194 | &nbsp;&nbsp; 11485 |
|  | &nbsp;&nbsp;&nbsp;Prudential plc | 3.625% | 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 4.650% | 4/1/30 | &nbsp;&nbsp; 17231 | &nbsp;&nbsp; 16585 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 4.950% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19840 | &nbsp;&nbsp;&nbsp; 17769 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 3.750% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8236 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Regions Bank | 6.450% | 6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 2.250% | 5/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9208 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 1.800% | 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 7.375% | 12/10/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5493 | &nbsp;&nbsp; 6176 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.950% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 | &nbsp;&nbsp; 5140 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.900% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14889 | &nbsp;&nbsp; 13636 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.150% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6473 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp; 4518 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.425% | 1/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13851 | &nbsp;&nbsp; 13220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.550% | 7/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13487 | &nbsp;&nbsp; 13015 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.650% | 7/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.750% | 10/7/24 | &nbsp;&nbsp; 17130 | &nbsp;&nbsp; 15931 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.660% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12475 | &nbsp;&nbsp; 12620 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.250% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39473 | &nbsp;&nbsp; 37640 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.600% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp; 4742 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.375% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20256 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.150% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23363 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.875% | 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14835 | &nbsp;&nbsp; 13186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.650% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12880 | &nbsp;&nbsp; 12720 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.200% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11489 | &nbsp;&nbsp; 10226 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.150% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22232 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.400% | 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.050% | 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3597 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.625% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13475 | &nbsp;&nbsp; 12830 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.240% | 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp; 5744 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 6.000% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26991 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.300% | 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35128 | &nbsp;&nbsp; 28193 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.875% | 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12910 | &nbsp;&nbsp; 11776 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.500% | 6/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 4.260% | 6/9/25 | &nbsp;&nbsp; 4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4598 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 4.500% | 7/17/25 | &nbsp;&nbsp; 27061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26470 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.244% | 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48871 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 4.400% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29789 | &nbsp;&nbsp; 28410 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.089% | 3/15/25 | &nbsp;&nbsp; 11127 | &nbsp;&nbsp; 10414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.532% | 8/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20170 | &nbsp;&nbsp; 17756 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 3.823% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8057 | &nbsp;&nbsp; 7185 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 2.896% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15423 | &nbsp;&nbsp; 11919 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 4.000% | 3/13/24 | &nbsp;&nbsp; 30110 | &nbsp;&nbsp; 29748 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 2.875% | 6/18/24 | &nbsp;&nbsp; 7940 | &nbsp;&nbsp; 7659 |
|  | &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc. | 5.375% | 3/1/49 | &nbsp;&nbsp; 3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Signature Bank | 4.000% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4503 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA | 3.000% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 815 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 4.644% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.100% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16329 | &nbsp;&nbsp; 16216 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.300% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.550% | 8/18/25 | &nbsp;&nbsp; 27275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.354% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13695 | &nbsp;&nbsp; 13064 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.901% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9734 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.650% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14975 | &nbsp;&nbsp; 14090 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 4.141% | 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.400% | 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15916 | &nbsp;&nbsp; 13519 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.200% | 3/3/31 | &nbsp;&nbsp; 7770 | &nbsp;&nbsp; 6211 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.152% | 3/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.031% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24988 |
|  | &nbsp;&nbsp;&nbsp;Stewart Information Services Corp. | 3.600% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346 |
|  | &nbsp;&nbsp;&nbsp;Stifel Financial Corp. | 4.250% | 7/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 10244 |
|  | &nbsp;&nbsp;&nbsp;Stifel Financial Corp. | 4.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10990 | &nbsp;&nbsp; 10836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12830 | &nbsp;&nbsp; 12456 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp; 3152 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35584 | &nbsp;&nbsp; 34159 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39998 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6343 | &nbsp;&nbsp; 6001 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35355 | &nbsp;&nbsp; 32218 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15372 | &nbsp;&nbsp; 13546 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30970 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16259 | &nbsp;&nbsp; 14892 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14045 | &nbsp;&nbsp; 12184 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13282 | &nbsp;&nbsp; 12309 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | &nbsp;&nbsp; 11276 | &nbsp;&nbsp; 10535 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14533 | &nbsp;&nbsp; 13413 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15790 | &nbsp;&nbsp; 14652 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30850 | &nbsp;&nbsp; 29010 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp; 13302 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 | &nbsp;&nbsp; 7526 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22630 | &nbsp;&nbsp; 19632 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | &nbsp;&nbsp; 7063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6067 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14820 | &nbsp;&nbsp; 12473 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24379 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8708 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | &nbsp;&nbsp; 7295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3932 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 3.500% | 1/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9757 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 1.800% | 10/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8899 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 4.345% | 4/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 2.100% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 3.125% | 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 1.800% | 2/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 4.570% | 4/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.375% | 3/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.250% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8827 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.500% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24624 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 3.700% | 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9967 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 3.950% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8197 | &nbsp;&nbsp; 7317 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 5.150% | 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8616 | &nbsp;&nbsp; 8128 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 6/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.350% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20292 | &nbsp;&nbsp; 19679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.250% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58335 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.650% | 6/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13810 | &nbsp;&nbsp; 13374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.285% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28225 | &nbsp;&nbsp; 27880 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.250% | 12/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp; 2619 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.450% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8046 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.766% | 6/6/25 | &nbsp;&nbsp; 7242 | &nbsp;&nbsp; 7028 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.150% | 6/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14059 | &nbsp;&nbsp; 12814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11641 | &nbsp;&nbsp; 10414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 1/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.250% | 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp; 10394 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.950% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9020 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.800% | 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15631 | &nbsp;&nbsp; 14315 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.108% | 6/8/27 | &nbsp;&nbsp; 17891 | &nbsp;&nbsp; 17277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.693% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28320 | &nbsp;&nbsp; 27997 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.625% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 | &nbsp;&nbsp; 3767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.450% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.200% | 3/10/32 | &nbsp;&nbsp; 47043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40540 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.456% | 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24678 |
|  | &nbsp;&nbsp;&nbsp;Transatlantic Holdings Inc. | 8.000% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5663 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.750% | 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.250% | 6/15/37 | &nbsp;&nbsp; 11010 | &nbsp;&nbsp; 11951 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 5.350% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.600% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8410 | &nbsp;&nbsp; 7434 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.300% | 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2522 | &nbsp;&nbsp; 2140 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6549 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.000% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.100% | 3/4/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 2.550% | 4/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8185 | &nbsp;&nbsp; 5112 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.050% | 6/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5635 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Travelers Property Casualty Corp. | 6.375% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 |
|  | &nbsp;&nbsp;&nbsp;Trinity Acquisition plc | 4.400% | 3/15/26 | &nbsp;&nbsp; 7571 | &nbsp;&nbsp; 7330 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.200% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43417 | &nbsp;&nbsp; 42419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.150% | 12/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12771 | &nbsp;&nbsp; 12145 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 1.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15585 | &nbsp;&nbsp; 14467 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.625% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 4.050% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.300% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16031 | &nbsp;&nbsp; 15079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.800% | 10/30/26 | &nbsp;&nbsp; 4174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.636% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp; 4112 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.250% | 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 2.500% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6742 | &nbsp;&nbsp; 6474 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 2.850% | 10/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16660 | &nbsp;&nbsp; 16069 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.000% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 3.700% | 6/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15350 | &nbsp;&nbsp; 14923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.200% | 8/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 5.900% | 10/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22091 | &nbsp;&nbsp; 22614 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.267% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16327 | &nbsp;&nbsp; 14494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.125% | 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 3.875% | 3/19/29 | &nbsp;&nbsp; 17765 | &nbsp;&nbsp; 16331 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.887% | 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.950% | 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.916% | 7/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11620 | &nbsp;&nbsp; 10901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 6.123% | 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245 | &nbsp;&nbsp; 14970 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | 3.126% | 8/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp; 2914 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 3.875% | 11/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.000% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2753 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 5.750% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798 | &nbsp;&nbsp; 6108 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.500% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5938 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.125% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp; 6614 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.700% | 1/30/24 | &nbsp;&nbsp; 7327 | &nbsp;&nbsp; 7232 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 3.375% | 2/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34539 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 2.400% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18239 | &nbsp;&nbsp; 17542 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.600% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp; 6415 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 1.450% | 5/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.950% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 | &nbsp;&nbsp; 4186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.100% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11796 | &nbsp;&nbsp; 11152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 2.375% | 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22961 | &nbsp;&nbsp; 21195 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 5.727% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.150% | 4/27/27 | &nbsp;&nbsp; 17237 | &nbsp;&nbsp; 16202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.900% | 4/26/28 | &nbsp;&nbsp; 7262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6964 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 4.548% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16405 | &nbsp;&nbsp; 16072 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.000% | 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13336 | &nbsp;&nbsp; 11710 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 1.375% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13260 | &nbsp;&nbsp; 10291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 2.677% | 1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 4.967% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18325 | &nbsp;&nbsp; 17420 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 5.850% | 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA | 2.050% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16283 | &nbsp;&nbsp; 15420 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA | 2.800% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28248 | &nbsp;&nbsp; 27221 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 3.150% | 12/14/25 | &nbsp;&nbsp; 67106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64721 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 1.900% | 4/15/27 | &nbsp;&nbsp; 17930 | &nbsp;&nbsp; 16179 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 0.750% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3498 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.750% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21448 | &nbsp;&nbsp; 19886 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.050% | 4/15/30 | &nbsp;&nbsp; 17453 | &nbsp;&nbsp; 14789 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 1.100% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8287 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 4.150% | 12/14/35 | &nbsp;&nbsp; 17891 | &nbsp;&nbsp; 16868 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.700% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12888 | &nbsp;&nbsp; 9761 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 4.300% | 12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40426 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 3.650% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9459 | &nbsp;&nbsp; 7810 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.000% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21975 | &nbsp;&nbsp; 13007 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 3.650% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 5.700% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9566 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 4.800% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 4.700% | 1/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp; 3184 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 4.750% | 8/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 4.000% | 5/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 3.550% | 3/30/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 3.150% | 9/30/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11875 | &nbsp;&nbsp; 7023 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 6.605% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 5.500% | 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20740 | &nbsp;&nbsp; 20166 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 6.550% | 10/15/35 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp; 7822 |
|  | &nbsp;&nbsp;&nbsp;Webster Financial Corp. | 4.100% | 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.480% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13891 | &nbsp;&nbsp; 13803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.654% | 6/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.300% | 9/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12127 | &nbsp;&nbsp; 11781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 2/19/25 | &nbsp;&nbsp; 37813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36238 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 0.805% | 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.550% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.406% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53377 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.164% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29155 | &nbsp;&nbsp; 27206 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64099 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.908% | 4/25/26 | &nbsp;&nbsp; 67059 | &nbsp;&nbsp; 65131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.188% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8614 | &nbsp;&nbsp; 8017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.100% | 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.540% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19490 | &nbsp;&nbsp; 19117 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41561 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.196% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15475 | &nbsp;&nbsp; 14366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.300% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21433 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.584% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38552 | &nbsp;&nbsp; 35711 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.393% | 6/2/28 | &nbsp;&nbsp; 37075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32697 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.808% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28940 | &nbsp;&nbsp; 28212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.150% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.879% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;102060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.572% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28666 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.478% | 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.350% | 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.897% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65472 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.375% | 2/7/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.950% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 | &nbsp;&nbsp; 3198 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.068% | 4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32707 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.375% | 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18088 | &nbsp;&nbsp; 16833 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.606% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22190 | &nbsp;&nbsp; 21512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.650% | 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32144 | &nbsp;&nbsp; 27129 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.900% | 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21662 | &nbsp;&nbsp; 16704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.900% | 11/17/45 | &nbsp;&nbsp; 37583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.400% | 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25243 | &nbsp;&nbsp; 20170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.750% | 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34629 | &nbsp;&nbsp; 29013 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.013% | 4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75395 | &nbsp;&nbsp; 67065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50288 | &nbsp;&nbsp; 42762 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.950% | 8/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.850% | 2/1/37 | &nbsp;&nbsp; 17466 | &nbsp;&nbsp; 17569 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 6.600% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14584 | &nbsp;&nbsp; 15822 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 2.850% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 1.350% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 2.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 6.200% | 11/17/36 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7585 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 6.200% | 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.650% | 5/15/23 | &nbsp;&nbsp; 9101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9060 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.300% | 2/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18629 | &nbsp;&nbsp; 18308 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.019% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp; 12886 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.350% | 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20692 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.850% | 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29429 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.700% | 8/19/26 | &nbsp;&nbsp; 27344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25370 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.350% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22636 | &nbsp;&nbsp; 21319 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.400% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528 | &nbsp;&nbsp; 5175 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.953% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.650% | 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.894% | 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36879 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.150% | 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12592 | &nbsp;&nbsp; 10446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.322% | 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32537 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.405% | 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8165 | &nbsp;&nbsp; 7627 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.110% | 7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10651 | &nbsp;&nbsp; 9123 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.668% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18501 | &nbsp;&nbsp; 13745 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.020% | 11/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8534 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.421% | 7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8973 | &nbsp;&nbsp; 7425 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.963% | 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16922 | &nbsp;&nbsp; 11158 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.600% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp; 5151 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 4.650% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 4.500% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13206 | &nbsp;&nbsp; 11106 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 5.050% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6937 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.875% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15519 | &nbsp;&nbsp; 11039 |
|  | &nbsp;&nbsp;&nbsp;Wintrust Financial Corp. | 4.850% | 6/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234 |
|  | &nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.250% | 12/15/43 | &nbsp;&nbsp; 7275 | &nbsp;&nbsp; 7094 |
|  | &nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.500% | 3/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | 3.250% | 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458 |
|  |  |  |  |  | &nbsp;&nbsp; **22012359** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 2.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9554 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 3.875% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8848 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 3.750% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13440 | &nbsp;&nbsp; 13099 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 1.150% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10595 | &nbsp;&nbsp; 9010 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 1.400% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14596 | &nbsp;&nbsp; 14456 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.150% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.000% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 4195 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 5.300% | 5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9420 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.900% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51707 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.800% | 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.850% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28868 | &nbsp;&nbsp; 28413 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.600% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38141 | &nbsp;&nbsp; 36517 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44289 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.600% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55243 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.200% | 5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33982 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.950% | 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40239 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22671 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.200% | 11/21/29 | &nbsp;&nbsp; 57779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52095 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.550% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23443 | &nbsp;&nbsp; 21915 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.500% | 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30346 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.300% | 5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19298 | &nbsp;&nbsp; 17445 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.050% | 11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53363 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.400% | 11/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21596 | &nbsp;&nbsp; 18753 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.850% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21798 | &nbsp;&nbsp; 19964 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.750% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6277 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.700% | 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12369 | &nbsp;&nbsp; 11049 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.450% | 5/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43358 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.875% | 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23381 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81778 | &nbsp;&nbsp; 68740 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 2.952% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 5.430% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 3.630% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp; 3010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5443 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3837 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12955 | &nbsp;&nbsp; 12596 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 6.625% | 6/15/36 | &nbsp;&nbsp; 11812 | &nbsp;&nbsp; 12575 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 6.750% | 12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6544 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.500% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.125% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.750% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 3.875% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13969 | &nbsp;&nbsp; 10792 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 3.050% | 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6574 | &nbsp;&nbsp; 6110 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.750% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.100% | 6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp; 7092 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.300% | 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9782 | &nbsp;&nbsp; 7915 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 5.024% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 2.780% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp; 4163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allina Health System | 3.887% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.400% | 5/15/24 | &nbsp;&nbsp; 7074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.450% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5799 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 2.800% | 5/15/30 | &nbsp;&nbsp; 7787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6604 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 2.700% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15686 | &nbsp;&nbsp; 13013 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.250% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.300% | 12/15/47 | &nbsp;&nbsp; 7054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5861 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.625% | 5/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22077 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 1.900% | 2/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15976 | &nbsp;&nbsp; 14992 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.125% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12630 | &nbsp;&nbsp; 12128 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.600% | 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21299 | &nbsp;&nbsp; 19686 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.200% | 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24494 | &nbsp;&nbsp; 22017 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.200% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12602 | &nbsp;&nbsp; 11687 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 1.650% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12244 | &nbsp;&nbsp; 10230 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.000% | 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.050% | 8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15766 | &nbsp;&nbsp; 14773 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.450% | 2/21/30 | &nbsp;&nbsp; 17071 | &nbsp;&nbsp; 14405 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.300% | 2/25/31 | &nbsp;&nbsp; 37490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30535 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.000% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8291 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.350% | 2/22/32 | &nbsp;&nbsp; 11274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9838 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9962 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.150% | 2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36526 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.800% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21425 | &nbsp;&nbsp; 14871 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.950% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16531 | &nbsp;&nbsp; 15151 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 5.150% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33246 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.563% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4499 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.375% | 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45614 | &nbsp;&nbsp; 31901 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.663% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26361 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.000% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28771 | &nbsp;&nbsp; 18493 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 2/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14870 | &nbsp;&nbsp; 11939 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.875% | 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21925 | &nbsp;&nbsp; 19524 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.770% | 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9703 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 2.532% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16624 | &nbsp;&nbsp; 14242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 3.106% | 11/15/39 | &nbsp;&nbsp; 11133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8504 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | 3.945% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 4.847% | 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 0.700% | 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9942 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.200% | 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp; 8219 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.750% | 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15331 | &nbsp;&nbsp; 13167 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 2.250% | 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp; 10735 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.375% | 11/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28544 | &nbsp;&nbsp; 27588 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 0.700% | 4/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21486 | &nbsp;&nbsp; 18905 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.125% | 6/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8960 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15762 | &nbsp;&nbsp; 15151 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 1.375% | 8/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15779 | &nbsp;&nbsp; 12470 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 6.450% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41095 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16443 | &nbsp;&nbsp; 14218 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 11/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14502 | &nbsp;&nbsp; 13072 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 8/17/48 | &nbsp;&nbsp; 3117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 2.125% | 8/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9787 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.000% | 5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.338% | 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 1.897% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.907% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banner Health | 3.181% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.913% | 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 5114 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | 4.000% | 6/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14880 | &nbsp;&nbsp; 14494 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | 5.250% | 6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5078 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.322% | 11/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20805 | &nbsp;&nbsp; 19370 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.600% | 8/15/26 | &nbsp;&nbsp; 7574 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.915% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22425 | &nbsp;&nbsp; 19915 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.272% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19272 | &nbsp;&nbsp; 16450 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8892 | &nbsp;&nbsp; 8109 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.730% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16914 | &nbsp;&nbsp; 12919 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.539% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26233 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.132% | 12/1/51 | &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;&nbsp;&nbsp;65 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.132% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19324 | &nbsp;&nbsp; 12622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BayCare Health System Inc. | 3.831% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4038 | &nbsp;&nbsp; 3211 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 1.777% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4387 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 4.185% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6802 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 3.967% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 2.839% | 11/15/50 | &nbsp;&nbsp; 11715 | &nbsp;&nbsp; 7730 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.363% | 6/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10635 | &nbsp;&nbsp; 10375 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.734% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.700% | 6/6/27 | &nbsp;&nbsp; 37278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35264 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 1.957% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14026 | &nbsp;&nbsp; 11082 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.298% | 8/22/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6558 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.875% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 | &nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.685% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.669% | 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21327 | &nbsp;&nbsp; 18811 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.794% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BHSH System Obligated Group | 3.487% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 4.050% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21602 | &nbsp;&nbsp; 20976 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 2.250% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24278 | &nbsp;&nbsp; 19732 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 3.150% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21556 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 3.250% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp; 4199 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp; 7885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391 | &nbsp;&nbsp; 3212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 | &nbsp;&nbsp; 4412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 3318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 3.450% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 1.900% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8452 | &nbsp;&nbsp; 7894 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.000% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 2.650% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8651 | &nbsp;&nbsp; 7422 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.550% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 7.375% | 1/15/40 | &nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.700% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11639 | &nbsp;&nbsp; 10509 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63493 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12181 | &nbsp;&nbsp; 10962 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35007 | &nbsp;&nbsp; 33414 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | &nbsp;&nbsp; 2010 | &nbsp;&nbsp; 1915 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18562 | &nbsp;&nbsp;&nbsp; 17715 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28341 | &nbsp;&nbsp;&nbsp; 27374 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23784 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6688 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25845 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29255 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5121 | &nbsp;&nbsp; 3911 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12235 | &nbsp;&nbsp; 11240 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19109 | &nbsp;&nbsp; 16884 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8388 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | &nbsp;&nbsp; 47161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40789 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15917 | &nbsp;&nbsp; 10053 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56025 | &nbsp;&nbsp; 43746 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13070 | &nbsp;&nbsp; 10207 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.079% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8631 | &nbsp;&nbsp; 8381 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358 | &nbsp;&nbsp; 3255 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.750% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8037 | &nbsp;&nbsp; 7784 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.410% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8519 | &nbsp;&nbsp;&nbsp; 7974 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.600% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp; 5027 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.500% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6669 | &nbsp;&nbsp; 5334 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.900% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9671 | &nbsp;&nbsp; 8237 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.368% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452 | &nbsp;&nbsp; 2719 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6886 | &nbsp;&nbsp; 4636 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 4.250% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30005 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.450% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28064 | &nbsp;&nbsp; 23678 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 4.625% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42670 | &nbsp;&nbsp; 39126 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 3.375% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp; 3550 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 3.000% | 10/15/30 | &nbsp;&nbsp; 27907 | &nbsp;&nbsp; 22863 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.500% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32875 | &nbsp;&nbsp; 25721 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.625% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18408 | &nbsp;&nbsp; 14459 |
|  | &nbsp;&nbsp;&nbsp;Children's Health System of Texas | 2.511% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 | &nbsp;&nbsp; 3544 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital | 2.928% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 3258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 4.115% | 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4269 | &nbsp;&nbsp; 3597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 2.585% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp; 2399 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center | 4.268% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 3562 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital of Philadelphia | 2.704% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp; 3060 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHRISTUS Health | 4.341% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp; 6414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.500% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9243 | &nbsp;&nbsp; 9026 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.250% | 4/15/25 | &nbsp;&nbsp; 11713 | &nbsp;&nbsp; 11282 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.125% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24538 | &nbsp;&nbsp; 23995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.500% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25023 | &nbsp;&nbsp; 24660 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 1.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9360 | &nbsp;&nbsp; 8343 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/1/27 | &nbsp;&nbsp; 19018 | &nbsp;&nbsp; 17847 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 7.875% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp; 1082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.050% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8771 | &nbsp;&nbsp; 8033 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.375% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33890 | &nbsp;&nbsp; 32691 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 2.400% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22960 | &nbsp;&nbsp; 19239 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 2.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19444 | &nbsp;&nbsp; 15903 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24136 | &nbsp;&nbsp; 22492 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12981 | &nbsp;&nbsp; 9820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 6.125% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6144 | &nbsp;&nbsp; 6376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 5.375% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp; 592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26097 | &nbsp;&nbsp; 23462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.875% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18004 | &nbsp;&nbsp; 13896 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.900% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36944 | &nbsp;&nbsp; 33537 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25757 | &nbsp;&nbsp; 18276 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp; 3676 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;City of Hope | 5.623% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;City of Hope | 4.378% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp; 7952 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.760% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9107 | &nbsp;&nbsp; 8733 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 1.547% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 | &nbsp;&nbsp; 5757 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.347% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15048 | &nbsp;&nbsp; 13040 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.782% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5379 | &nbsp;&nbsp; 4424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.350% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp; 4543 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.817% | 10/1/49 | &nbsp;&nbsp; 7895 | &nbsp;&nbsp; 5910 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.187% | 10/1/49 | &nbsp;&nbsp; 7322 | &nbsp;&nbsp; 5687 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.910% | 10/1/50 | &nbsp;&nbsp; 7649 | &nbsp;&nbsp; 5656 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Community Health Network Inc. | 3.099% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 7245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | 3.304% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp; 4683 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.375% | 8/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18629 | &nbsp;&nbsp; 18177 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.625% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 | &nbsp;&nbsp; 3238 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.875% | 7/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43151 | &nbsp;&nbsp; 42129 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.875% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36933 | &nbsp;&nbsp; 34491 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.000% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 | &nbsp;&nbsp; 6414 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp; 5293 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 6.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.300% | 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12624 | &nbsp;&nbsp; 10708 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44559 | &nbsp;&nbsp; 43100 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.250% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31739 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22549 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.750% | 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16490 | &nbsp;&nbsp; 12963 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.875% | 2/28/31 | &nbsp;&nbsp; 17371 | &nbsp;&nbsp; 13605 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.125% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6653 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.875% | 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13955 | &nbsp;&nbsp; 13244 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.780% | 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53573 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 6.125% | 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.125% | 4/1/40 | &nbsp;&nbsp; 27816 | &nbsp;&nbsp; 23153 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.700% | 8/21/40 | &nbsp;&nbsp; 17973 | &nbsp;&nbsp; 12312 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.300% | 12/5/43 | &nbsp;&nbsp; 7184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6729 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.125% | 7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25528 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.050% | 3/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;103495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93422 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.250% | 4/1/50 | &nbsp;&nbsp; 7988 | &nbsp;&nbsp; 6414 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 3.350% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 4.375% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.600% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.800% | 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19045 | &nbsp;&nbsp; 12671 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 |
|  | &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9868 | &nbsp;&nbsp; 8173 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.200% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8591 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.600% | 11/15/29 | &nbsp;&nbsp; 12010 | &nbsp;&nbsp; 10507 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.250% | 11/15/39 | &nbsp;&nbsp; 7821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6273 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.400% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 3.812% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 4.500% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9105 | &nbsp;&nbsp; 7597 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 5.267% | 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke University Health System Inc. | 3.920% | 6/1/47 | &nbsp;&nbsp; 7420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989 |
|  | &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | 4.300% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp; 13578 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.350% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22228 | &nbsp;&nbsp; 21576 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.375% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11341 | &nbsp;&nbsp; 10767 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.350% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.650% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31909 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.101% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20544 | &nbsp;&nbsp; 19691 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.875% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25456 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22857 | &nbsp;&nbsp; 19137 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.100% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp; 2016 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.500% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.950% | 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.850% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4708 | &nbsp;&nbsp; 4815 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.375% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.625% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18240 | &nbsp;&nbsp; 16592 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13849 | &nbsp;&nbsp; 12540 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.100% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9929 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12942 | &nbsp;&nbsp; 11546 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.375% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21583 | &nbsp;&nbsp; 18587 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 3/1/48 | &nbsp;&nbsp; 7528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.700% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8857 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.125% | 5/15/50 | &nbsp;&nbsp; 7445 | &nbsp;&nbsp; 5164 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.600% | 3/15/51 | &nbsp;&nbsp; 7673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5777 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 5/15/52 | &nbsp;&nbsp; 7140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.100% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.850% | 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.750% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.950% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12260 | &nbsp;&nbsp; 7726 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 4.150% | 3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.500% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9797 | &nbsp;&nbsp; 6010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13570 | &nbsp;&nbsp; 13652 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp; 20801 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15371 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23475 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12095 | &nbsp;&nbsp; 12968 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 0.750% | 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5948 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.700% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34269 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.500% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28072 | &nbsp;&nbsp; 27194 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.650% | 3/1/26 | &nbsp;&nbsp; 27504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26549 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.950% | 3/1/27 | &nbsp;&nbsp; 11101 | &nbsp;&nbsp; 10340 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 1.200% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.600% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15069 | &nbsp;&nbsp; 14287 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.000% | 9/1/36 | &nbsp;&nbsp; 11412 | &nbsp;&nbsp; 10058 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.600% | 10/1/40 | &nbsp;&nbsp; 10018 | &nbsp;&nbsp; 7020 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 5.650% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12782 | &nbsp;&nbsp; 13072 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.800% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29332 | &nbsp;&nbsp; 27058 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.500% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28507 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.750% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12686 | &nbsp;&nbsp; 11470 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.150% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5667 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.800% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20896 | &nbsp;&nbsp; 13523 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20675 | &nbsp;&nbsp; 20199 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29287 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | &nbsp;&nbsp; 7406 | &nbsp;&nbsp; 7646 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34534 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15559 | &nbsp;&nbsp; 15138 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12660 | &nbsp;&nbsp; 11680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3727 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp; 5314 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hartford HealthCare Corp. | 3.447% | 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.000% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29888 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.375% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26077 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 4/15/25 | &nbsp;&nbsp; 27027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26864 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10935 | &nbsp;&nbsp; 11005 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/26 | &nbsp;&nbsp; 27947 | &nbsp;&nbsp; 27620 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.375% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15310 | &nbsp;&nbsp; 15162 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.500% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5934 | &nbsp;&nbsp; 5713 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.125% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14199 | &nbsp;&nbsp; 12916 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.625% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16170 | &nbsp;&nbsp; 16092 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.875% | 2/1/29 | &nbsp;&nbsp; 7015 | &nbsp;&nbsp; 7025 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.125% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23204 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.500% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35922 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 2.375% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8540 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.625% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp; 17509 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14804 | &nbsp;&nbsp; 13196 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26064 | &nbsp;&nbsp; 23186 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22323 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.500% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp; 3376 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.625% | 3/15/52 | &nbsp;&nbsp; 27375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21439 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.850% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10339 | &nbsp;&nbsp; 10135 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 | &nbsp;&nbsp; 2744 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 1.350% | 2/3/27 | &nbsp;&nbsp; 7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.950% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4349 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 5.750% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2284 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.125% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.875% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 2.150% | 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 5.875% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.625% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14357 | &nbsp;&nbsp; 12546 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.950% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.800% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5863 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.950% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 |
|  | &nbsp;&nbsp;&nbsp;IHC Health Services Inc. | 4.131% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 5.750% | 12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 2.550% | 3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5302 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4272 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | 4.068% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp; 3501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iowa Health System | 3.665% | 2/15/50 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp; 5514 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6903 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.625% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13905 | &nbsp;&nbsp; 13395 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 0.550% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15357 | &nbsp;&nbsp; 13870 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 3/1/26 | &nbsp;&nbsp; 27387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25752 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.950% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19488 | &nbsp;&nbsp; 18415 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 0.950% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8344 | &nbsp;&nbsp; 7195 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.900% | 1/15/28 | &nbsp;&nbsp; 17800 | &nbsp;&nbsp; 16593 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 6.950% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp; 4012 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 1.300% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19615 | &nbsp;&nbsp; 15830 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.950% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9673 | &nbsp;&nbsp; 10047 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.375% | 12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16510 | &nbsp;&nbsp; 16280 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.550% | 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16223 | &nbsp;&nbsp; 14364 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.625% | 3/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9821 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 5.950% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13339 | &nbsp;&nbsp; 14839 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.400% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 | &nbsp;&nbsp; 8105 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.100% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22462 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 9/1/40 | &nbsp;&nbsp; 7197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.850% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16393 | &nbsp;&nbsp; 15670 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.700% | 3/1/46 | &nbsp;&nbsp; 21741 | &nbsp;&nbsp; 18320 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.750% | 3/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9657 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.500% | 1/15/48 | &nbsp;&nbsp; 7397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6051 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.150% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8226 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 2.810% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10970 | &nbsp;&nbsp; 7953 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.875% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12707 | &nbsp;&nbsp; 12205 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.150% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18763 | &nbsp;&nbsp; 15929 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.266% | 11/1/49 | &nbsp;&nbsp; 17416 | &nbsp;&nbsp; 12541 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.002% | 6/1/51 | &nbsp;&nbsp; 7290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 6.875% | 3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 5.000% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9898 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10995 | &nbsp;&nbsp; 10655 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | &nbsp;&nbsp; 7421 | &nbsp;&nbsp; 7024 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8548 | &nbsp;&nbsp; 8276 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | &nbsp;&nbsp; 7788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6697 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13563 | &nbsp;&nbsp; 11688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.765% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.192% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 4.117% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.342% | 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9965 | &nbsp;&nbsp; 6711 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 3.774% | 11/15/43 | &nbsp;&nbsp; 6741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 4.128% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 3.196% | 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3844 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 3.796% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14252 | &nbsp;&nbsp; 14029 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 0.900% | 12/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6763 | &nbsp;&nbsp; 6016 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MedStar Health Inc. | 3.626% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.375% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46454 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.625% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12885 | &nbsp;&nbsp; 11978 |
|  | &nbsp;&nbsp;&nbsp;Memorial Health Services | 3.447% | 11/1/49 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12765 | &nbsp;&nbsp; 10557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.900% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6635 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.750% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31521 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 0.750% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8399 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.700% | 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20662 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.400% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21548 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.450% | 6/24/30 | &nbsp;&nbsp; 7705 | &nbsp;&nbsp; 6148 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.150% | 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23570 | &nbsp;&nbsp; 19260 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 6.500% | 12/1/33 | &nbsp;&nbsp; 10762 | &nbsp;&nbsp; 12162 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.900% | 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp; 10454 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.350% | 6/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16597 | &nbsp;&nbsp; 11579 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.600% | 9/15/42 | &nbsp;&nbsp; 7049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.150% | 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11282 | &nbsp;&nbsp; 10025 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.700% | 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20687 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.000% | 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13482 | &nbsp;&nbsp; 11553 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.450% | 6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.750% | 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56445 | &nbsp;&nbsp; 37990 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.900% | 12/10/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34935 | &nbsp;&nbsp; 22515 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Methodist Hospital | 2.705% | 12/1/50 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4447 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | 5.246% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp; 7387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | &nbsp;&nbsp; 7137 | &nbsp;&nbsp; 5310 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5467 |
|  | &nbsp;&nbsp;&nbsp;MultiCare Health System | 2.803% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 4.550% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8354 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 5.400% | 11/29/43 | &nbsp;&nbsp; 7035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 5.200% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4092 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MyMichigan Health | 3.409% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp; 2915 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.256% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.024% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626 | &nbsp;&nbsp; 3019 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.063% | 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp; 4764 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.606% | 8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 3.954% | 8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.979% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp; 7459 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 4.260% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9207 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.809% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5784 | &nbsp;&nbsp; 4134 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 2.637% | 11/1/36 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5170 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.168% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 7589 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.318% | 11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5688 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.400% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21653 | &nbsp;&nbsp; 21218 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 1.750% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp; 17450 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.000% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16848 | &nbsp;&nbsp; 16156 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.000% | 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23738 | &nbsp;&nbsp; 21611 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.100% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18846 | &nbsp;&nbsp; 17860 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.200% | 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26389 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.700% | 9/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9216 | &nbsp;&nbsp; 7754 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.400% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18767 | &nbsp;&nbsp; 17428 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.000% | 11/20/45 | &nbsp;&nbsp; 18811 | &nbsp;&nbsp; 16604 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.750% | 8/14/50 | &nbsp;&nbsp; 7323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp; 2910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 5.750% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.784% | 7/1/44 | &nbsp;&nbsp; 4116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.368% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 3.380% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5567 |

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------

Total Bond Market Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp; 2676 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 2.297% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4406 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 2.834% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 3.042% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 4.089% | 10/1/48 | &nbsp;&nbsp; 4010 | &nbsp;&nbsp; 3166 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 3.327% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 1.375% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 4.787% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp; 3816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 3.218% | 11/15/50 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 0.850% | 9/15/24 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6957 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 1.900% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5422 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 3.300% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 | &nbsp;&nbsp; 7415 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5489 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 2.250% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp; 7145 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 3.625% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.950% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9822 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 0.800% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356 | &nbsp;&nbsp; 7646 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.750% | 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32773 | &nbsp;&nbsp; 30901 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.000% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15784 | &nbsp;&nbsp; 14961 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.600% | 9/15/28 | &nbsp;&nbsp; 7685 | &nbsp;&nbsp; 7365 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33806 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19324 | &nbsp;&nbsp; 16944 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.700% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14997 | &nbsp;&nbsp; 12332 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.750% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14715 | &nbsp;&nbsp; 11831 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13027 | &nbsp;&nbsp; 11898 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.100% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14047 | &nbsp;&nbsp; 12737 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.900% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18494 | &nbsp;&nbsp; 16318 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 7.200% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20279 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.550% | 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14927 | &nbsp;&nbsp; 10850 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.300% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9037 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.400% | 5/15/44 | &nbsp;&nbsp; 10769 | &nbsp;&nbsp; 10002 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.125% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18529 | &nbsp;&nbsp; 16388 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.200% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18147 | &nbsp;&nbsp; 16242 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15932 | &nbsp;&nbsp; 13821 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.700% | 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15665 | &nbsp;&nbsp; 10664 |
|  | &nbsp;&nbsp;&nbsp;Pharmacia LLC | 6.600% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10371 | &nbsp;&nbsp; 11405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.044% | 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.719% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.864% | 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779 |
|  | &nbsp;&nbsp;&nbsp;Presbyterian Healthcare Services | 4.875% | 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3915 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8934 | &nbsp;&nbsp; 7516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp; 5019 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.250% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 3.500% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131 | &nbsp;&nbsp; 5913 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 3.450% | 6/1/26 | &nbsp;&nbsp; 10474 | &nbsp;&nbsp; 10015 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.200% | 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5754 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 2.950% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15040 | &nbsp;&nbsp; 13003 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 2.800% | 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5024 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 5.750% | 1/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.700% | 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 2619 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | &nbsp;&nbsp; 17731 | &nbsp;&nbsp; 13728 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 1.200% | 9/2/25 | &nbsp;&nbsp; 17982 | &nbsp;&nbsp; 16099 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 1.750% | 9/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14845 | &nbsp;&nbsp; 12609 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 2.200% | 9/2/30 | &nbsp;&nbsp; 17903 | &nbsp;&nbsp; 13989 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 2.150% | 9/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp; 3976 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.300% | 9/2/40 | &nbsp;&nbsp; 10710 | &nbsp;&nbsp; 7491 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.550% | 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14242 | &nbsp;&nbsp; 9185 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.350% | 9/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rush Obligated Group | 3.922% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3930 |
|  | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5479 |
|  | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 |
|  | &nbsp;&nbsp;&nbsp;Sanofi | 3.625% | 6/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16345 | &nbsp;&nbsp; 15604 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Seattle Children's Hospital | 2.719% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sharp HealthCare | 2.680% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
|  | &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60566 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | 2.032% | 10/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | 3.823% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5460 | &nbsp;&nbsp; 5155 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.310% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.795% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9644 | &nbsp;&nbsp; 7672 |
|  | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.027% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3468 |
|  | &nbsp;&nbsp;&nbsp;STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 | &nbsp;&nbsp; 4915 |
|  | &nbsp;&nbsp;&nbsp;STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9504 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14552 | &nbsp;&nbsp; 14202 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 1.150% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp; 7364 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14265 | &nbsp;&nbsp; 13798 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.500% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8265 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.650% | 3/7/28 | &nbsp;&nbsp; 8112 | &nbsp;&nbsp; 7706 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 1.950% | 6/15/30 | &nbsp;&nbsp; 7889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.375% | 5/15/44 | &nbsp;&nbsp; 7735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6568 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 1.321% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.695% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4224 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 2.294% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp; 7307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.161% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 4.091% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.361% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5777 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26466 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24438 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16693 | &nbsp;&nbsp; 12248 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28367 | &nbsp;&nbsp; 19403 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11284 | &nbsp;&nbsp; 7589 |
|  | &nbsp;&nbsp;&nbsp;Texas Health Resources | 2.328% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5124 | &nbsp;&nbsp; 2913 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Health Resources | 4.330% | 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10883 | &nbsp;&nbsp; 10214 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | &nbsp;&nbsp; 7405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6280 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8957 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26230 | &nbsp;&nbsp; 21218 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21705 | &nbsp;&nbsp; 15995 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | &nbsp;&nbsp; 8743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4028 |
|  | &nbsp;&nbsp;&nbsp;Toledo Hospital | 5.750% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 2.632% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
|  | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 4.125% | 12/1/45 | &nbsp;&nbsp; 7840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 3.434% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 | &nbsp;&nbsp; 2111 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.500% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 | &nbsp;&nbsp; 5743 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.000% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9465 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15897 | &nbsp;&nbsp; 15559 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.150% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 12/15/25 | &nbsp;&nbsp; 7151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8299 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.100% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9469 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1.150% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.450% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10243 | &nbsp;&nbsp; 9761 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.375% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40242 | &nbsp;&nbsp; 38173 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7832 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.950% | 10/15/27 | &nbsp;&nbsp; 7963 | &nbsp;&nbsp; 7373 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.850% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 | &nbsp;&nbsp; 5315 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.875% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22203 | &nbsp;&nbsp; 19772 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12905 | &nbsp;&nbsp; 13328 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15228 | &nbsp;&nbsp; 12603 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.300% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22082 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.350% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41663 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.625% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14882 | &nbsp;&nbsp; 14421 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.800% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8921 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.500% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9320 | &nbsp;&nbsp; 10419 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.625% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14597 | &nbsp;&nbsp; 16540 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.875% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23531 | &nbsp;&nbsp; 27600 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.500% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22665 | &nbsp;&nbsp; 18587 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.750% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14931 | &nbsp;&nbsp; 10877 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.700% | 10/15/40 | &nbsp;&nbsp; 4113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.950% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8737 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.050% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16035 | &nbsp;&nbsp; 12081 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.625% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp; 11315 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.950% | 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13856 | &nbsp;&nbsp; 11731 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336 | &nbsp;&nbsp; 7388 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13098 | &nbsp;&nbsp; 12379 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.200% | 1/15/47 | &nbsp;&nbsp; 17260 | &nbsp;&nbsp; 14820 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13530 | &nbsp;&nbsp; 11666 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.750% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11389 | &nbsp;&nbsp; 9102 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22833 | &nbsp;&nbsp; 19911 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.450% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4624 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 8/15/49 | &nbsp;&nbsp; 17454 | &nbsp;&nbsp; 13802 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.900% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14865 | &nbsp;&nbsp; 10131 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.250% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21932 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.875% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30370 | &nbsp;&nbsp; 32974 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp; 7154 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.125% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9093 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.050% | 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31003 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | 1.650% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | 2.650% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13959 | &nbsp;&nbsp;&nbsp; 11110 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UPMC | 3.600% | 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6468 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30781 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | &nbsp;&nbsp; 17935 | &nbsp;&nbsp; 13590 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 1.650% | 6/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp; 7642 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 2.300% | 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 2.700% | 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8494 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 3.850% | 6/22/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735 | &nbsp;&nbsp; 7194 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 4.000% | 6/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16450 | &nbsp;&nbsp; 10190 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WakeMed | 3.286% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp; 2139 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | 4.813% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | 3.065% | 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 5116 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 7.250% | 3/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.450% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12335 | &nbsp;&nbsp; 12532 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.500% | 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12797 | &nbsp;&nbsp; 14505 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.000% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 5.950% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15577 | &nbsp;&nbsp; 16835 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3247 |
|  | &nbsp;&nbsp;&nbsp;Zeneca Wilmington Inc. | 7.000% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5584 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10928 | &nbsp;&nbsp; 10304 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15780 | &nbsp;&nbsp; 12755 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp; 2109 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7129 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.500% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.000% | 9/12/27 | &nbsp;&nbsp; 15074 | &nbsp;&nbsp; 13936 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.900% | 8/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8243 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.600% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10180 | &nbsp;&nbsp; 10562 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.700% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9881 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.950% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9173 | &nbsp;&nbsp; 7403 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.450% | 8/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16766 | &nbsp;&nbsp; 14581 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.000% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838 |
|  |  |  |  |  | &nbsp;&nbsp; **7914551** |
| **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** | **Industrials (2.0%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 2/14/24 | &nbsp;&nbsp; 15174 | &nbsp;&nbsp; 14891 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.000% | 2/14/25 | &nbsp;&nbsp; 7774 | &nbsp;&nbsp; 7361 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.650% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16225 | &nbsp;&nbsp; 15500 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.000% | 8/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8341 | &nbsp;&nbsp; 7998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 2.250% | 9/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14797 | &nbsp;&nbsp; 13655 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6352 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.625% | 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.375% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp; 13983 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.375% | 8/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18341 | &nbsp;&nbsp; 15568 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 5.700% | 3/15/37 | &nbsp;&nbsp;&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;&nbsp;65 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.875% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401 | &nbsp;&nbsp; 1116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.125% | 9/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8881 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.625% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10207 | &nbsp;&nbsp; 7630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 4.000% | 9/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15345 | &nbsp;&nbsp; 12126 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 8/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6281 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.700% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 |
|  | &nbsp;&nbsp;&nbsp;Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | 3.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4981 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 7032 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp; 2276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | &nbsp;&nbsp; 7771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4333 | &nbsp;&nbsp; 3748 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp; 2511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | &nbsp;&nbsp; 7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6523 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 3.200% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp; 4574 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.050% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 4.350% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5531 | &nbsp;&nbsp; 5274 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.800% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16623 | &nbsp;&nbsp; 14209 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.200% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp; 3510 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNSF Funding Trust I | 6.613% | 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9397 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 4.508% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38677 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.875% | 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13224 | &nbsp;&nbsp; 13002 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.433% | 2/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29632 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.850% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8253 | &nbsp;&nbsp; 7899 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.500% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 4.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50008 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 7.250% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.600% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.750% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10351 | &nbsp;&nbsp; 9612 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.196% | 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68303 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.100% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.250% | 6/15/26 | &nbsp;&nbsp; 7201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6497 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.700% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15316 | &nbsp;&nbsp; 13830 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/27 | &nbsp;&nbsp; 7048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.040% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24455 | &nbsp;&nbsp; 24199 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19903 | &nbsp;&nbsp; 18174 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11862 | &nbsp;&nbsp; 10436 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.950% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13751 | &nbsp;&nbsp; 11640 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.150% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54770 | &nbsp;&nbsp; 53415 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.625% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18701 | &nbsp;&nbsp; 16368 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 6.125% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006 | &nbsp;&nbsp; 9150 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.600% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13529 | &nbsp;&nbsp; 10796 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9391 | &nbsp;&nbsp; 7132 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 6.625% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.550% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp; 3519 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.500% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002 | &nbsp;&nbsp; 3619 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 6.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12203 | &nbsp;&nbsp; 12867 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.875% | 2/15/40 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7597 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.705% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38945 | &nbsp;&nbsp; 37076 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.375% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.650% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10167 | &nbsp;&nbsp; 6774 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.625% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.850% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp; 3175 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.900% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp; 9763 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.750% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.805% | 5/1/50 | &nbsp;&nbsp; 57266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53280 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.825% | 3/1/59 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 3.950% | 8/1/59 | &nbsp;&nbsp; 7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4779 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | 5.930% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40584 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9866 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14469 | &nbsp;&nbsp; 14139 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp; 11831 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12382 | &nbsp;&nbsp; 12033 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | &nbsp;&nbsp; 2116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | &nbsp;&nbsp; 7192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6804 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9262 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8695 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15291 | &nbsp;&nbsp; 15408 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6647 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9706 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12897 | &nbsp;&nbsp; 11444 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16102 | &nbsp;&nbsp; 14403 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | &nbsp;&nbsp; 17104 | &nbsp;&nbsp; 16189 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14532 | &nbsp;&nbsp; 13192 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | &nbsp;&nbsp; 17427 | &nbsp;&nbsp; 14898 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9090 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16219 | &nbsp;&nbsp; 13229 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15088 | &nbsp;&nbsp; 12833 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4770 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | &nbsp;&nbsp; 7161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6097 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15870 | &nbsp;&nbsp; 12217 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp; 4374 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22669 | &nbsp;&nbsp; 16604 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6070 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.950% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 | &nbsp;&nbsp; 4161 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8607 | &nbsp;&nbsp; 8112 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.900% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.850% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.250% | 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.200% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6498 | &nbsp;&nbsp; 7039 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.375% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5039 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.200% | 8/2/46 | &nbsp;&nbsp; 7988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.650% | 2/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.450% | 1/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp; 1760 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15950 | &nbsp;&nbsp; 10017 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.400% | 8/5/52 | &nbsp;&nbsp; 11410 | &nbsp;&nbsp; 10200 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 1.350% | 12/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5664 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.900% | 2/1/25 | &nbsp;&nbsp; 7741 | &nbsp;&nbsp; 7409 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 1.750% | 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4911 | &nbsp;&nbsp; 4376 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.000% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.050% | 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 7.125% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.450% | 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19543 | &nbsp;&nbsp; 16267 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15839 | &nbsp;&nbsp; 16397 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.000% | 12/2/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9664 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 5.750% | 1/15/42 | &nbsp;&nbsp; 12745 | &nbsp;&nbsp; 12756 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5846 | &nbsp;&nbsp; 5319 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.100% | 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30256 | &nbsp;&nbsp; 20619 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 6.125% | 9/15/15 | &nbsp;&nbsp; 6474 | &nbsp;&nbsp; 6512 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.242% | 2/15/25 | &nbsp;&nbsp; 27128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25582 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.493% | 2/15/27 | &nbsp;&nbsp; 17752 | &nbsp;&nbsp; 16013 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.722% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34853 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.377% | 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20438 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.577% | 4/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14057 | &nbsp;&nbsp; 13516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8387 | &nbsp;&nbsp; 8153 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8773 | &nbsp;&nbsp; 8574 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8792 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | &nbsp;&nbsp; 11613 | &nbsp;&nbsp; 11073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp; 15934 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | &nbsp;&nbsp; 7575 | &nbsp;&nbsp; 7587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.650% | 8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9779 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10256 | &nbsp;&nbsp; 9216 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9380 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp; 6514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | &nbsp;&nbsp; 7897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6751 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18576 | &nbsp;&nbsp; 18215 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 2.600% | 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12060 | &nbsp;&nbsp; 10606 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 2.600% | 4/9/30 | &nbsp;&nbsp; 20774 | &nbsp;&nbsp; 18124 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 5.300% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 6.050% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10131 | &nbsp;&nbsp; 11013 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.803% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21203 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 4.300% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5436 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 9/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13691 | &nbsp;&nbsp; 10388 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 4/9/50 | &nbsp;&nbsp; 7143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 4.750% | 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496 |
|  | &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6429 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 4.200% | 1/15/24 | &nbsp;&nbsp; 27900 | &nbsp;&nbsp; 27515 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 5.450% | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 1.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5981 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 1.450% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Industrial NV | 3.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8073 | &nbsp;&nbsp; 7594 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | &nbsp;&nbsp; 744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
|  | &nbsp;&nbsp;&nbsp;Crane Holdings Co. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.400% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 5127 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.350% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15336 | &nbsp;&nbsp; 14709 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.600% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13869 | &nbsp;&nbsp; 12993 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 3/1/28 | &nbsp;&nbsp; 7562 | &nbsp;&nbsp;&nbsp; 7211 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19798 | &nbsp;&nbsp; 19016 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.400% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp; 7140 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.100% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12777 | &nbsp;&nbsp; 11969 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 6.000% | 10/1/36 | &nbsp;&nbsp; 7360 | &nbsp;&nbsp; 7704 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 6.150% | 5/1/37 | &nbsp;&nbsp; 10317 | &nbsp;&nbsp; 11010 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 6.220% | 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10471 | &nbsp;&nbsp; 11330 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 5.500% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5080 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp; 3917 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.400% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.100% | 3/15/44 | &nbsp;&nbsp; 10910 | &nbsp;&nbsp; 9132 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.300% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5337 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026 | &nbsp;&nbsp; 7291 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14323 | &nbsp;&nbsp; 12527 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.350% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10351 | &nbsp;&nbsp; 7458 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.500% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp; 1153 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 | &nbsp;&nbsp; 7486 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.650% | 3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12634 | &nbsp;&nbsp; 10719 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 0.750% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 1.500% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3971 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 4.875% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8944 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 2.600% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5332 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 2.750% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11955 | &nbsp;&nbsp; 11485 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 5.375% | 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10484 | &nbsp;&nbsp; 10859 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.100% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12135 | &nbsp;&nbsp; 10879 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 7.125% | 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.900% | 6/9/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444 | &nbsp;&nbsp; 7483 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 2.875% | 9/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.750% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9049 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 4.750% | 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5809 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6846 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 3.150% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8702 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 2.950% | 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 3.103% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15062 | &nbsp;&nbsp; 14029 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.000% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11937 | &nbsp;&nbsp; 10998 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15652 | &nbsp;&nbsp; 14583 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 11/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 3.915% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.700% | 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8149 | &nbsp;&nbsp; 7429 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 3.150% | 6/1/25 | &nbsp;&nbsp; 7044 | &nbsp;&nbsp; 6811 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 0.875% | 10/15/26 | &nbsp;&nbsp; 7379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.800% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16158 | &nbsp;&nbsp; 14119 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.000% | 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8555 | &nbsp;&nbsp; 7278 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.950% | 10/15/30 | &nbsp;&nbsp; 7745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.200% | 12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13509 | &nbsp;&nbsp; 10920 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.750% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6756 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.800% | 12/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10875 | &nbsp;&nbsp; 7035 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11480 | &nbsp;&nbsp; 10918 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.400% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5448 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.200% | 10/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.100% | 8/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14040 | &nbsp;&nbsp; 12340 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 2.400% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.900% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5402 | &nbsp;&nbsp; 5133 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.900% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13629 | &nbsp;&nbsp; 11588 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.250% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp; 6765 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.875% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.100% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 5.100% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.100% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6562 | &nbsp;&nbsp; 5076 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.750% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20438 | &nbsp;&nbsp;&nbsp; 17312 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.550% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16350 | &nbsp;&nbsp; 13309 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.400% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp; 7826 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.050% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14191 | &nbsp;&nbsp; 10779 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.950% | 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11552 | &nbsp;&nbsp; 10100 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 5.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11737 | &nbsp;&nbsp; 10785 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.500% | 2/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19397 | &nbsp;&nbsp; 15772 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | 3.150% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12189 | &nbsp;&nbsp; 11390 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | 4.300% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.375% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.250% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15034 | &nbsp;&nbsp; 14645 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.125% | 8/15/26 | &nbsp;&nbsp; 7189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6588 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.625% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14254 | &nbsp;&nbsp; 12958 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.750% | 5/15/28 | &nbsp;&nbsp; 11874 | &nbsp;&nbsp; 11318 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14421 | &nbsp;&nbsp; 13434 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 4.250% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.600% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4598 | &nbsp;&nbsp; 3762 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;General Electric Co. | 5.875% | 1/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23024 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.300% | 8/15/24 | &nbsp;&nbsp; 17211 | &nbsp;&nbsp; 16535 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.850% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9082 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.350% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16155 | &nbsp;&nbsp; 14945 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.500% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22858 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.100% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15776 | &nbsp;&nbsp; 13751 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6280 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.700% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8446 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.950% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13420 | &nbsp;&nbsp; 11101 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.750% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22056 | &nbsp;&nbsp; 17473 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14144 | &nbsp;&nbsp; 14419 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp; 5901 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp; 8744 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 | &nbsp;&nbsp; 3812 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.812% | 11/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 | &nbsp;&nbsp; 4118 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9711 | &nbsp;&nbsp; 8817 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8321 | &nbsp;&nbsp; 7537 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | 3.000% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.500% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 2.650% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19981 | &nbsp;&nbsp; 18563 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 4.875% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.900% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18070 | &nbsp;&nbsp; 15402 |
|  | &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8582 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8624 | &nbsp;&nbsp; 7073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.900% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4807 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.600% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.350% | 6/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.650% | 6/24/24 | &nbsp;&nbsp; 7058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6838 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.625% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.050% | 1/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11649 | &nbsp;&nbsp; 11065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.250% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13455 | &nbsp;&nbsp; 12601 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | 3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18523 | &nbsp;&nbsp; 18043 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.400% | 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.050% | 9/8/25 | &nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.400% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp; 5142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.700% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3383 | &nbsp;&nbsp; 3010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.650% | 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8155 | &nbsp;&nbsp; 7645 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.050% | 6/17/26 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6878 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.250% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25162 | &nbsp;&nbsp; 23218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.700% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11375 | &nbsp;&nbsp; 10150 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.750% | 3/9/27 | &nbsp;&nbsp; 7006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.800% | 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13249 | &nbsp;&nbsp; 12210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.150% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10800 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.050% | 1/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14621 | &nbsp;&nbsp; 13660 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | 3/7/29 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.800% | 7/18/29 | &nbsp;&nbsp; 11169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.850% | 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.450% | 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11677 | &nbsp;&nbsp; 10067 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.350% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8982 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 3.625% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2398 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 3.900% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 1.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8807 | &nbsp;&nbsp;&nbsp; 7019 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 2.000% | 9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.625% | 7/2/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9545 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 5.125% | 9/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.500% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.950% | 7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 2.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6031 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.300% | 5/15/43 | &nbsp;&nbsp; 5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.950% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9069 | &nbsp;&nbsp; 8190 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.700% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10942 | &nbsp;&nbsp; 9518 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 3.500% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp; 7477 |
|  | &nbsp;&nbsp;&nbsp;Kennametal Inc. | 4.625% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8266 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 4.550% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13592 | &nbsp;&nbsp; 13402 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 4.600% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 3.000% | 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 |
|  | &nbsp;&nbsp;&nbsp;Kirby Corp. | 4.200% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13926 | &nbsp;&nbsp; 12692 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.950% | 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.832% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18538 | &nbsp;&nbsp; 18018 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.850% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6637 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.400% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.400% | 6/15/28 | &nbsp;&nbsp; 17497 | &nbsp;&nbsp; 16899 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 2.900% | 12/15/29 | &nbsp;&nbsp; 7434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6356 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 1.800% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.854% | 4/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 | &nbsp;&nbsp; 6140 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 5.054% | 4/27/45 | &nbsp;&nbsp; 7051 | &nbsp;&nbsp; 6318 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 3.000% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 1.350% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 1.700% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.950% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.550% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14829 | &nbsp;&nbsp; 14404 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13483 | &nbsp;&nbsp; 13809 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 1.850% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp; 1123 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.900% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15450 | &nbsp;&nbsp; 15973 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.600% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12889 | &nbsp;&nbsp; 11430 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.500% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 6.150% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.720% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6390 | &nbsp;&nbsp; 6743 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.070% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18034 | &nbsp;&nbsp; 15578 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.800% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9584 | &nbsp;&nbsp; 7854 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.700% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20136 | &nbsp;&nbsp; 18757 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.090% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21371 | &nbsp;&nbsp; 18102 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.150% | 6/15/53 | &nbsp;&nbsp; 10105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8590 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.700% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15360 | &nbsp;&nbsp; 16289 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.300% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp; 3134 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.900% | 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18245 | &nbsp;&nbsp; 19707 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC | 6.500% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15301 | &nbsp;&nbsp; 15245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nature Conservancy | 3.957% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp; 3515 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.850% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.650% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.900% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 7.800% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 3198 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.150% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10483 | &nbsp;&nbsp; 9765 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.800% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11370 | &nbsp;&nbsp; 10833 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.550% | 11/1/29 | &nbsp;&nbsp; 11516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9870 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.300% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.000% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8589 | &nbsp;&nbsp; 7350 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 7.050% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.837% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15351 | &nbsp;&nbsp; 14115 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.950% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.450% | 6/15/45 | &nbsp;&nbsp; 7773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6657 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.650% | 1/15/46 | &nbsp;&nbsp; 7172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.942% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.150% | 2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.400% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.050% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11473 | &nbsp;&nbsp; 7701 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.050% | 8/15/52 | &nbsp;&nbsp; 7649 | &nbsp;&nbsp; 6159 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.550% | 6/1/53 | &nbsp;&nbsp; 7265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.155% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24352 | &nbsp;&nbsp; 16219 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 2.930% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11220 | &nbsp;&nbsp; 10768 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.200% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.250% | 1/15/28 | &nbsp;&nbsp; 36974 | &nbsp;&nbsp; 34195 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16818 | &nbsp;&nbsp; 16180 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 7.750% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.150% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25334 | &nbsp;&nbsp; 24711 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.050% | 11/15/40 | &nbsp;&nbsp; 7599 | &nbsp;&nbsp; 7268 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.750% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15495 | &nbsp;&nbsp; 14323 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.850% | 4/15/45 | &nbsp;&nbsp; 6110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4879 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.030% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30316 | &nbsp;&nbsp; 25127 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.250% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
|  | &nbsp;&nbsp;&nbsp;nVent Finance Sarl | 4.550% | 4/15/28 | &nbsp;&nbsp; 7211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6656 |
|  | &nbsp;&nbsp;&nbsp;Oshkosh Corp. | 4.600% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8552 |
|  | &nbsp;&nbsp;&nbsp;Oshkosh Corp. | 3.100% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.056% | 4/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12323 | &nbsp;&nbsp; 11539 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.293% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp; 7610 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.565% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22644 | &nbsp;&nbsp; 19037 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.112% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14948 | &nbsp;&nbsp; 11018 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.362% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 0.350% | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 3.150% | 6/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 2.150% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 1.800% | 2/6/25 | &nbsp;&nbsp; 7744 | &nbsp;&nbsp; 7283 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 2.700% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10819 | &nbsp;&nbsp; 10425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.300% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15596 | &nbsp;&nbsp; 15085 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20486 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.250% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9688 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.500% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.200% | 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 6.250% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.450% | 11/21/44 | &nbsp;&nbsp; 7838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6736 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.100% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.000% | 6/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12883 | &nbsp;&nbsp; 10171 |
|  | &nbsp;&nbsp;&nbsp;Pentair Finance Sarl | 4.500% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5231 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 3.250% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15685 | &nbsp;&nbsp; 15177 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 3.900% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.200% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14888 | &nbsp;&nbsp; 14562 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.950% | 8/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19181 | &nbsp;&nbsp; 18749 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.650% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12829 | &nbsp;&nbsp; 12223 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.125% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9877 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 7.200% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.125% | 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46304 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.250% | 7/1/30 | &nbsp;&nbsp; 7203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5992 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 1.900% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15367 | &nbsp;&nbsp; 12050 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.375% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13340 | &nbsp;&nbsp; 10815 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 5.400% | 5/1/35 | &nbsp;&nbsp; 10810 | &nbsp;&nbsp; 10816 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.050% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14828 | &nbsp;&nbsp; 15676 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.125% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6758 | &nbsp;&nbsp; 7209 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.450% | 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13215 | &nbsp;&nbsp; 12013 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.700% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8426 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.500% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38891 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.800% | 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13956 | &nbsp;&nbsp; 12711 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.150% | 5/15/45 | &nbsp;&nbsp; 13119 | &nbsp;&nbsp; 10939 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.750% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15781 | &nbsp;&nbsp; 12288 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.350% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16697 | &nbsp;&nbsp; 14324 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.050% | 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18347 | &nbsp;&nbsp; 15045 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.625% | 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.125% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9229 | &nbsp;&nbsp; 6501 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.820% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18990 | &nbsp;&nbsp; 12385 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.030% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21860 | &nbsp;&nbsp; 14940 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8203 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.200% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9059 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 0.875% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp; 1617 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.900% | 7/1/26 | &nbsp;&nbsp; 7457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6961 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.375% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.950% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8667 | &nbsp;&nbsp; 7256 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 1.750% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9267 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 6.200% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6878 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 5.700% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8931 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.050% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 | &nbsp;&nbsp; 2769 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 3.500% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8989 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 1.750% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 4.200% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8885 | &nbsp;&nbsp; 7628 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 2.800% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 3.750% | 6/9/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14433 | &nbsp;&nbsp; 14328 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 3.650% | 3/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14914 | &nbsp;&nbsp; 14612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.500% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11852 | &nbsp;&nbsp; 11285 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 4.625% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11754 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 1.750% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.900% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.850% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp; 1410 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.250% | 5/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29042 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 3.000% | 11/15/26 | &nbsp;&nbsp; 7026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6463 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.125% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26633 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 3.450% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 2.625% | 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 0.650% | 4/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 0.950% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 1.600% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.250% | 4/1/28 | &nbsp;&nbsp; 7822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6753 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.750% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15488 | &nbsp;&nbsp; 12688 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 4.300% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.875% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12626 | &nbsp;&nbsp; 12296 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 4.000% | 3/15/26 | &nbsp;&nbsp; 7033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6772 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.650% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12621 | &nbsp;&nbsp; 11776 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.375% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8786 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.900% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 2.450% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 3.875% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 4.500% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9622 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 4.125% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9055 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6781 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10377 | &nbsp;&nbsp; 10098 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp; 4165 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12169 | &nbsp;&nbsp; 11217 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | 4.750% | 12/1/24 | &nbsp;&nbsp; 7956 | &nbsp;&nbsp; 7872 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | 4.900% | 6/15/28 | &nbsp;&nbsp; 7077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 |
|  | &nbsp;&nbsp;&nbsp;Triton Container International Ltd. | 3.250% | 3/15/32 | &nbsp;&nbsp; 7725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.450% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.700% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.125% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14946 | &nbsp;&nbsp; 13789 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 2.500% | 2/4/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5768 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 7.125% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8548 | &nbsp;&nbsp; 9764 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.646% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9387 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.150% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8061 | &nbsp;&nbsp; 7895 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4470 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19973 | &nbsp;&nbsp; 19434 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 8/15/25 | &nbsp;&nbsp; 17923 | &nbsp;&nbsp; 17254 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.750% | 3/1/26 | &nbsp;&nbsp; 17714 | &nbsp;&nbsp; 16761 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.150% | 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9442 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.000% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp; 2019 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 | &nbsp;&nbsp; 5122 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3732 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.400% | 2/5/30 | &nbsp;&nbsp; 7536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6449 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.375% | 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.800% | 2/14/32 | &nbsp;&nbsp; 10013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8606 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.375% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10299 | &nbsp;&nbsp; 8746 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.891% | 4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9624 | &nbsp;&nbsp; 7630 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.600% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16050 | &nbsp;&nbsp; 13603 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.200% | 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20761 | &nbsp;&nbsp; 16287 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.050% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.050% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3338 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.350% | 8/15/46 | &nbsp;&nbsp; 7644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.000% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16218 | &nbsp;&nbsp; 11861 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.799% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.950% | 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14478 | &nbsp;&nbsp; 9818 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.950% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp; 4719 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.500% | 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20210 | &nbsp;&nbsp; 15265 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.875% | 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5384 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5236 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.839% | 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23434 | &nbsp;&nbsp; 18192 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.550% | 5/20/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.973% | 9/16/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26715 | &nbsp;&nbsp; 17097 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 5.150% | 1/20/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5784 | &nbsp;&nbsp; 5613 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.100% | 9/15/67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.799% | 4/6/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24545 | &nbsp;&nbsp; 18120 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.850% | 2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2468 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897 | &nbsp;&nbsp; 817 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547 | &nbsp;&nbsp; 2129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2078 | &nbsp;&nbsp; 1612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22427 | &nbsp;&nbsp; 19826 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3464 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5838 | &nbsp;&nbsp; 5145 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5484 | &nbsp;&nbsp; 4414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8222 | &nbsp;&nbsp;&nbsp; 7740 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.200% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 | &nbsp;&nbsp; 3415 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.800% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20077 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.900% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9310 | &nbsp;&nbsp; 9172 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.400% | 11/15/26 | &nbsp;&nbsp; 9011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8373 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.050% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8858 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 3/15/29 | &nbsp;&nbsp; 10711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9966 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.500% | 9/1/29 | &nbsp;&nbsp; 7680 | &nbsp;&nbsp; 6676 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.450% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3942 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 6.200% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10085 | &nbsp;&nbsp; 11170 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.200% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16584 | &nbsp;&nbsp; 16568 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.875% | 11/15/40 | &nbsp;&nbsp; 7926 | &nbsp;&nbsp; 7687 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9378 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.750% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12753 | &nbsp;&nbsp; 10464 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.250% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15918 | &nbsp;&nbsp; 14140 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 | &nbsp;&nbsp; 4017 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.300% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12945 | &nbsp;&nbsp; 13495 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service of America Inc. | 7.620% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp; 2157 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.000% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5170 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.250% | 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4266 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 1.800% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 2.400% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp; 5186 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 2.950% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6696 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 4.250% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.500% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9332 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.600% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.200% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15409 | &nbsp;&nbsp; 12258 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.050% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.950% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 | &nbsp;&nbsp; 6185 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 0.750% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 3.150% | 11/15/27 | &nbsp;&nbsp; 17310 | &nbsp;&nbsp; 16155 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.000% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 | &nbsp;&nbsp; 2143 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 1.500% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18075 | &nbsp;&nbsp; 14109 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.950% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9812 | &nbsp;&nbsp; 7244 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp; 6127 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12827 | &nbsp;&nbsp; 12617 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11999 | &nbsp;&nbsp; 11186 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13270 | &nbsp;&nbsp; 12754 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 1.850% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp; 7580 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6043 | &nbsp;&nbsp; 4744 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 4.200% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 3.250% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4492 | &nbsp;&nbsp; 4213 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 1.950% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp; 7647 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 2.250% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5379 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 4.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 4376 |
|  |  |  |  |  | &nbsp;&nbsp; **5419267** |
| **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 3.350% | 7/31/24 | &nbsp;&nbsp; 7955 | &nbsp;&nbsp; 7772 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 1.500% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 1.850% | 5/15/27 | &nbsp;&nbsp; 7153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.050% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.700% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8238 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.800% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10880 | &nbsp;&nbsp; 7558 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 4.650% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.050% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.450% | 12/1/44 | &nbsp;&nbsp; 7580 | &nbsp;&nbsp; 7025 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.650% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5933 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | &nbsp;&nbsp; 13117 | &nbsp;&nbsp; 10649 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8754 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 7335 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 4.550% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.550% | 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15755 | &nbsp;&nbsp; 15880 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 4.250% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063 | &nbsp;&nbsp; 5416 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.800% | 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12405 | &nbsp;&nbsp; 12367 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 7.000% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10145 | &nbsp;&nbsp; 10199 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.750% | 3/1/41 | &nbsp;&nbsp; 7526 | &nbsp;&nbsp; 7315 |
|  | &nbsp;&nbsp;&nbsp;Barrick Gold Corp. | 6.450% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp; 3103 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | 5.700% | 5/30/41 | &nbsp;&nbsp; 11814 | &nbsp;&nbsp; 11882 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | 5.750% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12134 | &nbsp;&nbsp; 12254 |
|  | &nbsp;&nbsp;&nbsp;Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14554 | &nbsp;&nbsp; 14911 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | 0.950% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8579 | &nbsp;&nbsp; 8154 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.570% | 1/15/26 | &nbsp;&nbsp; 17298 | &nbsp;&nbsp; 15446 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.650% | 1/15/27 | &nbsp;&nbsp; 27096 | &nbsp;&nbsp; 23103 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14181 | &nbsp;&nbsp; 12374 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34160 | &nbsp;&nbsp; 33158 |
|  | &nbsp;&nbsp;&nbsp;Cabot Corp. | 4.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 3.500% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp; 3134 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 3.750% | 12/1/27 | &nbsp;&nbsp; 7127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6649 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 2.750% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9729 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 3.500% | 5/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 5.900% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20155 | &nbsp;&nbsp; 20144 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.050% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21633 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 1.400% | 8/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp; 4610 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.165% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25490 | &nbsp;&nbsp; 25174 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.330% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9677 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.379% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10955 | &nbsp;&nbsp; 10458 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10225 | &nbsp;&nbsp; 9110 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.150% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10955 | &nbsp;&nbsp; 10353 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | 4.950% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8697 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.375% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9285 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.550% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.800% | 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 7.375% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5227 | &nbsp;&nbsp; 5810 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 2.100% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10160 | &nbsp;&nbsp; 8169 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.250% | 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12293 | &nbsp;&nbsp; 11048 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 9.400% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp; 14579 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.250% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15183 | &nbsp;&nbsp; 14214 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.375% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15008 | &nbsp;&nbsp; 12409 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.625% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 | &nbsp;&nbsp; 5212 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.550% | 11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14715 | &nbsp;&nbsp; 13793 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.800% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11962 | &nbsp;&nbsp; 10149 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 3.600% | 11/15/50 | &nbsp;&nbsp; 11180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8060 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 6.900% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6894 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 4.493% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28653 | &nbsp;&nbsp; 28196 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 4.725% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25515 | &nbsp;&nbsp; 25175 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.319% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16617 | &nbsp;&nbsp; 16103 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.419% | 11/15/48 | &nbsp;&nbsp; 22118 | &nbsp;&nbsp; 21117 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8369 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.500% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.800% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.650% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12088 | &nbsp;&nbsp; 10011 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.700% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13189 | &nbsp;&nbsp; 12265 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 1.650% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp; 2711 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 3.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 5.250% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 4179 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 4.800% | 3/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6809 | &nbsp;&nbsp; 6761 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 1.300% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.125% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8843 | &nbsp;&nbsp; 7087 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.125% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.700% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6881 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.750% | 8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8366 |
|  | &nbsp;&nbsp;&nbsp;EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8202 | &nbsp;&nbsp; 7575 |
|  | &nbsp;&nbsp;&nbsp;EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483 |
|  | &nbsp;&nbsp;&nbsp;Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838 |
|  | &nbsp;&nbsp;&nbsp;Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10757 | &nbsp;&nbsp; 10797 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 4.100% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11325 | &nbsp;&nbsp; 11165 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 3.200% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4506 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 3.450% | 10/1/29 | &nbsp;&nbsp; 10017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8828 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 4.500% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.550% | 11/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.000% | 9/1/27 | &nbsp;&nbsp; 6074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5909 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.125% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.375% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9383 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.250% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9827 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.625% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9856 | &nbsp;&nbsp; 9213 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.400% | 11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10882 | &nbsp;&nbsp; 10230 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25095 | &nbsp;&nbsp; 22616 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 8.000% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10440 | &nbsp;&nbsp; 10752 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 0.625% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 1.750% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 7.375% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp; 6102 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 0.950% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 7.750% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5943 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 2.300% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp; 3111 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 8.875% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6482 |
|  | &nbsp;&nbsp;&nbsp;Huntsman International LLC | 4.500% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8584 |
|  | &nbsp;&nbsp;&nbsp;Huntsman International LLC | 2.950% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2836 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | &nbsp;&nbsp; 7081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5529 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8982 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 5.000% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5928 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 6.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9638 | &nbsp;&nbsp; 9619 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 4.800% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15692 | &nbsp;&nbsp; 13669 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 4.350% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5689 |
|  | &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | 5.950% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 |
|  | &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | 4.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 4.800% | 12/5/24 | &nbsp;&nbsp; 7725 | &nbsp;&nbsp; 7728 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 2.650% | 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9507 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 4.700% | 12/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 3.200% | 1/30/26 | &nbsp;&nbsp; 7651 | &nbsp;&nbsp; 7364 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 1.100% | 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325 | &nbsp;&nbsp; 7162 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 3.550% | 11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 2.000% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp; 2674 |
|  | &nbsp;&nbsp;&nbsp;Lubrizol Corp. | 6.500% | 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance BV | 5.250% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 | &nbsp;&nbsp; 3816 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance BV | 4.875% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11758 | &nbsp;&nbsp; 9746 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 1.250% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4773 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.375% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8237 | &nbsp;&nbsp; 6161 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20015 | &nbsp;&nbsp; 14846 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.625% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18624 | &nbsp;&nbsp; 12482 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.800% | 10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434 |
|  | &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | 5.750% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6346 |
|  | &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | 4.625% | 2/26/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8662 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 4.250% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1974 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.450% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6059 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.500% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp; 10253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 2.500% | 3/15/30 | &nbsp;&nbsp; 7113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 2.400% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 4.250% | 12/15/47 | &nbsp;&nbsp; 11010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.200% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11344 | &nbsp;&nbsp; 7682 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 4.050% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8608 | &nbsp;&nbsp; 8129 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 5.450% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 4.875% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5289 | &nbsp;&nbsp; 4501 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 5.625% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | &nbsp;&nbsp;&nbsp;NewMarket Corp. | 2.700% | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.800% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8782 | &nbsp;&nbsp; 7484 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18239 | &nbsp;&nbsp; 14662 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.600% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18109 | &nbsp;&nbsp; 14429 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Newmont Corp. | 5.875% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15646 | &nbsp;&nbsp; 16415 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 4.875% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 | &nbsp;&nbsp; 9676 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 5.450% | 6/9/44 | &nbsp;&nbsp; 6113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5770 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.950% | 5/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp; 4874 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 4.300% | 5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp; 4106 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.950% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1636 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.700% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.125% | 4/1/32 | &nbsp;&nbsp; 7017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5962 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.979% | 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26180 | &nbsp;&nbsp; 16255 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.900% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.950% | 11/7/25 | &nbsp;&nbsp; 3374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.000% | 12/15/26 | &nbsp;&nbsp; 7376 | &nbsp;&nbsp; 7163 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 2.950% | 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp; 10006 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.125% | 3/15/35 | &nbsp;&nbsp; 7340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.875% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.625% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670 | &nbsp;&nbsp; 4514 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.900% | 6/1/43 | &nbsp;&nbsp; 7290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6433 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.250% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20820 | &nbsp;&nbsp; 19005 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.000% | 4/1/49 | &nbsp;&nbsp; 7495 | &nbsp;&nbsp; 6719 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.650% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5624 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.400% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5087 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.000% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14291 | &nbsp;&nbsp; 12240 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 4.050% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410 | &nbsp;&nbsp; 2618 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.050% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5953 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.400% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15023 | &nbsp;&nbsp; 14365 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 1.200% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8835 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.550% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 |
|  | &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351 |
|  | &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp; 7043 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9914 | &nbsp;&nbsp; 10142 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp; 11295 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14523 | &nbsp;&nbsp; 14473 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22622 | &nbsp;&nbsp; 15010 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.750% | 3/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8526 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.125% | 8/21/42 | &nbsp;&nbsp; 10301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8889 |
|  | &nbsp;&nbsp;&nbsp;Rohm & Haas Co. | 7.850% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6378 | &nbsp;&nbsp; 7103 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 3.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5328 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 4.550% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5553 | &nbsp;&nbsp; 5135 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 2.950% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 5.250% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3495 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 4.250% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.125% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22804 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.050% | 8/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.450% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10638 | &nbsp;&nbsp; 10233 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.250% | 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.950% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.450% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19623 | &nbsp;&nbsp; 18412 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.950% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23252 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.300% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.200% | 3/15/32 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.000% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.550% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949 | &nbsp;&nbsp; 4177 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.500% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9506 | &nbsp;&nbsp; 7989 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.800% | 8/15/49 | &nbsp;&nbsp; 7898 | &nbsp;&nbsp; 5913 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.300% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.900% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | 2.250% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | 3.125% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 3.875% | 4/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 7.500% | 7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10323 | &nbsp;&nbsp; 11962 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 6.750% | 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13359 | &nbsp;&nbsp; 14929 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.250% | 11/8/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21083 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.875% | 4/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21879 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.800% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4673 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.400% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 5.000% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 1.650% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp; 3104 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.450% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11988 | &nbsp;&nbsp; 10552 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.250% | 1/15/31 | &nbsp;&nbsp; 7004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5996 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp; 3310 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 6.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29389 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 5.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11838 | &nbsp;&nbsp;&nbsp; 11111 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 3.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12725 | &nbsp;&nbsp; 10652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 3.125% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21420 | &nbsp;&nbsp; 16728 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 3.900% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 6.000% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4830 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 5.200% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 5.400% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.250% | 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4391 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 3.750% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20805 | &nbsp;&nbsp; 18222 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 8.250% | 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26480 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26674 | &nbsp;&nbsp; 28153 |
|  | &nbsp;&nbsp;&nbsp;Vale SA | 5.625% | 9/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8236 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.500% | 4/1/25 | &nbsp;&nbsp; 7223 | &nbsp;&nbsp; 7146 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 3.900% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3071 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11636 | &nbsp;&nbsp; 10257 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12509 | &nbsp;&nbsp; 10455 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.600% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575 | &nbsp;&nbsp; 13699 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 2.875% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 5.000% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19975 | &nbsp;&nbsp; 16747 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 4.375% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.125% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.375% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | 8.200% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | 7.950% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4598 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.000% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6293 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14990 | &nbsp;&nbsp; 14503 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.650% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18255 | &nbsp;&nbsp; 17967 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.375% | 9/15/27 | &nbsp;&nbsp; 17625 | &nbsp;&nbsp; 16202 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10819 | &nbsp;&nbsp; 10092 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.900% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.900% | 3/15/29 | &nbsp;&nbsp; 17973 | &nbsp;&nbsp; 17298 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.200% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 |
| &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.000% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5402 |
| &nbsp;&nbsp;&nbsp;Yamana Gold Inc. | 2.630% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 |
|  |  |  |  | &nbsp;&nbsp; **2173397** |
| **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** |
| &nbsp;&nbsp;&nbsp;Agree LP | 2.000% | 6/15/28 | &nbsp;&nbsp; 7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6492 |
| &nbsp;&nbsp;&nbsp;Agree LP | 4.800% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 |
| &nbsp;&nbsp;&nbsp;Agree LP | 2.600% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23320 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2824 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15494 | &nbsp;&nbsp; 14998 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp; 5613 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | &nbsp;&nbsp; 7954 | &nbsp;&nbsp; 7642 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | &nbsp;&nbsp; 11120 | &nbsp;&nbsp; 10824 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12701 | &nbsp;&nbsp; 11090 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5742 | &nbsp;&nbsp; 4418 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp; 10375 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | &nbsp;&nbsp; 7374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | &nbsp;&nbsp; 7985 | &nbsp;&nbsp; 6076 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 7602 |
| &nbsp;&nbsp;&nbsp;American Assets Trust LP | 3.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8560 | &nbsp;&nbsp; 7938 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.900% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8193 | &nbsp;&nbsp;&nbsp; 7748 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 3.375% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1267 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.600% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3778 | &nbsp;&nbsp; 3601 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 5.000% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14305 | &nbsp;&nbsp; 14274 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.375% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11355 | &nbsp;&nbsp; 11052 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.950% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4937 | &nbsp;&nbsp; 4711 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.400% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16040 | &nbsp;&nbsp; 15617 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.300% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8530 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.600% | 4/15/26 | &nbsp;&nbsp; 7518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.450% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp; 7698 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.375% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20734 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.750% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.125% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp; 9815 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.650% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104 | &nbsp;&nbsp; 7580 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.550% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8706 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.600% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp; 2912 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.500% | 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9592 | &nbsp;&nbsp; 7945 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.950% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11668 | &nbsp;&nbsp; 10723 |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.800% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20232 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.900% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13108 | &nbsp;&nbsp; 11105 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.100% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8323 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.875% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8032 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.700% | 4/15/31 | &nbsp;&nbsp; 7171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5832 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.300% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7244 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.700% | 10/15/49 | &nbsp;&nbsp; 7627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.100% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.950% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9933 | &nbsp;&nbsp; 6139 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.850% | 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.450% | 6/1/25 | &nbsp;&nbsp; 10745 | &nbsp;&nbsp; 10343 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.500% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5689 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.950% | 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.900% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.350% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13196 | &nbsp;&nbsp; 12248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.200% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 1.900% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.300% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3226 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521 | &nbsp;&nbsp; 5410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.050% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp; 7844 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.900% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 4.150% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp; 765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 4.350% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.800% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5097 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.200% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10729 | &nbsp;&nbsp; 10282 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.650% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9526 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.750% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21140 | &nbsp;&nbsp; 19064 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 4.500% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.400% | 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5824 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.900% | 3/15/30 | &nbsp;&nbsp; 20374 | &nbsp;&nbsp; 16649 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.250% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12612 | &nbsp;&nbsp; 10448 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.550% | 4/1/32 | &nbsp;&nbsp; 7813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.450% | 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | 3.950% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24679 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 3.850% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20707 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.125% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp; 5745 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 3.900% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3342 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 2.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14951 | &nbsp;&nbsp; 12434 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8453 | &nbsp;&nbsp; 7553 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.050% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11754 | &nbsp;&nbsp; 10331 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 2.500% | 8/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 | &nbsp;&nbsp; 7644 |
|  | &nbsp;&nbsp;&nbsp;Broadstone Net Lease LLC | 2.600% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3624 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 4.100% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10920 | &nbsp;&nbsp; 10312 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 3.150% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11854 | &nbsp;&nbsp; 10579 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 2.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16215 | &nbsp;&nbsp; 13963 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | 3.350% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 | &nbsp;&nbsp; 1819 |
|  | &nbsp;&nbsp;&nbsp;CBRE Services Inc. | 4.875% | 3/1/26 | &nbsp;&nbsp; 14015 | &nbsp;&nbsp; 13869 |
|  | &nbsp;&nbsp;&nbsp;CBRE Services Inc. | 2.500% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 |
|  | &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
|  | &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.750% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
|  | &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.900% | 12/1/33 | &nbsp;&nbsp; 7619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.200% | 9/1/24 | &nbsp;&nbsp; 11116 | &nbsp;&nbsp; 10742 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 1.350% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.450% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13536 | &nbsp;&nbsp; 13220 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.700% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18845 | &nbsp;&nbsp;&nbsp; 17911 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.000% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9363 | &nbsp;&nbsp; 8916 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.900% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.650% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15764 | &nbsp;&nbsp; 14658 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26489 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.300% | 2/15/29 | &nbsp;&nbsp; 5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.100% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp; 7487 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.300% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9832 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15946 | &nbsp;&nbsp; 12752 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.100% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13379 | &nbsp;&nbsp; 10530 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.500% | 7/15/31 | &nbsp;&nbsp; 10476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8437 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.900% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9869 | &nbsp;&nbsp; 6769 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.750% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 5.200% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp; 10492 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486 | &nbsp;&nbsp; 3412 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.150% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6128 | &nbsp;&nbsp; 4718 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.250% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11854 | &nbsp;&nbsp;&nbsp; 7744 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 4.000% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2796 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 3.125% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 2.250% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4234 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 4.375% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 3.000% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4349 | &nbsp;&nbsp; 3611 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 2.500% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11363 | &nbsp;&nbsp; 8701 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 3.700% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10807 | &nbsp;&nbsp; 10045 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 5.550% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 4.450% | 7/15/28 | &nbsp;&nbsp; 23010 | &nbsp;&nbsp; 21811 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 3.600% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32752 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 4.750% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 4.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138 | &nbsp;&nbsp; 7022 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 3.750% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5272 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 3.600% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.625% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14636 | &nbsp;&nbsp; 13952 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.250% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.450% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.900% | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14396 | &nbsp;&nbsp; 13151 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.800% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9365 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.000% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.200% | 11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16479 | &nbsp;&nbsp; 14342 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.150% | 7/15/30 | &nbsp;&nbsp; 17734 | &nbsp;&nbsp; 14140 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.500% | 5/15/31 | &nbsp;&nbsp; 11195 | &nbsp;&nbsp; 8976 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.000% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9961 | &nbsp;&nbsp; 6311 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.950% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp; 2417 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.400% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.375% | 6/1/25 | &nbsp;&nbsp; 3010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 2.850% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13843 | &nbsp;&nbsp; 12794 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.250% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp; 4315 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14677 | &nbsp;&nbsp; 13534 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.150% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5351 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5435 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 2.500% | 2/15/30 | &nbsp;&nbsp; 7734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6454 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 1.850% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8251 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.000% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581 |
| &nbsp;&nbsp;&nbsp;Essential Properties LP | 2.950% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.250% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.875% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.500% | 4/1/25 | &nbsp;&nbsp; 15115 | &nbsp;&nbsp; 14583 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12564 | &nbsp;&nbsp; 11802 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.625% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 1.700% | 3/1/28 | &nbsp;&nbsp; 7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.000% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp; 10678 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp; 11857 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.550% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.650% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5482 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.500% | 3/15/48 | &nbsp;&nbsp; 7570 | &nbsp;&nbsp; 6126 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | 2.550% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4784 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | 2.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 | &nbsp;&nbsp; 3186 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 2.750% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 | &nbsp;&nbsp; 5180 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.950% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157 | &nbsp;&nbsp; 2129 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 1.250% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.250% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp; 5576 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.200% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5571 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 4.500% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14908 | &nbsp;&nbsp; 11706 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 3.350% | 9/1/24 | &nbsp;&nbsp; 7938 | &nbsp;&nbsp; 7601 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.250% | 6/1/25 | &nbsp;&nbsp; 11476 | &nbsp;&nbsp; 11299 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14814 | &nbsp;&nbsp; 14607 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.750% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3960 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.300% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6089 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 4.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10439 | &nbsp;&nbsp; 9133 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 4.000% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12005 | &nbsp;&nbsp; 10210 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.500% | 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10909 | &nbsp;&nbsp; 10155 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.750% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8342 | &nbsp;&nbsp;&nbsp; 7745 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.625% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 | &nbsp;&nbsp; 3912 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.100% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3426 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 2.000% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12720 | &nbsp;&nbsp; 9619 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.400% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3309 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.250% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18886 | &nbsp;&nbsp;&nbsp; 17813 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 2.125% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.500% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12677 | &nbsp;&nbsp; 11277 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.000% | 1/15/30 | &nbsp;&nbsp; 17902 | &nbsp;&nbsp; 15342 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 2.875% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4539 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 6.750% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp; 1913 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 3.875% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 4.200% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 | &nbsp;&nbsp; 4147 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 3.050% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8342 | &nbsp;&nbsp; 6610 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 2.600% | 2/1/31 | &nbsp;&nbsp; 10763 | &nbsp;&nbsp; 7955 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.875% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 4.000% | 6/15/25 | &nbsp;&nbsp; 3743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 4.500% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.375% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9607 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.500% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp; 11136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 2.900% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 3.950% | 11/1/27 | &nbsp;&nbsp; 7165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6094 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 5.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3587 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 4.650% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 3.250% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 4.150% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8180 | &nbsp;&nbsp; 7140 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6802 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 3.450% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.375% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.750% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.250% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 3.050% | 2/15/30 | &nbsp;&nbsp; 7140 | &nbsp;&nbsp; 5719 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 2.500% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp; 2197 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 2.650% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9065 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.450% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1161 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.700% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp; 2115 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.300% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.850% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.800% | 10/1/26 | &nbsp;&nbsp; 7298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6707 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.800% | 4/1/27 | &nbsp;&nbsp; 5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 1.900% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9773 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.700% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4997 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.250% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3088 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.200% | 4/1/32 | &nbsp;&nbsp; 7620 | &nbsp;&nbsp; 6313 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.600% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5092 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.250% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.125% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.450% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.700% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | 4.000% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8056 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust | 4.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp; 4123 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 3.500% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18900 | &nbsp;&nbsp;&nbsp; 17743 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 3.875% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 2.200% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 2.400% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 2.700% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 2.375% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780 | &nbsp;&nbsp; 5136 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.750% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4832 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 1.100% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1173 | &nbsp;&nbsp; 1015 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.600% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 | &nbsp;&nbsp; 9135 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 4.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.950% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2319 | &nbsp;&nbsp; 2192 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 2.750% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15028 | &nbsp;&nbsp; 12858 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 1.700% | 2/15/31 | &nbsp;&nbsp; 7820 | &nbsp;&nbsp; 6111 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc. | 3.000% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4493 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.900% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4030 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.600% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 | &nbsp;&nbsp; 3310 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.500% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13695 | &nbsp;&nbsp; 12410 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.300% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 | &nbsp;&nbsp; 3313 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8037 | &nbsp;&nbsp; 6511 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.800% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.100% | 4/15/50 | &nbsp;&nbsp; 11153 | &nbsp;&nbsp; 6912 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.500% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3601 | &nbsp;&nbsp; 2419 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.000% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8140 | &nbsp;&nbsp; 7616 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8830 | &nbsp;&nbsp; 8139 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8497 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | &nbsp;&nbsp; 27925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21591 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
| &nbsp;&nbsp;&nbsp;Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 5511 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 4.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8094 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 3.950% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 2.625% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21925 | &nbsp;&nbsp; 17093 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 3.400% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4463 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 4.450% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp; 5157 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 3.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 2.750% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.250% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5969 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.250% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9382 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.375% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6464 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.875% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.000% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.375% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6629 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2309 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.250% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22198 | &nbsp;&nbsp; 18530 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506 | &nbsp;&nbsp; 5144 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.250% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4692 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.625% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9448 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.375% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.050% | 3/1/50 | &nbsp;&nbsp; 7035 | &nbsp;&nbsp; 4745 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.000% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11548 | &nbsp;&nbsp; 7720 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 10/15/50 | &nbsp;&nbsp; 7886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4402 |
| &nbsp;&nbsp;&nbsp;Public Storage | 0.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531 |
| &nbsp;&nbsp;&nbsp;Public Storage | 1.500% | 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5267 |
| &nbsp;&nbsp;&nbsp;Public Storage | 3.094% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6048 |
| &nbsp;&nbsp;&nbsp;Public Storage | 3.385% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9567 |
| &nbsp;&nbsp;&nbsp;Rayonier LP | 2.750% | 5/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp; 1760 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.600% | 2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6823 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.875% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4439 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.875% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10339 | &nbsp;&nbsp; 10109 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.625% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10878 | &nbsp;&nbsp; 10789 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 0.750% | 3/15/26 | &nbsp;&nbsp; 7065 | &nbsp;&nbsp; 6152 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.875% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.125% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15072 | &nbsp;&nbsp; 14645 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.000% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8196 | &nbsp;&nbsp; 7589 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12137 | &nbsp;&nbsp; 11598 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.400% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp; 4141 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.650% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8869 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.250% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8831 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.100% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14284 | &nbsp;&nbsp; 12477 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20645 | &nbsp;&nbsp; 17904 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 5.625% | 10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp; 2123 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.850% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 5117 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.800% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4996 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.650% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11092 | &nbsp;&nbsp; 9767 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 3.600% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp; 3189 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 | &nbsp;&nbsp; 7496 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 3.700% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp; 7390 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.400% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.650% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp; 3142 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | 2.125% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | 2.150% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP | 5.125% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11034 | &nbsp;&nbsp; 10509 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP | 3.900% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8336 |
| &nbsp;&nbsp;&nbsp;Safehold Operating Partnership LP | 2.800% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 |
| &nbsp;&nbsp;&nbsp;Safehold Operating Partnership LP | 2.850% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.750% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.000% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192 | &nbsp;&nbsp; 7789 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 | &nbsp;&nbsp; 5100 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.500% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18132 | &nbsp;&nbsp; 17390 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.300% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5958 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.375% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13513 | &nbsp;&nbsp; 12612 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp; 13207 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp; 11739 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.450% | 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32012 | &nbsp;&nbsp; 26760 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.650% | 7/15/30 | &nbsp;&nbsp; 7972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6631 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.200% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8358 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.250% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5227 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.650% | 2/1/32 | &nbsp;&nbsp; 7251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5832 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 6.750% | 2/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12263 | &nbsp;&nbsp; 13215 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.750% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp; 1676 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6653 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11863 | &nbsp;&nbsp; 7819 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.800% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8006 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 3.900% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 3.625% | 2/1/25 | &nbsp;&nbsp; 7519 | &nbsp;&nbsp; 7105 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 4.250% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp; 2767 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 4.700% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8821 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 4.450% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5376 | &nbsp;&nbsp; 5132 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 4.000% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5958 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.400% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5335 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.200% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP | 2.700% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3452 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 4.500% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 4.625% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 | &nbsp;&nbsp; 4186 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 2.750% | 11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | 2.300% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | 4.200% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13130 | &nbsp;&nbsp; 11537 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 3.125% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5572 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 3.875% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 2.750% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3611 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.500% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.200% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2169 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.100% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 1.900% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.100% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.100% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.750% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 2.650% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp; 8914 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.500% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.125% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.250% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2105 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.850% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 | &nbsp;&nbsp; 5170 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.000% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp; 13219 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.400% | 1/15/29 | &nbsp;&nbsp; 7609 | &nbsp;&nbsp; 7107 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.000% | 1/15/30 | &nbsp;&nbsp; 7065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5954 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.750% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6949 | &nbsp;&nbsp; 6515 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 5.700% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.375% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.875% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5726 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.375% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.750% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15340 | &nbsp;&nbsp; 14572 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.950% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9231 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 5.125% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19545 | &nbsp;&nbsp; 18118 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 5.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8827 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 3.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4897 | &nbsp;&nbsp; 4601 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 3.400% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.500% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 3.625% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16693 | &nbsp;&nbsp; 16334 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15051 | &nbsp;&nbsp; 14666 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22657 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.700% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18527 | &nbsp;&nbsp; 16689 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.250% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.125% | 3/15/29 | &nbsp;&nbsp; 17924 | &nbsp;&nbsp; 16427 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 3.100% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13462 | &nbsp;&nbsp; 11367 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16945 | &nbsp;&nbsp; 13547 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 3.850% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 6.500% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 5.125% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.950% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 11/15/29 | &nbsp;&nbsp; 11716 | &nbsp;&nbsp; 10722 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9665 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 7.375% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.600% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9071 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.000% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1946 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.250% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 3.850% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 2.250% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15260 | &nbsp;&nbsp; 11317 |
|  |  |  |  |  | **2898437** |
| **Technology (2.4%)** | **Technology (2.4%)** | **Technology (2.4%)** | **Technology (2.4%)** | **Technology (2.4%)** | **Technology (2.4%)** |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 1.900% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 3.250% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16880 | &nbsp;&nbsp; 16402 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 2.150% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13305 | &nbsp;&nbsp; 12123 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 2.300% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19266 | &nbsp;&nbsp; 16433 |
|  | &nbsp;&nbsp;&nbsp;Amdocs Ltd. | 2.538% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7298 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.950% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 3.500% | 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13676 | &nbsp;&nbsp; 13048 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 3.450% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5677 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 1.700% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11235 | &nbsp;&nbsp; 9519 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.100% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14399 | &nbsp;&nbsp; 11649 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.800% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8049 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.950% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8461 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 2/9/24 | &nbsp;&nbsp; 7567 | &nbsp;&nbsp; 7420 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.450% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24309 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.850% | 5/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34034 | &nbsp;&nbsp; 33148 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.800% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9257 | &nbsp;&nbsp; 8816 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.750% | 1/13/25 | &nbsp;&nbsp; 18611 | &nbsp;&nbsp; 17926 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.500% | 2/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24594 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.125% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40548 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.200% | 5/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28222 | &nbsp;&nbsp; 27276 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 0.550% | 8/20/25 | &nbsp;&nbsp; 14747 | &nbsp;&nbsp; 13296 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 0.700% | 2/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16923 | &nbsp;&nbsp; 15038 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.250% | 2/23/26 | &nbsp;&nbsp; 40110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38548 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.450% | 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39594 | &nbsp;&nbsp; 36765 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.050% | 9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15952 | &nbsp;&nbsp; 14573 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.350% | 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36393 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.200% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49702 | &nbsp;&nbsp; 47179 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp; 4137 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.900% | 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35866 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16338 | &nbsp;&nbsp; 15265 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.200% | 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53964 | &nbsp;&nbsp; 45816 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.400% | 8/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25933 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.200% | 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24441 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.650% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22807 | &nbsp;&nbsp; 18696 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.250% | 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20674 | &nbsp;&nbsp; 16247 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.650% | 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30961 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 1.700% | 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9442 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 4.500% | 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16792 | &nbsp;&nbsp; 16636 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.375% | 2/8/41 | &nbsp;&nbsp; 17163 | &nbsp;&nbsp; 12144 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25408 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 4.450% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.450% | 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26229 | &nbsp;&nbsp; 21109 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 4.375% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23895 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 4.650% | 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48034 | &nbsp;&nbsp; 45674 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26623 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16634 | &nbsp;&nbsp; 13885 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 11/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15685 | &nbsp;&nbsp; 13097 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.950% | 9/11/49 | &nbsp;&nbsp; 17181 | &nbsp;&nbsp; 12269 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49647 | &nbsp;&nbsp; 33016 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.400% | 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16719 | &nbsp;&nbsp; 10567 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22702 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.700% | 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21702 | &nbsp;&nbsp; 14493 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.550% | 8/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.800% | 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29260 | &nbsp;&nbsp; 18775 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | 2.850% | 8/5/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18820 | &nbsp;&nbsp; 12265 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 3.900% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15205 | &nbsp;&nbsp; 14877 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15416 | &nbsp;&nbsp; 14648 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 1.750% | 6/1/30 | &nbsp;&nbsp; 11510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9384 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.100% | 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11523 | &nbsp;&nbsp; 11642 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.850% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9176 | &nbsp;&nbsp; 10026 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 4.350% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5031 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 2.750% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10445 | &nbsp;&nbsp; 7133 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 3.250% | 9/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9054 | &nbsp;&nbsp; 8714 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 4.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 3.875% | 1/12/28 | &nbsp;&nbsp; 7270 | &nbsp;&nbsp; 6618 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 2.950% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3864 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc. | 4.375% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc. | 3.500% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10165 | &nbsp;&nbsp; 9519 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc. | 2.850% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc. | 2.400% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14325 | &nbsp;&nbsp; 11489 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 3.375% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20017 | &nbsp;&nbsp; 19400 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.700% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12235 | &nbsp;&nbsp; 10622 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.250% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13045 | &nbsp;&nbsp; 10188 |
| &nbsp;&nbsp;&nbsp;Avnet Inc. | 4.625% | 4/15/26 | &nbsp;&nbsp; 7364 | &nbsp;&nbsp; 7085 |
| &nbsp;&nbsp;&nbsp;Avnet Inc. | 3.000% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
| &nbsp;&nbsp;&nbsp;Block Financial LLC | 5.250% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12365 | &nbsp;&nbsp; 12320 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 2.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp; 4752 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 3.875% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp; 7861 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. | 3.875% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51022 | &nbsp;&nbsp; 48302 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. | 3.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp; 4293 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.250% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11683 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.150% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20269 | &nbsp;&nbsp; 19219 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.459% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26830 | &nbsp;&nbsp; 25255 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 1.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp; 7903 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.110% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22480 | &nbsp;&nbsp; 20974 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.750% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25618 | &nbsp;&nbsp; 24432 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 5.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25893 | &nbsp;&nbsp; 24557 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.150% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33586 | &nbsp;&nbsp; 30089 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.450% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32150 | &nbsp;&nbsp; 25311 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.300% | 11/15/32 | &nbsp;&nbsp; 17390 | &nbsp;&nbsp; 15353 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.600% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14784 | &nbsp;&nbsp; 11082 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.419% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32621 | &nbsp;&nbsp; 26184 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.469% | 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39210 | &nbsp;&nbsp; 31088 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.137% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18820 | &nbsp;&nbsp; 13807 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.187% | 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28714 | &nbsp;&nbsp; 20724 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.926% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33307 | &nbsp;&nbsp; 29111 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.500% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16039 | &nbsp;&nbsp; 11483 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.750% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16789 | &nbsp;&nbsp; 11712 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | &nbsp;&nbsp; 7450 | &nbsp;&nbsp; 6980 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9556 | &nbsp;&nbsp; 8086 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12754 | &nbsp;&nbsp; 10376 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | 4.375% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254 | &nbsp;&nbsp; 4213 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 5.500% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2197 | &nbsp;&nbsp; 2189 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 4.125% | 5/1/25 | &nbsp;&nbsp; 4113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 4.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4657 | &nbsp;&nbsp; 4284 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 3.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10275 | &nbsp;&nbsp; 8757 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | 1.450% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7064 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | 2.300% | 9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 4154 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | 3.700% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19909 | &nbsp;&nbsp; 19175 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 3.625% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16416 | &nbsp;&nbsp; 16180 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 3.500% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 | &nbsp;&nbsp; 6286 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 2.950% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp; 6580 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 2.500% | 9/20/26 | &nbsp;&nbsp; 7381 | &nbsp;&nbsp; 6881 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.900% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23689 | &nbsp;&nbsp; 25571 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.500% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23228 | &nbsp;&nbsp; 24227 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3761 | &nbsp;&nbsp; 3415 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.750% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11059 | &nbsp;&nbsp; 10974 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.750% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp; 5782 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.350% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5876 | &nbsp;&nbsp; 5530 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 3.900% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp; 1427 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.375% | 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5477 | &nbsp;&nbsp; 4262 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.850% | 11/15/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp; 5327 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.450% | 11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14121 | &nbsp;&nbsp; 12243 |
|  | &nbsp;&nbsp;&nbsp;Dell Inc. | 7.100% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp; 1477 |
|  | &nbsp;&nbsp;&nbsp;Dell Inc. | 6.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp; 5750 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 4.000% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15594 | &nbsp;&nbsp; 15304 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 5.850% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16298 | &nbsp;&nbsp; 16501 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.020% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62081 | &nbsp;&nbsp; 63378 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 4.900% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26458 | &nbsp;&nbsp; 26065 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.100% | 7/15/27 | &nbsp;&nbsp; 9374 | &nbsp;&nbsp; 9634 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 5.300% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23821 | &nbsp;&nbsp; 23251 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.200% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14730 | &nbsp;&nbsp; 14998 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 8.100% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14052 | &nbsp;&nbsp; 15756 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dell International LLC | 3.375% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14495 | &nbsp;&nbsp; 9735 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 8.350% | 7/15/46 | &nbsp;&nbsp; 7263 | &nbsp;&nbsp; 8332 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dell International LLC | 3.450% | 12/15/51 | &nbsp;&nbsp; 17690 | &nbsp;&nbsp; 10943 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | 1.800% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11070 | &nbsp;&nbsp; 9627 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | 2.375% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9938 | &nbsp;&nbsp; 8357 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.600% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5836 | &nbsp;&nbsp; 5567 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.600% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | 5.100% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | 3.100% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 | &nbsp;&nbsp; 7533 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.350% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14817 | &nbsp;&nbsp; 11488 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 0.600% | 3/1/24 | &nbsp;&nbsp; 10910 | &nbsp;&nbsp; 10330 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16457 | &nbsp;&nbsp; 14442 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.650% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8540 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 3.750% | 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6031 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 2.250% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18375 | &nbsp;&nbsp; 14454 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 3.100% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 4.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.750% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32581 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.850% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30388 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.200% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23565 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13348 | &nbsp;&nbsp; 11918 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 4.200% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13465 | &nbsp;&nbsp; 12745 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.500% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40516 | &nbsp;&nbsp; 36510 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.650% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14165 | &nbsp;&nbsp; 11877 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | 4.400% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24071 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | 3.750% | 2/1/26 | &nbsp;&nbsp; 7411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6979 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.875% | 6/15/29 | &nbsp;&nbsp; 7525 | &nbsp;&nbsp; 7076 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.875% | 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc. | 1.000% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp; 5814 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc. | 2.200% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.650% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21414 | &nbsp;&nbsp; 20164 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.200% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.800% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10545 | &nbsp;&nbsp; 10264 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.150% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10078 | &nbsp;&nbsp; 8801 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.450% | 6/1/28 | &nbsp;&nbsp; 7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6773 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 3.200% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20047 | &nbsp;&nbsp;&nbsp; 17112 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.900% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9872 | &nbsp;&nbsp; 8101 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.900% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp; 8310 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 5.400% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp; 5816 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.150% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13999 | &nbsp;&nbsp; 10001 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | 5.950% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp; 7415 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | 1.650% | 7/15/26 | &nbsp;&nbsp; 7049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | 2.650% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6486 |
| &nbsp;&nbsp;&nbsp;Harman International Industries Inc. | 4.150% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | &nbsp;&nbsp; 11215 | &nbsp;&nbsp; 10708 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31490 | &nbsp;&nbsp; 31176 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4004 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11442 | &nbsp;&nbsp; 11796 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22034 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 2.200% | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21248 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 1.450% | 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20847 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 3.000% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19786 | &nbsp;&nbsp; 18072 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9392 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13095 | &nbsp;&nbsp; 11990 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 3.400% | 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20085 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 2.650% | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14510 | &nbsp;&nbsp; 11310 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 4.200% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp; 11316 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 5.500% | 1/15/33 | &nbsp;&nbsp; 12117 | &nbsp;&nbsp; 11398 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 6.000% | 9/15/41 | &nbsp;&nbsp; 17562 | &nbsp;&nbsp; 16836 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.350% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 | &nbsp;&nbsp; 4614 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.150% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 2918 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.500% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12120 | &nbsp;&nbsp; 11139 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 2.300% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.875% | 5/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15807 | &nbsp;&nbsp; 15393 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.400% | 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20348 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.700% | 7/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31334 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.600% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20302 | &nbsp;&nbsp; 18950 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.750% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11087 | &nbsp;&nbsp; 10707 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.750% | 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8720 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 1.600% | 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14407 | &nbsp;&nbsp; 12241 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30328 | &nbsp;&nbsp; 26014 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.900% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20088 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.000% | 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16452 | &nbsp;&nbsp; 13048 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.150% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp; 11922 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.000% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12817 | &nbsp;&nbsp; 11863 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.600% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.800% | 8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6964 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.800% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13084 | &nbsp;&nbsp; 12079 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.250% | 12/15/42 | &nbsp;&nbsp; 7716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 7/29/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.100% | 5/19/46 | &nbsp;&nbsp; 17227 | &nbsp;&nbsp; 14024 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.734% | 12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25570 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.250% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23311 | &nbsp;&nbsp; 15877 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.750% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26896 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22220 | &nbsp;&nbsp; 14442 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20360 | &nbsp;&nbsp; 18088 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.100% | 2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13075 | &nbsp;&nbsp; 8155 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.200% | 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10451 | &nbsp;&nbsp; 6601 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 5.050% | 8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20405 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.625% | 2/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26552 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.000% | 5/15/24 | &nbsp;&nbsp; 37660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36661 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 7.000% | 10/30/25 | &nbsp;&nbsp; 7028 | &nbsp;&nbsp; 7448 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.450% | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18242 | &nbsp;&nbsp; 17522 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.300% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46598 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.300% | 1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.700% | 5/15/27 | &nbsp;&nbsp; 10610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9323 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 6.220% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 6.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.500% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30989 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.950% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23545 | &nbsp;&nbsp; 19189 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 5.875% | 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.150% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25693 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 5.600% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.850% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6737 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.000% | 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14848 | &nbsp;&nbsp; 12322 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.250% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30087 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.430% | 2/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6985 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.900% | 7/27/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9797 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | 0.950% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp; 7559 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | 1.350% | 7/15/27 | &nbsp;&nbsp; 7829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | 1.650% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | 1.700% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5994 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.950% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8751 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.600% | 1/15/30 | &nbsp;&nbsp; 7595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6658 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.000% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9431 | &nbsp;&nbsp; 7801 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 1.200% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 3.750% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp; 8819 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 2.000% | 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 5.950% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp; 7944 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.650% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.100% | 3/15/29 | &nbsp;&nbsp; 15411 | &nbsp;&nbsp; 14912 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.650% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6384 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 5.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5626 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 3.300% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12594 | &nbsp;&nbsp; 9130 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.950% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15333 | &nbsp;&nbsp; 14391 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 5.250% | 7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22098 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 2.050% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 2.700% | 10/15/28 | &nbsp;&nbsp; 7003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 3.150% | 10/15/31 | &nbsp;&nbsp; 7155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 4.100% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3541 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13599 | &nbsp;&nbsp; 13190 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 4.000% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9460 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 1.900% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14052 | &nbsp;&nbsp; 11430 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 4.875% | 3/15/49 | &nbsp;&nbsp; 11160 | &nbsp;&nbsp; 10668 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 2.875% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp; 6109 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.125% | 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847 |
|  | &nbsp;&nbsp;&nbsp;Legrand France SA | 8.500% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 3.625% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 4.375% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp; 10202 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 2.300% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp; 10790 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 2.450% | 4/15/28 | &nbsp;&nbsp; 7682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6459 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 4.875% | 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14302 | &nbsp;&nbsp; 13579 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 2.950% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | 4.250% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12730 | &nbsp;&nbsp; 12362 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.975% | 2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.185% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20938 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 5.327% | 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.663% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp; 8615 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 2.703% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9930 | &nbsp;&nbsp; 7450 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 3.366% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 3.477% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.875% | 2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36273 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.700% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14688 | &nbsp;&nbsp; 14128 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.125% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43808 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.400% | 8/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58648 | &nbsp;&nbsp; 54710 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.300% | 2/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51693 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.500% | 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20330 | &nbsp;&nbsp; 18420 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.200% | 11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.450% | 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31641 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.100% | 2/6/37 | &nbsp;&nbsp; 17967 | &nbsp;&nbsp; 17041 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 5.300% | 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.750% | 2/12/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.700% | 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46930 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.525% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96245 | &nbsp;&nbsp; 64138 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.921% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;106852 | &nbsp;&nbsp; 76130 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.950% | 8/8/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.675% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48265 | &nbsp;&nbsp; 31192 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.041% | 3/17/62 | &nbsp;&nbsp; 47025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32756 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.875% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.750% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.250% | 1/15/28 | &nbsp;&nbsp; 7315 | &nbsp;&nbsp; 6761 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.250% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 2.000% | 8/19/31 | &nbsp;&nbsp; 7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6294 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 2.750% | 8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 5.250% | 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8486 | &nbsp;&nbsp; 8151 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.875% | 12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.250% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.750% | 2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695 | &nbsp;&nbsp; 5155 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.100% | 11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.000% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.600% | 2/23/28 | &nbsp;&nbsp; 11175 | &nbsp;&nbsp; 10834 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.600% | 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696 | &nbsp;&nbsp; 3511 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 2.300% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5448 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 2.750% | 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp; 7026 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 5.500% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 3.300% | 9/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6634 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 1.875% | 6/22/25 | &nbsp;&nbsp; 6110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5631 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 2.375% | 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 2.700% | 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22850 | &nbsp;&nbsp; 18740 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 0.584% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.200% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22036 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1.550% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16464 | &nbsp;&nbsp; 14075 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 2.850% | 4/1/30 | &nbsp;&nbsp; 17664 | &nbsp;&nbsp; 15430 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 2.000% | 6/15/31 | &nbsp;&nbsp; 17015 | &nbsp;&nbsp; 13655 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15738 | &nbsp;&nbsp; 12750 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26280 | &nbsp;&nbsp; 19888 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.700% | 4/1/60 | &nbsp;&nbsp; 7798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 |
| &nbsp;&nbsp;&nbsp;NXP BV | 4.875% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13719 | &nbsp;&nbsp; 13609 |
| &nbsp;&nbsp;&nbsp;NXP BV | 2.700% | 5/1/25 | &nbsp;&nbsp; 7164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6736 |
| &nbsp;&nbsp;&nbsp;NXP BV | 5.350% | 3/1/26 | &nbsp;&nbsp; 7301 | &nbsp;&nbsp; 7248 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.875% | 6/18/26 | &nbsp;&nbsp; 7003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.150% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8209 |
| &nbsp;&nbsp;&nbsp;NXP BV | 5.550% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851 |
| &nbsp;&nbsp;&nbsp;NXP BV | 4.300% | 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20654 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18972 | &nbsp;&nbsp; 16372 |
| &nbsp;&nbsp;&nbsp;NXP BV | 2.500% | 5/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18600 |
| &nbsp;&nbsp;&nbsp;NXP BV | 2.650% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15387 | &nbsp;&nbsp; 12035 |
| &nbsp;&nbsp;&nbsp;NXP BV | 5.000% | 1/15/33 | &nbsp;&nbsp; 7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6973 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.125% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp; 3198 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3856 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.400% | 7/8/24 | &nbsp;&nbsp; 27182 | &nbsp;&nbsp; 26512 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32337 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66835 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20882 | &nbsp;&nbsp; 19829 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 1.650% | 3/25/26 | &nbsp;&nbsp; 37064 | &nbsp;&nbsp; 33216 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62082 | &nbsp;&nbsp; 57085 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.800% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38072 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.250% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8304 | &nbsp;&nbsp; 7630 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28139 | &nbsp;&nbsp; 24401 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.150% | 11/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6981 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33795 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp; 3149 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.875% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44646 | &nbsp;&nbsp; 37040 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.250% | 11/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp; 5109 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.300% | 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20693 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.900% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9830 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20540 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.800% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25628 | &nbsp;&nbsp; 20217 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15892 | &nbsp;&nbsp; 16509 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.125% | 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11283 | &nbsp;&nbsp; 11234 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32292 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 5.375% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29735 | &nbsp;&nbsp; 27301 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.650% | 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22048 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.500% | 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13388 | &nbsp;&nbsp; 10762 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.125% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20333 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31522 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23879 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40397 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.950% | 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51461 | &nbsp;&nbsp; 37077 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.900% | 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34033 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.375% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10298 | &nbsp;&nbsp; 7908 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20549 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.100% | 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20404 | &nbsp;&nbsp; 14247 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.400% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16025 | &nbsp;&nbsp; 15351 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 1.650% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5934 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.650% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22297 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.850% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22300 | &nbsp;&nbsp; 19418 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.300% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12545 | &nbsp;&nbsp; 10298 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 4.400% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp; 5713 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 3.250% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16963 | &nbsp;&nbsp; 11665 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.050% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 | &nbsp;&nbsp; 5510 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.250% | 6/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5962 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Qorvo Inc. | 1.750% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5437 | &nbsp;&nbsp; 5016 |
|  | &nbsp;&nbsp;&nbsp;Qorvo Inc. | 4.375% | 10/15/29 | &nbsp;&nbsp; 11712 | &nbsp;&nbsp; 10350 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 2.900% | 5/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15040 | &nbsp;&nbsp; 14672 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.450% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15686 | &nbsp;&nbsp; 15254 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.250% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23794 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 1.300% | 5/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23173 | &nbsp;&nbsp; 19624 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 2.150% | 5/20/30 | &nbsp;&nbsp; 7516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6349 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 1.650% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15437 | &nbsp;&nbsp; 11913 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.250% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 5.400% | 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9983 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.650% | 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11777 | &nbsp;&nbsp; 11424 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.800% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21049 | &nbsp;&nbsp; 19750 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.300% | 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18563 | &nbsp;&nbsp; 16098 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.250% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.500% | 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 6.000% | 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10775 | &nbsp;&nbsp; 11511 |
|  | &nbsp;&nbsp;&nbsp;Quanta Services Inc. | 2.900% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13865 | &nbsp;&nbsp; 11416 |
|  | &nbsp;&nbsp;&nbsp;Quanta Services Inc. | 3.050% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 4.000% | 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3376 | &nbsp;&nbsp; 3128 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 3.000% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8477 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 4.750% | 5/20/32 | &nbsp;&nbsp; 7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6857 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.350% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9268 | &nbsp;&nbsp; 8319 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 3.850% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 3.800% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12179 | &nbsp;&nbsp; 11633 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.400% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9556 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 4.200% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14249 | &nbsp;&nbsp; 13746 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14475 | &nbsp;&nbsp; 12554 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.000% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9034 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.750% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13935 | &nbsp;&nbsp; 10728 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.950% | 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.450% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8331 | &nbsp;&nbsp; 7610 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 4.750% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10255 | &nbsp;&nbsp; 10137 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8280 | &nbsp;&nbsp; 7285 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 4.250% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12407 | &nbsp;&nbsp; 11840 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9723 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 1.250% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19240 | &nbsp;&nbsp; 16416 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.250% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9986 | &nbsp;&nbsp; 7295 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.700% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp; 7168 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.300% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6939 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.900% | 3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 | &nbsp;&nbsp; 4135 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 3.700% | 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19575 | &nbsp;&nbsp; 18817 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14875 | &nbsp;&nbsp; 12709 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.950% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20909 | &nbsp;&nbsp; 16741 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.700% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19368 | &nbsp;&nbsp; 13840 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.900% | 7/15/51 | &nbsp;&nbsp; 27815 | &nbsp;&nbsp; 18525 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 3.050% | 7/15/61 | &nbsp;&nbsp; 17652 | &nbsp;&nbsp; 11430 |
|  | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | 1.400% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20025 | &nbsp;&nbsp; 15258 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 1.800% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9360 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 3.000% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10354 | &nbsp;&nbsp; 8110 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 1.750% | 8/9/26 | &nbsp;&nbsp; 7528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 2.375% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9323 | &nbsp;&nbsp; 7556 |
|  | &nbsp;&nbsp;&nbsp;Teledyne FLIR LLC | 2.500% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5498 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.625% | 5/15/24 | &nbsp;&nbsp; 4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.700% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp; 5187 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.375% | 3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13268 | &nbsp;&nbsp; 12397 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.125% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5882 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.900% | 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12944 | &nbsp;&nbsp; 12056 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.600% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.250% | 9/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16961 | &nbsp;&nbsp; 14665 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.750% | 5/4/30 | &nbsp;&nbsp; 10110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8322 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.900% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4228 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 3.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9080 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21316 | &nbsp;&nbsp; 18962 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3837 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 1.750% | 10/25/26 | &nbsp;&nbsp; 17753 | &nbsp;&nbsp; 15759 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.875% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp; 7794 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.125% | 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6083 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 2.500% | 10/25/31 | &nbsp;&nbsp; 17315 | &nbsp;&nbsp; 14225 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.250% | 4/22/32 | &nbsp;&nbsp; 7370 | &nbsp;&nbsp; 7100 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.125% | 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9987 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.250% | 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14185 | &nbsp;&nbsp; 10307 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.500% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13380 | &nbsp;&nbsp; 12061 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12641 | &nbsp;&nbsp; 12299 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 4.125% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9460 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 5.500% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 3.625% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp; 6186 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21864 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 1.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20453 | &nbsp;&nbsp;&nbsp; 17815 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.650% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13097 | &nbsp;&nbsp; 12653 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 3.900% | 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26877 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 1.800% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8702 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.700% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14039 | &nbsp;&nbsp; 13061 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 2.200% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp; 15482 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 4.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28679 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 2.850% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 3.100% | 2/1/32 | &nbsp;&nbsp; 7215 | &nbsp;&nbsp; 5188 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12652 | &nbsp;&nbsp; 11834 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.800% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp; 7336 |
|  | &nbsp;&nbsp;&nbsp;Xilinx Inc. | 2.950% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9704 |
|  | &nbsp;&nbsp;&nbsp;Xilinx Inc. | 2.375% | 6/1/30 | &nbsp;&nbsp; 11130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9358 |
|  |  |  |  |  | **6661675** |
| **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.950% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12350 | &nbsp;&nbsp; 11575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 2.100% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp; 4201 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.800% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4541 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.100% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.000% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5398 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp; 4143 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.800% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.150% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8494 | &nbsp;&nbsp; 6513 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 2.750% | 8/15/51 | &nbsp;&nbsp; 7122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4534 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.500% | 6/15/52 | &nbsp;&nbsp; 7780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6908 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | 1.375% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9582 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | 2.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8507 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.750% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 1.450% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.940% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.125% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.000% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 | &nbsp;&nbsp; 3974 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.850% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5633 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.750% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 1/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9637 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp; 6745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.450% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24131 | &nbsp;&nbsp; 17431 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.125% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp; 6411 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.000% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18675 | &nbsp;&nbsp; 12452 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 2.500% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1147 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 3.650% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp; 4914 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 1.950% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 1.750% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 3.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9893 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.800% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 1.550% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4595 | &nbsp;&nbsp; 3615 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.850% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.150% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656 | &nbsp;&nbsp; 4765 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8073 | &nbsp;&nbsp; 6417 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp; 7457 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.250% | 3/15/50 | &nbsp;&nbsp; 7023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 2.900% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3407 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 5.900% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2.031% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7702 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 1.000% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 5.750% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.200% | 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 4.300% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10720 | &nbsp;&nbsp; 10239 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 5.950% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.250% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.875% | 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295 | &nbsp;&nbsp; 4157 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.850% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6595 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.400% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8563 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.950% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8456 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.750% | 9/1/28 | &nbsp;&nbsp; 7071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.450% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16548 | &nbsp;&nbsp; 15096 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.800% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4739 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.300% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8215 | &nbsp;&nbsp; 6749 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 6.593% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9304 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6829 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.000% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.750% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp; 7709 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9270 | &nbsp;&nbsp; 7769 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp; 7135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5897 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4922 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.250% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.400% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.300% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 | &nbsp;&nbsp; 5610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 2.700% | 4/1/31 | &nbsp;&nbsp; 7469 | &nbsp;&nbsp; 6143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 7.000% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp; 1183 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.400% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.450% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9172 | &nbsp;&nbsp; 7543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp; 11508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5022 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.150% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5533 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.950% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.600% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.200% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 6.350% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 2104 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 5.050% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.500% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9909 | &nbsp;&nbsp; 8114 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13030 | &nbsp;&nbsp; 9147 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.250% | 3/1/49 | &nbsp;&nbsp; 7026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5360 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.500% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.350% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.650% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 |
|  | &nbsp;&nbsp;&nbsp;Atlantic City Electric Co. | 2.300% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 3.000% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8256 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 2.625% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 1.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.450% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.500% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 10388 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.150% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.125% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.300% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 3.375% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20815 | &nbsp;&nbsp; 15222 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 2.850% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp; 10627 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.750% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.150% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.200% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.800% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12934 | &nbsp;&nbsp; 11750 |
|  | &nbsp;&nbsp;&nbsp;Avista Corp. | 4.350% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp; 4129 |
|  | &nbsp;&nbsp;&nbsp;Avista Corp. | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5861 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 | &nbsp;&nbsp; 1411 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5547 | &nbsp;&nbsp; 4167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6721 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4273 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 4.550% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5241 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | &nbsp;&nbsp; 7246 | &nbsp;&nbsp; 7108 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp; 4317 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | &nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7297 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19026 | &nbsp;&nbsp;&nbsp; 17417 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | &nbsp;&nbsp; 7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5926 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10996 | &nbsp;&nbsp; 11552 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8089 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | &nbsp;&nbsp; 11711 | &nbsp;&nbsp; 10186 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10169 | &nbsp;&nbsp; 7863 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21822 | &nbsp;&nbsp; 18881 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | &nbsp;&nbsp; 17910 | &nbsp;&nbsp; 14931 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | &nbsp;&nbsp; 17657 | &nbsp;&nbsp; 11612 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12705 | &nbsp;&nbsp; 11172 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 1.037% | 8/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9334 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.950% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.150% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.050% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.350% | 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.200% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.875% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp; 3416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp; 2414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.450% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2418 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11565 | &nbsp;&nbsp; 9166 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855 | &nbsp;&nbsp; 4816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp; 5762 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659 | &nbsp;&nbsp; 3813 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp; 7220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835 | &nbsp;&nbsp; 2189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp; 1761 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.500% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 1.450% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14999 | &nbsp;&nbsp; 13325 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 4.250% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.950% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14610 | &nbsp;&nbsp; 12559 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.650% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp; 2514 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 3.700% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp; 7272 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096 | &nbsp;&nbsp; 3901 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8342 | &nbsp;&nbsp; 6611 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | &nbsp;&nbsp; 7025 | &nbsp;&nbsp; 7066 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | &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;&nbsp;421 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5539 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 | &nbsp;&nbsp; 5913 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.000% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5847 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.450% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4072 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.875% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5737 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.750% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.750% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.550% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12199 | &nbsp;&nbsp; 11330 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4470 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.700% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp; 3214 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.200% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 5.900% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 6.450% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9949 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.800% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 | &nbsp;&nbsp; 4816 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.600% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.700% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5526 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.700% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8390 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5884 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.650% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14833 | &nbsp;&nbsp; 11231 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9719 | &nbsp;&nbsp; 7596 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8727 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.000% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9007 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.200% | 11/15/49 | &nbsp;&nbsp; 7681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5467 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.000% | 3/1/50 | &nbsp;&nbsp; 7928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.750% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 0.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 3.200% | 3/15/27 | &nbsp;&nbsp; 7175 | &nbsp;&nbsp; 6744 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 2.050% | 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.300% | 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp; 5217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.150% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8983 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 | &nbsp;&nbsp; 2311 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.800% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5144 | &nbsp;&nbsp; 5197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11397 | &nbsp;&nbsp; 11158 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10543 | &nbsp;&nbsp; 10451 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3345 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23038 | &nbsp;&nbsp; 19843 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14170 | &nbsp;&nbsp; 12128 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16995 | &nbsp;&nbsp; 13219 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8287 | &nbsp;&nbsp; 6410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3841 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp; 3217 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8468 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | &nbsp;&nbsp; 7598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5478 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8577 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14313 | &nbsp;&nbsp; 14641 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 5.750% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8513 | &nbsp;&nbsp; 8193 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 5.600% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11796 | &nbsp;&nbsp; 11364 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.800% | 11/15/28 | &nbsp;&nbsp; 7344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.600% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.250% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3971 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.050% | 5/15/48 | &nbsp;&nbsp; 7167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.350% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp; 7363 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.100% | 8/15/50 | &nbsp;&nbsp; 7832 | &nbsp;&nbsp; 5474 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.500% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19844 | &nbsp;&nbsp; 15136 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.650% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.200% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6423 | &nbsp;&nbsp; 5518 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.500% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224 |
|  | &nbsp;&nbsp;&nbsp;Dayton Power & Light Co. | 3.950% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | &nbsp;&nbsp;&nbsp;Delmarva Power & Light Co. | 4.150% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.071% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6243 | &nbsp;&nbsp; 6016 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.900% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10933 | &nbsp;&nbsp; 10657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 1.450% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 2.850% | 8/15/26 | &nbsp;&nbsp; 7616 | &nbsp;&nbsp; 7034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.600% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.250% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353 | &nbsp;&nbsp; 5104 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.375% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38306 | &nbsp;&nbsp; 33749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 2.250% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.350% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.375% | 11/15/32 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7452 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 6.300% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.250% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.950% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp; 4410 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 7.000% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5909 | &nbsp;&nbsp; 6316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.300% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6410 | &nbsp;&nbsp; 4745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.900% | 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11860 | &nbsp;&nbsp; 10481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.050% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8926 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.700% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp; 3748 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.600% | 3/15/49 | &nbsp;&nbsp; 7491 | &nbsp;&nbsp; 6376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.850% | 8/15/52 | &nbsp;&nbsp; 7821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6792 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.750% | 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 | &nbsp;&nbsp; 4113 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp; 7008 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5921 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.650% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9097 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.375% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 | &nbsp;&nbsp; 7788 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 1.900% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp; 3105 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21671 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.625% | 3/1/31 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6469 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.000% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5352 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.300% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 3/15/45 | &nbsp;&nbsp; 7804 | &nbsp;&nbsp; 6199 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4924 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.050% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp; 3125 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.950% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.950% | 3/1/50 | &nbsp;&nbsp; 7020 | &nbsp;&nbsp; 4816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.250% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.529% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 4.220% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 1.050% | 6/1/25 | &nbsp;&nbsp; 7695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.850% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38534 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 3.400% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16313 | &nbsp;&nbsp; 14509 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.950% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3094 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.950% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8423 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15646 | &nbsp;&nbsp; 15028 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.000% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120 | &nbsp;&nbsp; 6514 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 2/1/30 | &nbsp;&nbsp; 7507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6403 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.550% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.450% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.100% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10891 | &nbsp;&nbsp; 11358 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.000% | 1/15/38 | &nbsp;&nbsp; 7244 | &nbsp;&nbsp; 7600 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.050% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 | &nbsp;&nbsp; 7189 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 5.300% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9968 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.250% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.000% | 9/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6790 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.750% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9703 | &nbsp;&nbsp; 7539 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.875% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10638 | &nbsp;&nbsp; 8210 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.200% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.450% | 4/15/51 | &nbsp;&nbsp; 7801 | &nbsp;&nbsp; 5747 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 0.900% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5783 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 12/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.650% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13973 | &nbsp;&nbsp; 12909 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.150% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15754 | &nbsp;&nbsp; 14544 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.300% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.400% | 6/15/29 | &nbsp;&nbsp; 7759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6962 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.450% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19441 | &nbsp;&nbsp; 16005 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.550% | 6/15/31 | &nbsp;&nbsp; 10274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8384 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.500% | 8/15/32 | &nbsp;&nbsp; 14013 | &nbsp;&nbsp; 13168 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.300% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.800% | 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp; 4762 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22153 | &nbsp;&nbsp; 16506 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.950% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.200% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp; 7021 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.500% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5921 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13302 | &nbsp;&nbsp; 11934 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.250% | 1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.800% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5852 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16210 | &nbsp;&nbsp; 13877 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 1.750% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6544 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.400% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620 | &nbsp;&nbsp;&nbsp; 7019 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.350% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9538 | &nbsp;&nbsp; 10280 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.400% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10412 | &nbsp;&nbsp; 11469 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.650% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.850% | 11/15/42 | &nbsp;&nbsp; 1974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp; 7057 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 4.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5724 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.000% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.950% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3609 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.120% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5996 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.350% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9822 | &nbsp;&nbsp; 10629 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.450% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp; 4748 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 4.900% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19913 | &nbsp;&nbsp; 15491 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4092 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 3.650% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15439 | &nbsp;&nbsp; 14378 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 2.125% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 | &nbsp;&nbsp; 3918 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 3.700% | 6/15/46 | &nbsp;&nbsp; 7023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 4.300% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.250% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13455 | &nbsp;&nbsp; 12939 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 | &nbsp;&nbsp; 7869 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9735 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 6.300% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5677 | &nbsp;&nbsp; 6113 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 3/15/43 | &nbsp;&nbsp; 7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5973 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.375% | 3/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15905 | &nbsp;&nbsp; 13718 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.150% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8529 | &nbsp;&nbsp; 7135 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.200% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882 | &nbsp;&nbsp; 7451 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9260 | &nbsp;&nbsp; 7086 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8063 | &nbsp;&nbsp; 6076 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.500% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2972 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.900% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5837 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp; 4613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | 2.000% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5244 |
|  | &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp; 5105 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 3.550% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5686 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 4.700% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5085 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 5.750% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp; 4199 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 4.125% | 3/15/28 | &nbsp;&nbsp; 7112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 6.950% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | 6.000% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | 5.000% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp; 4010 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | 3.550% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9279 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | 4.750% | 6/15/46 | &nbsp;&nbsp; 18274 | &nbsp;&nbsp; 14217 |
|  | &nbsp;&nbsp;&nbsp;Enel Americas SA | 4.000% | 10/25/26 | &nbsp;&nbsp; 7516 | &nbsp;&nbsp; 7129 |
|  | &nbsp;&nbsp;&nbsp;Enel Chile SA | 4.875% | 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13471 | &nbsp;&nbsp; 13119 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.500% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 4.200% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 2.650% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10070 | &nbsp;&nbsp; 6179 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 0.900% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9702 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11639 | &nbsp;&nbsp; 10834 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 1.900% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.800% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18520 | &nbsp;&nbsp; 15589 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.400% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6344 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 3.750% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 0.950% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9736 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.590% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4146 | &nbsp;&nbsp; 4172 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.400% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp; 5170 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.400% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8093 | &nbsp;&nbsp; 7361 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.120% | 9/1/27 | &nbsp;&nbsp; 7127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6577 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 1.600% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.050% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12389 | &nbsp;&nbsp; 10608 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.350% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6481 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.000% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14380 | &nbsp;&nbsp; 12963 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.100% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6752 | &nbsp;&nbsp; 5015 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.950% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12285 | &nbsp;&nbsp; 10963 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 9/1/48 | &nbsp;&nbsp; 10310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8491 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8608 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.900% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8298 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.750% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 2.850% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13377 | &nbsp;&nbsp; 11876 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 3.850% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 1.750% | 3/15/31 | &nbsp;&nbsp; 11218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8782 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 4.500% | 3/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 3.550% | 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 | &nbsp;&nbsp; 3126 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 3.566% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8234 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 2.704% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp; 6917 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 4.276% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp; 4768 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 3.351% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 5.300% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp; 5816 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | 2.450% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | 2.900% | 9/15/29 | &nbsp;&nbsp; 7013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 2.550% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.100% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp; 12585 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.125% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9057 | &nbsp;&nbsp; 7521 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.250% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.250% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 5.300% | 10/1/41 | &nbsp;&nbsp; 7890 | &nbsp;&nbsp; 7562 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 6/15/47 | &nbsp;&nbsp; 7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.125% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 2.900% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.150% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.300% | 1/15/28 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp; 7034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 4.250% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6379 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 1.650% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9080 | &nbsp;&nbsp; 7063 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.375% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4489 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.950% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22851 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.400% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 13495 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 2.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp; 20117 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp; 1188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.950% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8003 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 5.625% | 6/15/35 | &nbsp;&nbsp; 7269 | &nbsp;&nbsp; 7405 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 5.100% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.450% | 4/15/46 | &nbsp;&nbsp; 10175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8629 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.700% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13725 | &nbsp;&nbsp; 12056 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.100% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2441 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.250% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10815 | &nbsp;&nbsp; 10565 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.850% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21379 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.125% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9073 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.450% | 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14813 | &nbsp;&nbsp; 12383 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.625% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.950% | 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.650% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9766 | &nbsp;&nbsp; 10389 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.960% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.690% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp; 2613 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.125% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18317 | &nbsp;&nbsp; 15865 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8824 | &nbsp;&nbsp; 7602 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.800% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 | &nbsp;&nbsp; 7991 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21867 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.990% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1562 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.150% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15065 | &nbsp;&nbsp; 10944 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 3.055% | 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12540 | &nbsp;&nbsp; 11648 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 2.200% | 9/15/24 | &nbsp;&nbsp; 7885 | &nbsp;&nbsp; 7515 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8561 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8046 | &nbsp;&nbsp; 7439 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 2.650% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006 | &nbsp;&nbsp; 7679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.750% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8263 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13540 | &nbsp;&nbsp; 11606 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5042 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.700% | 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5576 | &nbsp;&nbsp; 4170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp; 6312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Gulf Power Co. | 3.300% | 5/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola International BV | 6.750% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4816 | &nbsp;&nbsp; 5114 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.850% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11575 | &nbsp;&nbsp; 10910 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 6.050% | 3/15/37 | &nbsp;&nbsp; 7594 | &nbsp;&nbsp; 7899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 4.550% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.750% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9780 | &nbsp;&nbsp; 7235 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.250% | 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.250% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13102 | &nbsp;&nbsp; 12657 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 4.100% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8353 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.600% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 2.300% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 6.250% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.700% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.500% | 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.100% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp; 3713 |
|  | &nbsp;&nbsp;&nbsp;IPALCO Enterprises Inc. | 3.700% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260 |
|  | &nbsp;&nbsp;&nbsp;IPALCO Enterprises Inc. | 4.250% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.650% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4532 | &nbsp;&nbsp; 4419 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.250% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp; 6168 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.350% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 5.300% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp; 10636 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 5.125% | 11/1/40 | &nbsp;&nbsp; 7536 | &nbsp;&nbsp; 7139 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 4.375% | 10/1/45 | &nbsp;&nbsp; 7765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 3.300% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | 3.300% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp; 4161 |
|  | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | 4.250% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12492 | &nbsp;&nbsp; 10434 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.500% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10794 | &nbsp;&nbsp; 10540 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.100% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5321 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.650% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572 | &nbsp;&nbsp; 8976 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 6.750% | 12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4853 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 5.750% | 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 5.800% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp; 9199 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.800% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.400% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 5/1/46 | &nbsp;&nbsp; 7895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6691 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.950% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 | &nbsp;&nbsp; 4317 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.650% | 8/1/48 | &nbsp;&nbsp; 12741 | &nbsp;&nbsp; 10021 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8833 | &nbsp;&nbsp; 7587 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.150% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | 3.950% | 3/30/28 | &nbsp;&nbsp; 2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | 4.250% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp; 6614 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 5.200% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 5.500% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4647 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 3.950% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 4.750% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10846 | &nbsp;&nbsp; 10264 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 2.950% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
|  | &nbsp;&nbsp;&nbsp;National Grid USA | 5.803% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15419 | &nbsp;&nbsp; 15070 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9756 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.450% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9567 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | &nbsp;&nbsp; 17564 | &nbsp;&nbsp; 15501 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.800% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8039 | &nbsp;&nbsp; 7397 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | &nbsp;&nbsp; 7707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6402 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 740 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2251 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11870 | &nbsp;&nbsp; 10777 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp; 2112 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8985 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp; 12221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 3.700% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp; 11435 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 2.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.650% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp; 5212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.750% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4622 | &nbsp;&nbsp; 5115 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 3.125% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5677 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 5.900% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14270 | &nbsp;&nbsp; 13899 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.255% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8892 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp; 4747 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21394 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | &nbsp;&nbsp; 7594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6909 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5591 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29350 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577 | &nbsp;&nbsp; 7863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 0.950% | 8/15/25 | &nbsp;&nbsp; 11717 | &nbsp;&nbsp; 10569 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.490% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10716 | &nbsp;&nbsp; 10100 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 2.950% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12837 | &nbsp;&nbsp; 11151 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.600% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 1.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16169 | &nbsp;&nbsp; 12314 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.950% | 6/15/41 | &nbsp;&nbsp; 7397 | &nbsp;&nbsp; 7472 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.250% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp; 2168 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 4.800% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4449 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.650% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5047 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 4.375% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24325 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.950% | 3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.250% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1538 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.250% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.200% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 5.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9770 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.400% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4484 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.125% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.600% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.900% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.600% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.200% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5724 |
|  | &nbsp;&nbsp;&nbsp;NorthWestern Corp. | 4.176% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 | &nbsp;&nbsp; 4374 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.200% | 5/15/27 | &nbsp;&nbsp; 7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6908 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.250% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5663 | &nbsp;&nbsp; 5145 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.400% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.950% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.375% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp; 7935 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 4.500% | 4/1/47 | &nbsp;&nbsp; 7040 | &nbsp;&nbsp; 5601 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.050% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp; 1712 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp; 1176 |
|  | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | 6.875% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 2.600% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 1.625% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp; 5156 |
|  | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.150% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4340 |
|  | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.000% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4708 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 2.900% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp; 2913 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5369 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8361 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4264 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11545 | &nbsp;&nbsp; 11178 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10172 | &nbsp;&nbsp; 9762 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | &nbsp;&nbsp; 7080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6681 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp; 1810 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8805 | &nbsp;&nbsp; 7671 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6373 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp; 3108 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp; 4213 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4491 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12662 | &nbsp;&nbsp; 10208 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4334 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13243 | &nbsp;&nbsp; 10721 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5854 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | &nbsp;&nbsp; 7549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1564 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4657 | &nbsp;&nbsp; 4745 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 1.100% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4939 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.658% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6130 | &nbsp;&nbsp; 5310 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.500% | 11/1/48 | &nbsp;&nbsp; 7424 | &nbsp;&nbsp; 6151 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.750% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216 | &nbsp;&nbsp; 4128 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 6/15/25 | &nbsp;&nbsp; 7429 | &nbsp;&nbsp; 7023 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.450% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.150% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29913 | &nbsp;&nbsp; 27814 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.100% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5043 | &nbsp;&nbsp; 4318 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.300% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29727 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp; 2314 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.750% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19780 | &nbsp;&nbsp; 17594 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.550% | 7/1/30 | &nbsp;&nbsp; 41011 | &nbsp;&nbsp; 37177 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.500% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22025 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.250% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4739 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.500% | 7/1/40 | &nbsp;&nbsp; 27541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21559 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.300% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11609 | &nbsp;&nbsp; 7873 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.200% | 6/1/41 | &nbsp;&nbsp; 7858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5884 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.750% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15165 | &nbsp;&nbsp; 11799 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.300% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10565 | &nbsp;&nbsp; 7558 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.250% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679 | &nbsp;&nbsp; 4010 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.950% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29303 | &nbsp;&nbsp; 19840 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.950% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36297 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28617 | &nbsp;&nbsp; 18012 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.600% | 4/1/24 | &nbsp;&nbsp; 7457 | &nbsp;&nbsp; 7329 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.500% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14067 | &nbsp;&nbsp; 12962 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 2.700% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6648 | &nbsp;&nbsp; 5712 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 7.700% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.250% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3902 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.100% | 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.750% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10490 | &nbsp;&nbsp; 10657 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.250% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8753 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.350% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp; 4749 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.000% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5396 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.100% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.125% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19367 | &nbsp;&nbsp; 15919 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.150% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13514 | &nbsp;&nbsp; 11162 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.300% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8973 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 2.900% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19758 | &nbsp;&nbsp; 13004 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.350% | 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10003 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.150% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2257 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.900% | 3/1/48 | &nbsp;&nbsp; 7156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5893 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.000% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 2.800% | 6/15/50 | &nbsp;&nbsp; 7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.050% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 2.850% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp; 2764 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.600% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.375% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4879 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp; 3417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | &nbsp;&nbsp; 13017 | &nbsp;&nbsp; 12357 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.022% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.722% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 5.081% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15580 | &nbsp;&nbsp; 13706 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9053 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp; 2115 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8680 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | 1.300% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9671 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 3.600% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 6.500% | 11/15/37 | &nbsp;&nbsp; 7787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8533 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 4.150% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | 3.100% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10832 | &nbsp;&nbsp; 10137 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 6.250% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6384 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.125% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 3.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp; 5410 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | 7.750% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233 | &nbsp;&nbsp; 7063 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | 6.000% | 12/1/39 | &nbsp;&nbsp; 7714 | &nbsp;&nbsp; 7807 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.700% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5358 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 1.900% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4463 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 1.875% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10245 | &nbsp;&nbsp; 8157 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.100% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 3192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.250% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1332 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.600% | 9/15/42 | &nbsp;&nbsp; 7940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6277 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.300% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.800% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.100% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp; 3716 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.050% | 9/15/49 | &nbsp;&nbsp; 7027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.200% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788 | &nbsp;&nbsp; 2715 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 2.700% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | 3.600% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/25 | &nbsp;&nbsp; 11418 | &nbsp;&nbsp; 10941 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp; 4744 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.700% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.650% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp; 1152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.200% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3333 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.450% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 4.900% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp; 5211 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 5.800% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 5.500% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.950% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.650% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.800% | 3/1/46 | &nbsp;&nbsp; 17183 | &nbsp;&nbsp; 13713 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.600% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.850% | 5/1/49 | &nbsp;&nbsp; 11213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.200% | 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.150% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 | &nbsp;&nbsp; 2760 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11225 | &nbsp;&nbsp; 7308 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.050% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5316 | &nbsp;&nbsp; 5140 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8730 | &nbsp;&nbsp; 7838 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | &nbsp;&nbsp; 11760 | &nbsp;&nbsp; 9136 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 3.650% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11458 | &nbsp;&nbsp; 10936 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 4.100% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 6.274% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.757% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp; 6914 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.795% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.638% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.300% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8040 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.223% | 6/15/48 | &nbsp;&nbsp; 7096 | &nbsp;&nbsp; 5810 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 3.250% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6015 | &nbsp;&nbsp; 4123 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 2.500% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 1.700% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3398 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 6.000% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp; 2012 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.500% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5685 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.750% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.150% | 5/15/48 | &nbsp;&nbsp; 7401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6224 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.320% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3018 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | 2.943% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.300% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp; 8155 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.250% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.400% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14192 | &nbsp;&nbsp; 13187 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.800% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14960 | &nbsp;&nbsp; 12265 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 6.000% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25353 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 4.000% | 2/1/48 | &nbsp;&nbsp; 11178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8788 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 4.125% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 |
|  | &nbsp;&nbsp;&nbsp;Sierra Pacific Power Co. | 2.600% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13375 | &nbsp;&nbsp; 12404 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 1.100% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378 | &nbsp;&nbsp; 7965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 0.975% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.700% | 8/1/25 | &nbsp;&nbsp; 17613 | &nbsp;&nbsp; 17059 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 1.200% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp; 5713 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.850% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12577 | &nbsp;&nbsp; 11743 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8402 | &nbsp;&nbsp; 7993 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.650% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp; 3812 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.850% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp; 6761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.500% | 6/1/31 | &nbsp;&nbsp; 7315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6028 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.750% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4089 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.000% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726 | &nbsp;&nbsp; 7008 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.750% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.350% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9483 | &nbsp;&nbsp; 9153 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.625% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6273 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.550% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp; 6102 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10235 | &nbsp;&nbsp; 10336 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.050% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8488 | &nbsp;&nbsp; 8213 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp; 11060 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.900% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.650% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5523 | &nbsp;&nbsp; 4776 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.600% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.000% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.125% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20851 | &nbsp;&nbsp; 16658 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.875% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp; 7405 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18257 | &nbsp;&nbsp; 13420 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.950% | 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5465 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.450% | 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.150% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp; 4813 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.200% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.600% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp; 12785 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.950% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7716 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.550% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8258 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.750% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.125% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.300% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.950% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 6.350% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6830 | &nbsp;&nbsp; 7524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 0.600% | 2/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.475% | 8/1/24 | &nbsp;&nbsp; 7745 | &nbsp;&nbsp; 7648 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.150% | 10/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 3.250% | 7/1/26 | &nbsp;&nbsp; 22740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21421 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.113% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 1.750% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 3.700% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9635 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.700% | 10/15/32 | &nbsp;&nbsp; 7215 | &nbsp;&nbsp; 7372 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.250% | 7/1/36 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp; 6312 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.400% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12855 | &nbsp;&nbsp; 10752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 4.000% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 3.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14616 | &nbsp;&nbsp; 11831 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8278 | &nbsp;&nbsp; 7736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9879 | &nbsp;&nbsp; 7550 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 5.150% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp; 6106 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18880 | &nbsp;&nbsp; 15076 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.150% | 9/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 4.150% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 0.900% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 5.150% | 9/15/41 | &nbsp;&nbsp; 11761 | &nbsp;&nbsp; 10614 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 5.250% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Power Co. | 4.950% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 5.800% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 3.700% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp; 8318 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 2.200% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 3.800% | 9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 1.650% | 3/15/26 | &nbsp;&nbsp; 7977 | &nbsp;&nbsp; 7148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 2.750% | 10/1/26 | &nbsp;&nbsp; 5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 4.100% | 9/15/28 | &nbsp;&nbsp; 17420 | &nbsp;&nbsp; 16534 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 6.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.900% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15345 | &nbsp;&nbsp; 11714 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.850% | 2/1/48 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5488 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.250% | 11/1/51 | &nbsp;&nbsp; 7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.300% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.500% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.400% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21190 | &nbsp;&nbsp; 15342 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.700% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.400% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9653 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.750% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6712 | &nbsp;&nbsp; 5138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.150% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 7439 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.875% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp; 1615 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 2.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp; 3916 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.100% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.350% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp; 4901 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.300% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3666 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.450% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5081 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.625% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.450% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp; 3213 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867 |
|  | &nbsp;&nbsp;&nbsp;Toledo Edison Co. | 6.150% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 3.050% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 1.500% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 3.250% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 4.850% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2949 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 4.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8847 |

---

------

Total Bond Market Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6338 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6619 | &nbsp;&nbsp; 6125 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10429 | &nbsp;&nbsp; 9148 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.150% | 3/15/32 | &nbsp;&nbsp; 7058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 5.300% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 | &nbsp;&nbsp; 3610 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 8.450% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.650% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 4.000% | 4/1/48 | &nbsp;&nbsp; 10210 | &nbsp;&nbsp; 8210 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.250% | 10/1/49 | &nbsp;&nbsp; 7056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.625% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068 |
|  | &nbsp;&nbsp;&nbsp;United Utilities plc | 6.875% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.450% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.100% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18293 | &nbsp;&nbsp; 17445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21968 | &nbsp;&nbsp; 20742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.875% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4087 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.300% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.400% | 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8887 | &nbsp;&nbsp; 9152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9090 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.350% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 8.875% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10965 | &nbsp;&nbsp; 8915 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.650% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10498 | &nbsp;&nbsp; 9218 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.450% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12591 | &nbsp;&nbsp; 10795 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.200% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6988 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15583 | &nbsp;&nbsp; 12339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6641 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.600% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp; 7164 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.300% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.450% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26380 | &nbsp;&nbsp; 17481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9009 | &nbsp;&nbsp; 7928 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.796% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3628 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.650% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 0.800% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5927 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 3.550% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp; 1301 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.000% | 9/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.150% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 1.375% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 2.200% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp; 2180 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 1.800% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 2.050% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 1.700% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.750% | 9/30/32 | &nbsp;&nbsp; 7310 | &nbsp;&nbsp; 7183 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.625% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.700% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1181 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.300% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.050% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 6.375% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 5.350% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 3.671% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp; 2741 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 4.752% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4604 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 3.300% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 2.850% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.300% | 6/1/25 | &nbsp;&nbsp; 7555 | &nbsp;&nbsp; 7250 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.350% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 1.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 4.000% | 6/15/28 | &nbsp;&nbsp; 7098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6799 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 2.600% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10624 | &nbsp;&nbsp; 9074 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.400% | 6/1/30 | &nbsp;&nbsp; 17978 | &nbsp;&nbsp; 16035 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 2.350% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 4.600% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8538 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 6.500% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.500% | 12/1/49 | &nbsp;&nbsp; 8176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5977 |
|  |  |  |  |  | &nbsp;&nbsp; **6073167** |
| **Total Corporate Bonds (Cost $85,773,271)** | **Total Corporate Bonds (Cost $85,773,271)** | **Total Corporate Bonds (Cost $85,773,271)** | **Total Corporate Bonds (Cost $85,773,271)** | **Total Corporate Bonds (Cost $85,773,271)** | &nbsp;&nbsp;&nbsp;&nbsp;**74363516** |
| **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** | **Sovereign Bonds (3.4%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 0.875% | 3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 0.875% | 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26504 | &nbsp;&nbsp; 23474 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 4.375% | 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42542 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.625% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14871 | &nbsp;&nbsp; 14528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.375% | 6/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.125% | 9/27/24 | &nbsp;&nbsp; 27260 | &nbsp;&nbsp; 27024 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | 10/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32925 | &nbsp;&nbsp; 30713 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50829 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19080 | &nbsp;&nbsp; 18159 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.125% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp; 3316 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | 4/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.875% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.375% | 9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68634 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.500% | 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60980 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.000% | 4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14205 | &nbsp;&nbsp; 13186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.750% | 8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.625% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54615 | &nbsp;&nbsp; 49154 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 6.220% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp; 1317 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31407 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.500% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38844 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.750% | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24482 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.250% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8433 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 5.820% | 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12625 | &nbsp;&nbsp; 11955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.750% | 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34665 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.875% | 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20561 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.750% | 10/8/30 | &nbsp;&nbsp; 27080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21067 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 3/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26420 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.875% | 9/28/32 | &nbsp;&nbsp; 17510 | &nbsp;&nbsp; 17231 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41963 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18750 | &nbsp;&nbsp; 17030 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | &nbsp;&nbsp; 17120 | &nbsp;&nbsp; 16632 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35851 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 3.750% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24307 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 1.625% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40980 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 2.875% | 4/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34995 | &nbsp;&nbsp; 33813 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 0.750% | 5/19/26 | &nbsp;&nbsp; 57880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51490 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 1.250% | 10/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19815 | &nbsp;&nbsp; 18405 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 1.625% | 9/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 5.250% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30806 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 2.250% | 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8945 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 2.500% | 2/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.375% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 1.375% | 2/27/25 | &nbsp;&nbsp; 13745 | &nbsp;&nbsp; 12878 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 3.000% | 6/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.875% | 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19292 | &nbsp;&nbsp;&nbsp; 17013 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.650% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33573 | &nbsp;&nbsp; 32763 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.700% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21773 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.250% | 11/10/24 | &nbsp;&nbsp; 17697 | &nbsp;&nbsp; 17255 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.875% | 4/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16079 | &nbsp;&nbsp; 15416 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 1.750% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21702 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.000% | 4/6/27 | &nbsp;&nbsp; 7234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 7.250% | 9/23/27 | &nbsp;&nbsp; 7592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8420 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.625% | 9/10/28 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 16586 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Equinor ASA | 6.500% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.125% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24250 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.375% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 | &nbsp;&nbsp; 8146 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.625% | 4/6/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6754 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 5.100% | 8/17/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8848 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 4.250% | 11/23/41 | &nbsp;&nbsp; 11173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9836 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13905 | &nbsp;&nbsp; 11637 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 4.800% | 11/8/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10875 | &nbsp;&nbsp; 10220 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.250% | 11/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26698 | &nbsp;&nbsp; 19500 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.700% | 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25405 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 1.625% | 9/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8190 | &nbsp;&nbsp; 7783 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 1.500% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp; 30176 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36930 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.250% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61945 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.625% | 3/15/24 | &nbsp;&nbsp; 37781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36844 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.250% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52522 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 7/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18740 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.500% | 10/15/24 | &nbsp;&nbsp; 27665 | &nbsp;&nbsp; 26714 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.875% | 2/10/25 | &nbsp;&nbsp; 67966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64479 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.625% | 3/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68559 | &nbsp;&nbsp; 64612 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84505 | &nbsp;&nbsp; 76954 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38984 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52450 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49781 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.125% | 4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49255 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.750% | 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4804 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.375% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41625 | &nbsp;&nbsp; 37230 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.375% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18386 | &nbsp;&nbsp;&nbsp; 17101 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.250% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20240 | &nbsp;&nbsp; 19463 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.750% | 3/15/29 | &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;&nbsp;436 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.625% | 10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14961 | &nbsp;&nbsp; 12815 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.875% | 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8672 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.750% | 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23535 | &nbsp;&nbsp; 18430 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.250% | 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916 | &nbsp;&nbsp; 7254 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.875% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31097 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 2.625% | 2/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21244 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 3.375% | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp; 34100 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 3.000% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24848 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | 1/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33585 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 0.375% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9832 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.875% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3668 | &nbsp;&nbsp; 3516 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.875% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp; 15179 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.250% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 0.625% | 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2799 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.625% | 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29244 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.250% | 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.625% | 1/18/27 | &nbsp;&nbsp; 7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6898 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.375% | 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.250% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp; 9172 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.250% | 9/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25585 | &nbsp;&nbsp; 19626 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.375% | 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4627 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.125% | 1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 6136 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.500% | 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9667 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;FMS Wertmanagement | 2.750% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hong Kong Government International Bond | 1.750% | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp; 1136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 8.050% | 7/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10093 | &nbsp;&nbsp; 10546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 8.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5546 | &nbsp;&nbsp; 6774 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.625% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28395 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.000% | 2/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35683 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.250% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15330 | &nbsp;&nbsp; 15013 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.500% | 9/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30961 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.125% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.750% | 3/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41775 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36952 | &nbsp;&nbsp; 34161 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 7.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 | &nbsp;&nbsp; 6174 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.625% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59477 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75395 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.000% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38905 | &nbsp;&nbsp; 36010 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.000% | 7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26756 | &nbsp;&nbsp; 24714 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.500% | 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3881 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.375% | 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51874 | &nbsp;&nbsp; 48016 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.625% | 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34473 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.125% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24890 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.125% | 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43496 | &nbsp;&nbsp; 41102 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.250% | 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21856 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.125% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35215 | &nbsp;&nbsp; 28129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.875% | 10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6077 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.200% | 8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11792 | &nbsp;&nbsp; 9819 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 4.375% | 1/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12362 | &nbsp;&nbsp; 12147 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 3/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56507 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.500% | 8/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55449 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 11/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72534 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38628 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.125% | 3/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20683 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85977 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.375% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 7/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29930 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.500% | 10/28/25 | &nbsp;&nbsp; 97187 | &nbsp;&nbsp; 87316 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.125% | 11/20/25 | &nbsp;&nbsp; 16012 | &nbsp;&nbsp; 15476 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 8.875% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 1173 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32881 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.875% | 10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8629 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 11/22/27 | &nbsp;&nbsp; 27679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25645 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52028 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.375% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30992 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.125% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28035 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.625% | 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38605 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.750% | 10/23/29 | &nbsp;&nbsp; 17860 | &nbsp;&nbsp; 15359 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | 5/14/30 | &nbsp;&nbsp; 27716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22043 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54410 | &nbsp;&nbsp; 42419 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.250% | 2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59300 | &nbsp;&nbsp; 47882 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;105665 | &nbsp;&nbsp; 86711 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31959 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.750% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10970 | &nbsp;&nbsp; 11387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.375% | 10/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24240 | &nbsp;&nbsp; 22910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.375% | 7/16/25 | &nbsp;&nbsp; 7292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 2.125% | 4/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23223 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.750% | 8/27/30 | &nbsp;&nbsp; 11155 | &nbsp;&nbsp; 8710 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.250% | 7/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5187 | &nbsp;&nbsp; 5137 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.375% | 7/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1634 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 0.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5666 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.500% | 5/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23790 | &nbsp;&nbsp; 23013 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.000% | 5/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20487 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.750% | 10/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14093 | &nbsp;&nbsp; 13325 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.125% | 2/10/25 | &nbsp;&nbsp; 37819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35822 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 0.625% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30926 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.750% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11627 | &nbsp;&nbsp; 10985 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.375% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.250% | 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30040 | &nbsp;&nbsp; 27463 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34571 | &nbsp;&nbsp; 32182 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8653 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.750% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29563 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.250% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15049 | &nbsp;&nbsp; 14064 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.500% | 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21525 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.125% | 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22894 | &nbsp;&nbsp; 19851 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.000% | 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12853 | &nbsp;&nbsp; 10895 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.250% | 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16660 | &nbsp;&nbsp; 12987 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.875% | 4/15/31 | &nbsp;&nbsp; 17965 | &nbsp;&nbsp; 14654 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 2.750% | 4/27/27 | &nbsp;&nbsp; 11760 | &nbsp;&nbsp; 10888 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 3.250% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28324 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 3.375% | 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 1.000% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 1.750% | 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.625% | 2/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29333 | &nbsp;&nbsp; 28613 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.250% | 3/8/24 | &nbsp;&nbsp; 57253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54281 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.375% | 8/5/24 | &nbsp;&nbsp; 39111 | &nbsp;&nbsp; 37136 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.500% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66081 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.500% | 11/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63726 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61798 | &nbsp;&nbsp; 57849 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.000% | 5/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23306 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.375% | 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;102982 | &nbsp;&nbsp; 93147 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.625% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82826 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.000% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49584 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.000% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30502 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.875% | 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24597 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.750% | 9/14/29 | &nbsp;&nbsp; 17039 | &nbsp;&nbsp; 14728 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26025 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | 4/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21792 | &nbsp;&nbsp; 12453 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | 6/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22847 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.750% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24419 | &nbsp;&nbsp; 24118 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.250% | 2/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.125% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6630 | &nbsp;&nbsp; 6312 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 0.750% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10965 | &nbsp;&nbsp; 10054 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.375% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 0.800% | 4/27/26 | &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;&nbsp;&nbsp;&nbsp;&nbsp;264 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.000% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 1.375% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp; 7224 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 1.625% | 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp; 10924 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.000% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8341 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39152 | &nbsp;&nbsp; 37273 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 12941 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22697 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18255 | &nbsp;&nbsp; 16339 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18680 | &nbsp;&nbsp; 17091 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | &nbsp;&nbsp; 14874 | &nbsp;&nbsp; 13772 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22646 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 2.250% | 5/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12870 | &nbsp;&nbsp; 12444 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.375% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp; 5212 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.375% | 9/11/25 | &nbsp;&nbsp; 27795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.500% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19470 | &nbsp;&nbsp; 17332 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | &nbsp;&nbsp; 17123 | &nbsp;&nbsp; 16086 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32002 |
| <sup>4,11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21899 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 3.625% | 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18350 | &nbsp;&nbsp; 17880 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.375% | 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19144 | &nbsp;&nbsp; 19340 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.375% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30634 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 5.750% | 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15490 | &nbsp;&nbsp; 16786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 7.625% | 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9190 | &nbsp;&nbsp; 11651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.125% | 11/20/45 | &nbsp;&nbsp; 7460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 5.100% | 6/18/50 | &nbsp;&nbsp; 47382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.975% | 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34047 |
| <sup>4,12</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 2.290% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 2.378% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 2.950% | 1/23/24 | &nbsp;&nbsp; 15674 | &nbsp;&nbsp; 15365 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.875% | 11/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31353 | &nbsp;&nbsp; 29774 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.000% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20665 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 3.300% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20590 | &nbsp;&nbsp; 19501 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.300% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of British Columbia | 1.750% | 9/27/24 | &nbsp;&nbsp; 17927 | &nbsp;&nbsp; 17048 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of British Columbia | 6.500% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.250% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9289 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 0.900% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21254 | &nbsp;&nbsp; 18826 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 1.300% | 1/29/31 | &nbsp;&nbsp; 17325 | &nbsp;&nbsp; 13808 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 7.250% | 9/1/36 | &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;&nbsp;&nbsp;583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.600% | 4/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20482 | &nbsp;&nbsp; 19906 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.050% | 5/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3418 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.125% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Manitoba | 1.500% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10735 | &nbsp;&nbsp; 9111 |
|  | &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.625% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.050% | 1/29/24 | &nbsp;&nbsp; 16744 | &nbsp;&nbsp; 16425 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.200% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8222 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.500% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20058 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.300% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39796 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.100% | 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40277 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.000% | 10/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26821 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.125% | 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24885 | &nbsp;&nbsp; 19550 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.600% | 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46395 | &nbsp;&nbsp; 37627 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.800% | 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp; 32128 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 7.125% | 2/9/24 | &nbsp;&nbsp; 10810 | &nbsp;&nbsp; 11056 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | 4/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.875% | 10/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19488 | &nbsp;&nbsp; 18892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.500% | 2/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16797 | &nbsp;&nbsp; 15775 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 0.600% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29878 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24635 | &nbsp;&nbsp; 23181 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43671 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 7.500% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18158 | &nbsp;&nbsp; 21313 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.350% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp; 15690 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.900% | 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92155 | &nbsp;&nbsp; 76354 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.250% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9071 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.125% | 3/27/25 | &nbsp;&nbsp; 7020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6791 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.125% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12888 | &nbsp;&nbsp; 12217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.750% | 1/31/27 | &nbsp;&nbsp; 14119 | &nbsp;&nbsp; 12995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.240% | 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29611 | &nbsp;&nbsp; 27508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.450% | 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10551 | &nbsp;&nbsp; 8764 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.550% | 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.550% | 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29969 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.500% | 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28202 | &nbsp;&nbsp; 24116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.100% | 5/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32536 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 4.340% | 3/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16930 | &nbsp;&nbsp; 14341 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.500% | 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20881 | &nbsp;&nbsp; 15159 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 4.000% | 1/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20355 | &nbsp;&nbsp; 15778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.100% | 1/22/61 | &nbsp;&nbsp; 17282 | &nbsp;&nbsp; 10784 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.250% | 9/21/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9874 | &nbsp;&nbsp; 6101 |
|  | &nbsp;&nbsp;&nbsp;Republic of Finland | 6.950% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2835 | &nbsp;&nbsp; 3018 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 5.375% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32161 | &nbsp;&nbsp; 32130 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 7.625% | 3/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16241 | &nbsp;&nbsp;&nbsp; 17701 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.450% | 2/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.500% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16087 | &nbsp;&nbsp; 15284 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.100% | 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20217 | &nbsp;&nbsp; 19869 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.750% | 2/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22704 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.400% | 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8172 | &nbsp;&nbsp; 7529 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 2.850% | 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9553 | &nbsp;&nbsp; 8576 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.850% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21107 | &nbsp;&nbsp; 19913 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 1.850% | 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18331 | &nbsp;&nbsp; 14893 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 2.150% | 7/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.550% | 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12525 | &nbsp;&nbsp; 11385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.650% | 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5796 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.350% | 1/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41927 | &nbsp;&nbsp; 36136 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 5.350% | 2/11/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19940 | &nbsp;&nbsp; 19468 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.700% | 10/30/49 | &nbsp;&nbsp; 11015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8523 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.500% | 2/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp; 4108 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.200% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23470 | &nbsp;&nbsp; 19410 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.050% | 3/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13905 | &nbsp;&nbsp; 10073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.300% | 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 5.450% | 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4303 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.200% | 9/23/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.450% | 4/15/70 | &nbsp;&nbsp; 17574 | &nbsp;&nbsp; 14758 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.350% | 3/12/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 0.875% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24335 | &nbsp;&nbsp; 22768 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 2.375% | 10/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35229 | &nbsp;&nbsp; 33184 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 1.250% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32420 | &nbsp;&nbsp; 28180 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 2.875% | 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21871 | &nbsp;&nbsp; 18139 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 5.375% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29836 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 4.000% | 10/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22298 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 3.875% | 5/6/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25343 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.000% | 6/19/24 | &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;&nbsp;480 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 5.625% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51054 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.500% | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.500% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12925 | &nbsp;&nbsp; 11636 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.000% | 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.750% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6981 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 4.125% | 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8242 | &nbsp;&nbsp; 7584 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.875% | 9/20/48 | &nbsp;&nbsp; 7923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.000% | 9/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.750% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25028 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 7.125% | 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14719 | &nbsp;&nbsp; 15562 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 8.875% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9996 | &nbsp;&nbsp; 11530 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.875% | 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp; 10202 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 9.375% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12770 | &nbsp;&nbsp; 15190 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.160% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8790 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 2.252% | 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22787 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 6.400% | 2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 6.700% | 1/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13425 | &nbsp;&nbsp; 10334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36043 | &nbsp;&nbsp; 27238 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.300% | 4/29/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21515 | &nbsp;&nbsp; 15654 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31089 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.870% | 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42109 | &nbsp;&nbsp; 27247 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 1/19/63 | &nbsp;&nbsp; 17925 | &nbsp;&nbsp; 12691 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 7.350% | 7/21/25 | &nbsp;&nbsp; 7239 | &nbsp;&nbsp; 7587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.392% | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12530 | &nbsp;&nbsp; 11563 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 4.125% | 8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.844% | 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8302 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.783% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59870 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 1.862% | 12/1/32 | &nbsp;&nbsp; 17720 | &nbsp;&nbsp; 12957 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 8.750% | 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36124 | &nbsp;&nbsp; 44126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.000% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35445 | &nbsp;&nbsp; 28017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.550% | 3/14/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16341 | &nbsp;&nbsp; 17281 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.300% | 3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18467 | &nbsp;&nbsp; 13480 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.625% | 11/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28198 | &nbsp;&nbsp; 27979 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.550% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp; 318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.780% | 12/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.600% | 1/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25655 | &nbsp;&nbsp; 16768 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.230% | 7/28/21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8424 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.000% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19249 | &nbsp;&nbsp; 18997 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.250% | 4/6/26 | &nbsp;&nbsp; 27470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.500% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp; 15717 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.750% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp; 14917 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 4.200% | 1/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 9.500% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 10.625% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26021 | &nbsp;&nbsp; 29410 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.500% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21584 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.229% | 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.170% | 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250 | &nbsp;&nbsp; 13536 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.000% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18270 | &nbsp;&nbsp; 16977 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.750% | 1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22366 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 9.500% | 2/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21578 | &nbsp;&nbsp; 27458 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.457% | 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13222 | &nbsp;&nbsp; 11567 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 7.750% | 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35353 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.648% | 6/10/31 | &nbsp;&nbsp; 7818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6251 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.950% | 1/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 6.375% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11370 | &nbsp;&nbsp; 12663 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.556% | 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8022 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.609% | 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11225 | &nbsp;&nbsp; 11849 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 6.375% | 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33418 | &nbsp;&nbsp; 37026 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.000% | 1/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.950% | 1/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34971 | &nbsp;&nbsp; 29610 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.700% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22367 | &nbsp;&nbsp; 18232 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.700% | 2/2/42 | &nbsp;&nbsp; 27050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21959 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.950% | 5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23287 | &nbsp;&nbsp; 16797 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.650% | 12/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10844 | &nbsp;&nbsp; 7292 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.200% | 7/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20637 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 4.200% | 3/29/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp; 4518 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.950% | 10/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12870 | &nbsp;&nbsp; 13780 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.875% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12720 | &nbsp;&nbsp; 12091 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.250% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp; 7870 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.750% | 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 1/30/43 | &nbsp;&nbsp; 17652 | &nbsp;&nbsp; 16429 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.125% | 1/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13365 | &nbsp;&nbsp; 11733 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.375% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28287 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.875% | 7/3/50 | &nbsp;&nbsp; 27595 | &nbsp;&nbsp; 23135 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 4/3/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15828 | &nbsp;&nbsp; 13832 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.375% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11820 | &nbsp;&nbsp; 11204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.375% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11777 | &nbsp;&nbsp; 11002 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.625% | 10/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 17681 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.625% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29620 | &nbsp;&nbsp; 27028 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.500% | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39060 | &nbsp;&nbsp; 35126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 4.625% | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16607 | &nbsp;&nbsp; 16625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 2.250% | 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp; 11771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.000% | 5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 100 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.900% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16447 | &nbsp;&nbsp; 16222 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.125% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31971 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.150% | 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32309 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 3.750% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29243 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.500% | 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40541 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.250% | 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 2.659% | 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24230 | &nbsp;&nbsp; 19523 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 8.300% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.750% | 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10816 | &nbsp;&nbsp; 10136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 7.500% | 4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15085 | &nbsp;&nbsp; 16885 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.875% | 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31130 | &nbsp;&nbsp; 28619 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.500% | 2/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 6.750% | 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 6.050% | 1/11/40 | &nbsp;&nbsp; 37784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36648 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.280% | 8/14/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.750% | 3/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50459 | &nbsp;&nbsp; 40760 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 5.550% | 1/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.600% | 1/23/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26452 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.350% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38440 | &nbsp;&nbsp; 28816 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.600% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.500% | 1/31/50 | &nbsp;&nbsp; 27410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20860 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 5.000% | 4/27/51 | &nbsp;&nbsp; 19110 | &nbsp;&nbsp; 15549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.400% | 2/12/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp; 30746 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.771% | 5/24/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35294 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 5.750% | 10/12/10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25421 |
| **Total Sovereign Bonds (Cost $10,608,327)** | **Total Sovereign Bonds (Cost $10,608,327)** | **Total Sovereign Bonds (Cost $10,608,327)** | **Total Sovereign Bonds (Cost $10,608,327)** | **Total Sovereign Bonds (Cost $10,608,327)** | &nbsp;&nbsp;&nbsp;&nbsp;**9485165** |
| **Taxable Municipal Bonds (0.6%)** | **Taxable Municipal Bonds (0.6%)** | **Taxable Municipal Bonds (0.6%)** | **Taxable Municipal Bonds (0.6%)** | **Taxable Municipal Bonds (0.6%)** | **Taxable Municipal Bonds (0.6%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Alabama Federal AID Highway Finance Authority SO Revenue | 2.650% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536 |
| &nbsp;&nbsp;&nbsp;Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2466 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2811 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp; 8813 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp; 2215 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.499% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 |
| &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9415 | &nbsp;&nbsp; 12112 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp; 4761 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | &nbsp;&nbsp; 18010 | &nbsp;&nbsp; 20418 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp; 7714 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10390 | &nbsp;&nbsp; 12689 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4482 |
| &nbsp;&nbsp;&nbsp;California GO | 3.375% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 |
| &nbsp;&nbsp;&nbsp;California GO | 2.650% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4701 |
| &nbsp;&nbsp;&nbsp;California GO | 1.700% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433 |
| &nbsp;&nbsp;&nbsp;California GO | 3.500% | 4/1/28 | &nbsp;&nbsp; 7635 | &nbsp;&nbsp; 7166 |
| &nbsp;&nbsp;&nbsp;California GO | 3.050% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| &nbsp;&nbsp;&nbsp;California GO | 2.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp; 7799 |
| &nbsp;&nbsp;&nbsp;California GO | 1.750% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4006 |
| &nbsp;&nbsp;&nbsp;California GO | 4.500% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11590 | &nbsp;&nbsp; 11141 |
| &nbsp;&nbsp;&nbsp;California GO | 7.500% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39449 |
| &nbsp;&nbsp;&nbsp;California GO | 4.600% | 4/1/38 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 16474 |
| &nbsp;&nbsp;&nbsp;California GO | 7.550% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51905 |
| &nbsp;&nbsp;&nbsp;California GO | 7.300% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439 |
| &nbsp;&nbsp;&nbsp;California GO | 7.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36223 |
| &nbsp;&nbsp;&nbsp;California GO | 7.625% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20238 |
| &nbsp;&nbsp;&nbsp;California GO | 7.600% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20364 |
| &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Revenue | 4.353% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 3.899% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.897% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.975% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10905 | &nbsp;&nbsp; 7545 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.719% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.939% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471 |
|  | &nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL GO Prere. | 7.045% | 1/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL GO | 7.045% | 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | &nbsp;&nbsp; 7505 | &nbsp;&nbsp; 7927 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | &nbsp;&nbsp; 1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095 | &nbsp;&nbsp; 8018 |
|  | &nbsp;&nbsp;&nbsp;Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp; 7692 |
|  | &nbsp;&nbsp;&nbsp;Clark County NV Airport System Revenue | 6.820% | 7/1/45 | &nbsp;&nbsp; 3745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4405 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8870 | &nbsp;&nbsp; 7782 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts SO Revenue | 3.769% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts SO Revenue | 4.110% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp; 10813 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | 5.090% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8798 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | 5.850% | 3/15/32 | &nbsp;&nbsp; 7595 | &nbsp;&nbsp; 8017 |
|  | &nbsp;&nbsp;&nbsp;Cook County IL GO | 6.229% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007 |
|  | &nbsp;&nbsp;&nbsp;Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;Dallas TX Independent School District GO | 6.450% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15350 | &nbsp;&nbsp; 12468 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2583 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9033 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5896 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024 |
|  | &nbsp;&nbsp;&nbsp;East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp; 5153 |
|  | &nbsp;&nbsp;&nbsp;Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp; 18822 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp; 12015 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16985 | &nbsp;&nbsp; 13908 |
| &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
| &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15273 | &nbsp;&nbsp; 16338 |
| &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 |
| &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569 | &nbsp;&nbsp; 3615 |
| &nbsp;&nbsp;&nbsp;Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp; 1817 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp; 4415 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597 |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726 |
| &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | &nbsp;&nbsp; 27320 | &nbsp;&nbsp; 19371 |
| &nbsp;&nbsp;&nbsp;Great Lakes MI Water Authority Water Supply System Revenue | 3.473% | 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 801 |
| &nbsp;&nbsp;&nbsp;Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 3149 |
| &nbsp;&nbsp;&nbsp;Houston TX GO | 6.290% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12395 | &nbsp;&nbsp; 12961 |
| &nbsp;&nbsp;&nbsp;Houston TX GO | 3.961% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp; 1147 |
| &nbsp;&nbsp;&nbsp;Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
| &nbsp;&nbsp;&nbsp;Illinois GO | 5.100% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81927 |
| &nbsp;&nbsp;&nbsp;Illinois GO | 6.630% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 |
| &nbsp;&nbsp;&nbsp;Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5346 |
| &nbsp;&nbsp;&nbsp;Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3759 |
| &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 6108 |
| &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | &nbsp;&nbsp; 7980 | &nbsp;&nbsp; 7698 |
| &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 |
| &nbsp;&nbsp;&nbsp;Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1873 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue (Employees Retirement System) | 5.501% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 1.606% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 1.806% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp; 6676 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 2.106% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13140 | &nbsp;&nbsp; 10508 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 6.750% | 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp; 3761 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Airports International Revenue | 4.242% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp; 4196 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp; 3178 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5985 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14640 | &nbsp;&nbsp; 15293 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | &nbsp;&nbsp; 17485 | &nbsp;&nbsp; 19561 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | &nbsp;&nbsp; 8110 | &nbsp;&nbsp; 8519 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp; 2701 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Gasoline & Fuel Tax Revenue | 2.952% | 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 3.615% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9306 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.145% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8903 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.275% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.475% | 8/1/39 | &nbsp;&nbsp; 11100 | &nbsp;&nbsp; 10328 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp; 2776 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 |
|  | &nbsp;&nbsp;&nbsp;Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts GO | 4.500% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts GO | 5.456% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp; 5616 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.514% | 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.813% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10415 | &nbsp;&nbsp; 7520 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.900% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp; 3747 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2449 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 3175 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | &nbsp;&nbsp; 7605 | &nbsp;&nbsp; 6136 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 4413 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp; 7771 |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 | &nbsp;&nbsp; 3764 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988 |
|  | &nbsp;&nbsp;&nbsp;Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University Revenue | 4.496% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University Revenue | 4.165% | 8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334 |
|  | &nbsp;&nbsp;&nbsp;Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881 |
|  | &nbsp;&nbsp;&nbsp;Mississippi GO | 5.245% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp; 3519 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4407 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15550 | &nbsp;&nbsp; 16740 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12050 | &nbsp;&nbsp; 12140 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5035 | &nbsp;&nbsp; 4164 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp; 8719 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18650 | &nbsp;&nbsp; 23119 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29227 |
|  | &nbsp;&nbsp;&nbsp;New York City NY GO | 5.517% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9828 |
|  | &nbsp;&nbsp;&nbsp;New York City NY GO | 6.271% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;New York City NY GO | 5.263% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 3199 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 1165 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 |
| &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp; 21014 |
| &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623 |
| &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp; 8776 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8932 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24627 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8673 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6557 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp; 7213 |
| &nbsp;&nbsp;&nbsp;New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015 | &nbsp;&nbsp; 4115 |
| &nbsp;&nbsp;&nbsp;New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 |
| &nbsp;&nbsp;&nbsp;New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3664 |
| &nbsp;&nbsp;&nbsp;New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931 |
| &nbsp;&nbsp;&nbsp;North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
| &nbsp;&nbsp;&nbsp;North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10855 | &nbsp;&nbsp; 12865 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4427 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp; 3177 |
|  | &nbsp;&nbsp;&nbsp;Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 | &nbsp;&nbsp; 6184 |
|  | &nbsp;&nbsp;&nbsp;Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 3.877% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4735 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 4.380% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp; 5517 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 4.714% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 |
|  | &nbsp;&nbsp;&nbsp;Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6484 |
|  | &nbsp;&nbsp;&nbsp;Oregon GO | 5.892% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5599 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Oregon GO | 3.424% | 3/1/60 | &nbsp;&nbsp; 7680 | &nbsp;&nbsp; 5315 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | 5.528% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1219 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | 5.680% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp; 1613 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University Revenue | 2.790% | 9/1/43 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5278 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University Revenue | 2.840% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
|  | &nbsp;&nbsp;&nbsp;Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp; 2701 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24603 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12025 | &nbsp;&nbsp; 12557 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 6114 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp; 1817 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8561 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp; 2183 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25099 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5004 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3522 |
|  | &nbsp;&nbsp;&nbsp;Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 |
|  | &nbsp;&nbsp;&nbsp;Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Pension Obligation Revenue Bonds | 3.818% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp; 3179 |

---

------

Total Bond Market Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.238% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp; 7015 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp; 2712 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 | &nbsp;&nbsp; 1613 |
|  | &nbsp;&nbsp;&nbsp;Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp; 7192 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp; 2745 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.248% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp; 4119 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11670 | &nbsp;&nbsp; 12907 |
|  | &nbsp;&nbsp;&nbsp;San Francisco CA City & County Public Utilities Commission Water Revenue | 3.303% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5398 |
|  | &nbsp;&nbsp;&nbsp;San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 |
|  | &nbsp;&nbsp;&nbsp;San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204 |
|  | &nbsp;&nbsp;&nbsp;Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp; 9103 |
|  | &nbsp;&nbsp;&nbsp;South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8985 |
|  | &nbsp;&nbsp;&nbsp;State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 |
|  | &nbsp;&nbsp;&nbsp;Texas A & M University Permanent Fund Revenue | 3.660% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | 5.517% | 4/1/39 | &nbsp;&nbsp; 17465 | &nbsp;&nbsp; 18446 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | 3.211% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 |
|  | &nbsp;&nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14835 | &nbsp;&nbsp; 11234 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 4.681% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp; 2769 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 2.562% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6923 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 2.472% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8357 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | &nbsp;&nbsp; 7485 | &nbsp;&nbsp; 7627 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8841 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Tucson City AZ COP | 2.856% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2873 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp; 15830 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | &nbsp;&nbsp; 7295 | &nbsp;&nbsp; 4818 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp; 3149 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 0.883% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3737 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 3.063% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12062 | &nbsp;&nbsp; 11600 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 1.316% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15685 | &nbsp;&nbsp; 13527 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 1.614% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8246 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.601% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 5.946% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13025 | &nbsp;&nbsp; 13728 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 3.071% | 5/15/51 | &nbsp;&nbsp; 7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5045 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.858% | 5/15/12 | &nbsp;&nbsp; 17290 | &nbsp;&nbsp; 14575 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.767% | 5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 2.437% | 4/1/40 | &nbsp;&nbsp; 5110 | &nbsp;&nbsp; 3676 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 2.562% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 3.504% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 4.454% | 4/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3539 |
|  | &nbsp;&nbsp;&nbsp;University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3753 |
|  | &nbsp;&nbsp;&nbsp;University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | 3.555% | 9/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14580 | &nbsp;&nbsp; 8913 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 4.794% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 3.354% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 2.439% | 8/15/49 | &nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp; 4185 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 2.256% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19425 | &nbsp;&nbsp; 11848 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 4.179% | 9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp; 2612 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 3.227% | 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;Utah GO | 4.554% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;Utah GO | 3.539% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | &nbsp;&nbsp;&nbsp;Washington GO | 5.140% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | &nbsp;&nbsp; 17995 | &nbsp;&nbsp; 16168 |
| **Total Taxable Municipal Bonds (Cost $2,099,314)** | **Total Taxable Municipal Bonds (Cost $2,099,314)** | **Total Taxable Municipal Bonds (Cost $2,099,314)** | **Total Taxable Municipal Bonds (Cost $2,099,314)** | **Total Taxable Municipal Bonds (Cost $2,099,314)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1827574** |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | Shares | 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> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $2,111,948)** | 4.334% | 21123629 | **2112151** |
| **Total Investments (100.1%) (Cost $315,216,722)** | **Total Investments (100.1%) (Cost $315,216,722)** | **Total Investments (100.1%) (Cost $315,216,722)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**278920088** |
| **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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(330145)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**278589943** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2022. |
| 2 | Securities with a value of $9,167,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 3 | U.S. government-guaranteed. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $1,170,223,000, representing 0.4% of net assets. |
| 8 | Guaranteed by the Government of Canada. |
| 9 | Guaranteed by the Federal Republic of Germany. |
| 10 | Guaranteed by the Government of Japan. |
| 11 | Guaranteed by the Republic of Austria. |
| 12 | Guaranteed by the Government of Mexico. |
| 13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 15 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 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. |

---

---

| |
|:---|
| 12M—12-month. |
| 1YR—1-year. |
| 6M—6-month. |
| CMT—Constant Maturing Treasury Rate. |
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| LIBOR—London Interbank Offered Rate. |
| Prere.—Prerefunded. |
| SO—Special Obligation. |
| UMBS—Uniform Mortgage-Backed Securities. |
| USD—U.S. dollar. |

---

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

------

Total Bond Market Index Fund

Statement of Assets and Liabilities

As of December 31, 2022

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $313,104,774) | &nbsp;&nbsp;276807937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $2,111,948) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112151 |
| Total Investments in Securities | 278920088 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10116 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73519 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;1178483 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744966 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200706 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 |
| **Total Assets** | &nbsp;&nbsp;**282128105** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;3268553 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232989 |
| Payables for Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32197 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**3538162** |
| **Net Assets** | **278589943** |

---

------

Total Bond Market Index Fund

---

| | |
|:---|:---|
| Statement of Assets and Liabilities (continued) | Statement of Assets and Liabilities (continued) |
| <br> **At December 31, 2022, net assets consisted of:** |  |
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| Paid-in Capital | 318400597 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(39810654) |
| **Net Assets** | **278589943** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 83,820,715 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**794534** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.48** |
| **ETF Shares—Net Assets** |  |
| **Applicable to 1,181,623,018 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**84879209** |
| **Net Asset Value Per Share—ETF Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$71.83** |
| **Admiral Shares—Net Assets** |  |
| **Applicable to 9,978,780,466 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**94588760** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.48** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 4,305,663,357 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**40813154** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.48** |
| **Institutional Plus Shares—Net Assets** |  |
| **Applicable to 3,024,548,576 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**28669541** |
| **Net Asset Value Per Share—Institutional Plus Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.48** |
| **Institutional Select Shares—Net Assets** |  |
| **Applicable to 3,043,035,479 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**28844745** |
| **Net Asset Value Per Share—Institutional Select Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.48** |

---

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

------

Total Bond Market Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2022 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;6981846 |
| Total Income | &nbsp;&nbsp;&nbsp;6981846 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2132 |
| &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;54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 |
| &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;4 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Shareholders' Reports—ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 |
| Shareholders' Reports—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| Shareholders' Reports—Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| Shareholders' Reports—Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104761 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(326) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104435 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**6877411** |
| **Realized Net Gain (Loss) on Investment Securities Sold<sup>1,2</sup>** | &nbsp;&nbsp;**(3152369)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | **(45359610)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **(41634568)** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $21,017,000, $535,000, $3,000, and ($594000), respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Includes ($5515000) 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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2022<br> ($000) | &nbsp;&nbsp;&nbsp;2021<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6877411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860234 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(3152369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720968 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(45359610) | &nbsp;&nbsp;&nbsp;&nbsp;(11638339) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;(41634568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5057137) |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28087) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2034249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1642578) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2499809) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2463222) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(1071561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1065496) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(776365) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(750059) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(679137) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(573990) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(7082897) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6523432) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378936) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ETF Shares | &nbsp;&nbsp;&nbsp;&nbsp;14259135 | &nbsp;&nbsp;&nbsp;&nbsp;18772123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;(4173267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106497) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(914912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1897280) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Plus Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2244342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4261911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3654537 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;10977505 | &nbsp;&nbsp;&nbsp;&nbsp;24723717 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;(37739960) | &nbsp;&nbsp;&nbsp;&nbsp;13143148 |
| **Net Assets** |  |  |
| **Beginning of Period** | **316329903** | &nbsp;&nbsp;&nbsp;**303186755** |
| **End of Period** | **278589943** | &nbsp;&nbsp;&nbsp;**316329903** |

---

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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** | &nbsp;&nbsp;&nbsp;**$10.75** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.279 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.296) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.474) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.205) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.017) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.247) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.291) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.280) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.291) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.283) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-13.25%** | &nbsp;&nbsp;&nbsp;**-1.77%** | &nbsp;&nbsp;&nbsp;**7.61%** | &nbsp;&nbsp;&nbsp;**8.61%** | &nbsp;&nbsp;&nbsp;**-0.13%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$795 | &nbsp;&nbsp;&nbsp;$1169 | &nbsp;&nbsp;&nbsp;$1606 | &nbsp;&nbsp;&nbsp;$1546 | &nbsp;&nbsp;&nbsp;$4250 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.15%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% | &nbsp;&nbsp;&nbsp;0.15% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;1.78% | &nbsp;&nbsp;&nbsp;2.15% | &nbsp;&nbsp;&nbsp;2.74% | &nbsp;&nbsp;&nbsp;2.68% |
| Portfolio Turnover Rate<sup>4,5</sup> | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% | &nbsp;&nbsp;&nbsp;31% | &nbsp;&nbsp;&nbsp;54% |

---

---

| | |
|:---|:---|
| 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 12%, 34%, 29%, 10%, and 13%, 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$84.77** | &nbsp;&nbsp;&nbsp;**$88.03** | &nbsp;&nbsp;&nbsp;**$83.71** | &nbsp;&nbsp;&nbsp;**$79.16** | &nbsp;&nbsp;&nbsp;**$81.46** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.209 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(12.903) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.280) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;(11.073) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.071) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.615) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.954) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.210) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.059) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.183) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.143) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.798) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.097) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.229) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$71.83** | &nbsp;&nbsp;&nbsp;**$84.77** | &nbsp;&nbsp;&nbsp;**$88.03** | &nbsp;&nbsp;&nbsp;**$83.71** | &nbsp;&nbsp;&nbsp;**$79.16** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.15%** | &nbsp;&nbsp;&nbsp;**-1.66%** | &nbsp;&nbsp;&nbsp;**7.71%** | &nbsp;&nbsp;&nbsp;**8.71%** | &nbsp;&nbsp;&nbsp;**-0.04%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$84879 | &nbsp;&nbsp;&nbsp;$84254 | &nbsp;&nbsp;&nbsp;$68245 | &nbsp;&nbsp;&nbsp;$48456 | &nbsp;&nbsp;&nbsp;$36528 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.03%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.035% | &nbsp;&nbsp;&nbsp;0.035% | &nbsp;&nbsp;&nbsp;0.035% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.41% | &nbsp;&nbsp;&nbsp;1.89% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;2.78% | &nbsp;&nbsp;&nbsp;2.79% |
| Portfolio Turnover Rate<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% | &nbsp;&nbsp;&nbsp;31% | &nbsp;&nbsp;&nbsp;54% |

---

---

| | |
|:---|:---|
| 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 12%, 34%, 29%, 10%, and 13%, 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** | &nbsp;&nbsp;&nbsp;**$10.75** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.290 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.297) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.007) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.212) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.259) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.302) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.290) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.246) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.236) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.278) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.302) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.293) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-13.16%** | &nbsp;&nbsp;&nbsp;**-1.67%** | &nbsp;&nbsp;&nbsp;**7.72%** | &nbsp;&nbsp;&nbsp;**8.71%** | &nbsp;&nbsp;&nbsp;**-0.03%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$94589 | &nbsp;&nbsp;&nbsp;$116295 | &nbsp;&nbsp;&nbsp;$120909 | &nbsp;&nbsp;&nbsp;$107098 | &nbsp;&nbsp;&nbsp;$88281 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.05%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% | &nbsp;&nbsp;&nbsp;0.05% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.38% | &nbsp;&nbsp;&nbsp;1.88% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;2.78% | &nbsp;&nbsp;&nbsp;2.78% |
| Portfolio Turnover Rate<sup>4,5</sup> | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% | &nbsp;&nbsp;&nbsp;31% | &nbsp;&nbsp;&nbsp;54% |

---

---

| | |
|:---|:---|
| 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 12%, 34%, 29%, 10%, and 13%, 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** | &nbsp;&nbsp;&nbsp;**$10.75** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.292 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.297) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.005) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.304) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.292) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.304) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.295) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.15%** | &nbsp;&nbsp;&nbsp;**-1.65%** | &nbsp;&nbsp;&nbsp;**7.74%** | &nbsp;&nbsp;&nbsp;**8.73%** | &nbsp;&nbsp;&nbsp;**-0.01%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$40813 | &nbsp;&nbsp;&nbsp;$49162 | &nbsp;&nbsp;&nbsp;$53018 | &nbsp;&nbsp;&nbsp;$47477 | &nbsp;&nbsp;&nbsp;$40728 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.035%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.035% | &nbsp;&nbsp;&nbsp;0.035% | &nbsp;&nbsp;&nbsp;0.035% | &nbsp;&nbsp;&nbsp;0.035% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.39% | &nbsp;&nbsp;&nbsp;1.90% | &nbsp;&nbsp;&nbsp;2.26% | &nbsp;&nbsp;&nbsp;2.79% | &nbsp;&nbsp;&nbsp;2.79% |
| Portfolio Turnover Rate<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% | &nbsp;&nbsp;&nbsp;31% | &nbsp;&nbsp;&nbsp;54% |

---

---

| | |
|:---|:---|
| 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 12%, 34%, 29%, 10%, and 13%, respectively, attributable to mortgage-dollar-roll activity. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Plus Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** | &nbsp;&nbsp;&nbsp;**$10.75** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.292 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.702) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.297) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.005) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.214) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.304) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.292) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.304) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.295) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.14%** | &nbsp;&nbsp;&nbsp;**-1.65%** | &nbsp;&nbsp;&nbsp;**7.74%** | &nbsp;&nbsp;&nbsp;**8.74%** | &nbsp;&nbsp;&nbsp;**-0.01%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$28670 | &nbsp;&nbsp;&nbsp;$36314 | &nbsp;&nbsp;&nbsp;$32910 | &nbsp;&nbsp;&nbsp;$23679 | &nbsp;&nbsp;&nbsp;$19399 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.03%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.03% | &nbsp;&nbsp;&nbsp;0.03% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.40% | &nbsp;&nbsp;&nbsp;1.90% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;&nbsp;2.80% |
| Portfolio Turnover Rate<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% | &nbsp;&nbsp;&nbsp;31% | &nbsp;&nbsp;&nbsp;54% |

---

---

| | |
|:---|:---|
| 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 12%, 34%, 29%, 10%, and 13%, 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 | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** | &nbsp;&nbsp;&nbsp;**$10.75** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.295 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.298) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.460) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.242) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.306) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.294) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.024) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.019) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.003) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.283) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.306) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.297) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.48** | &nbsp;&nbsp;&nbsp;**$11.19** | &nbsp;&nbsp;&nbsp;**$11.62** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$10.45** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.13%** | &nbsp;&nbsp;&nbsp;**-1.63%** | &nbsp;&nbsp;&nbsp;**7.76%** | &nbsp;&nbsp;&nbsp;**8.76%** | &nbsp;&nbsp;&nbsp;**0.01%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$28845 | &nbsp;&nbsp;&nbsp;$29135 | &nbsp;&nbsp;&nbsp;$26500 | &nbsp;&nbsp;&nbsp;$20401 | &nbsp;&nbsp;&nbsp;$14821 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.01%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;0.01% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.43% | &nbsp;&nbsp;&nbsp;1.92% | &nbsp;&nbsp;&nbsp;2.28% | &nbsp;&nbsp;&nbsp;2.81% | &nbsp;&nbsp;&nbsp;2.82% |
| Portfolio Turnover Rate<sup>3,4</sup> | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;79% | &nbsp;&nbsp;&nbsp;31% | &nbsp;&nbsp;&nbsp;54% |

---

---

| | |
|:---|:---|
| 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 12%, 34%, 29%, 10%, and 13%, 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, Insititutional 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.

Certain of the fund's investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), acts of terrorism, 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.

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 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 or short-term investments 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 December 31, 2022, counterparties had deposited in segregated accounts cash of $613,000 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 similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by 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 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

------

Total Bond Market Index Fund

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. 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.

5. 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.

6. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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 year ended December 31, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

7. 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) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

B. 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.

------

Total Bond Market Index Fund

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2022, the fund had contributed to Vanguard capital in the amount of $10,116,000, representing less than 0.01% of the fund's net assets and 4.05% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. The fund's custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2022, custodian fee offset arrangements reduced the fund's expenses by $326,000 (an annual rate of less than 0.01% of average net assets).

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

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments as of December 31, 2022, 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;184175971 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;184175971 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955711 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955711 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;74363516 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;74363516 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9485165 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9485165 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827574 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827574 |
| Temporary Cash Investments | 2112151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2112151 |
| Total | 2112151 | &nbsp;&nbsp;&nbsp;276807937 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;278920088 |

---

E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable in-kind redemptions were reclassified between the following accounts:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;&nbsp;12341 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(12341) |

---

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; and the treatment of

------

Total Bond Market Index Fund

amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18326 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;(2975489) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(36853491) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2022<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2021<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;6861002 | &nbsp;&nbsp;&nbsp;&nbsp;5863975 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659457 |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;7082897 | &nbsp;&nbsp;&nbsp;&nbsp;6523432 |

---

\* Includes short-term capital gains, if any.

As of December 31, 2022, 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;315773579 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570369 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(37423860) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(36853491) |

---

F. During the year ended December 31, 2022, the fund purchased $27,674,607,000 of investment securities and sold $19,551,486,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $101,549,752,000 and $98,235,651,000, respectively. Purchases and sales include $14,513,867,000 and $3,258,620,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2022, such purchases were $436,537,000 and sales were $719,164,000, resulting in net realized loss of $68,198,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9091 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 |
| Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;(294068) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28947) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(510240) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45279) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(211020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20701) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378936) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33700) |
| **ETF Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;18393282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240900 | &nbsp;&nbsp;&nbsp;&nbsp;26653952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310700 |
| 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;— |
| Redeemed | &nbsp;&nbsp;(4134147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53200) | &nbsp;&nbsp;&nbsp;&nbsp;(7881829) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92000) |
| Net Increase (Decrease)—ETF Shares | &nbsp;&nbsp;14259135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187700 | &nbsp;&nbsp;&nbsp;&nbsp;18772123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218700 |

---

------

Total Bond Market Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;17041384 | &nbsp;&nbsp;&nbsp;&nbsp;1697320 | &nbsp;&nbsp;&nbsp;&nbsp;21683837 | &nbsp;&nbsp;&nbsp;&nbsp;1914625 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;2234413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2217485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196508 |
| Redeemed | (23449064) | &nbsp;&nbsp;(2338020) | &nbsp;&nbsp;&nbsp;(24007819) | &nbsp;&nbsp;(2123226) |
| Net Increase (Decrease)—Admiral Shares | &nbsp;&nbsp;(4173267) | &nbsp;&nbsp;&nbsp;&nbsp;(416003) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12093) |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;9168817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921252 | &nbsp;&nbsp;&nbsp;&nbsp;11723944 | &nbsp;&nbsp;&nbsp;&nbsp;1035972 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;1006172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88861 |
| Redeemed | (11089901) | &nbsp;&nbsp;&nbsp;(1111049) | &nbsp;&nbsp;(14624003) | &nbsp;&nbsp;(1293919) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(914912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88592) | &nbsp;&nbsp;&nbsp;&nbsp;(1897280) | &nbsp;&nbsp;&nbsp;&nbsp;(169086) |
| **Institutional Plus Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;7458042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742228 | &nbsp;&nbsp;&nbsp;&nbsp;12467975 | &nbsp;&nbsp;&nbsp;&nbsp;1103097 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63016 |
| Redeemed | (10438681) | &nbsp;&nbsp;&nbsp;(1037562) | &nbsp;&nbsp;&nbsp;&nbsp;(8499293) | &nbsp;&nbsp;&nbsp;&nbsp;(752885) |
| Net Increase (Decrease)—Institutional Plus Shares | &nbsp;&nbsp;(2244342) | &nbsp;&nbsp;&nbsp;&nbsp;(221326) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413228 |
| **Institutional Select Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;7543651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6084542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538527 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50872 |
| Redeemed | &nbsp;&nbsp;(3960877) | &nbsp;&nbsp;&nbsp;&nbsp;(382916) | &nbsp;&nbsp;&nbsp;&nbsp;(3003995) | &nbsp;&nbsp;&nbsp;&nbsp;(266139) |
| Net Increase (Decrease)—Institutional Select Shares | &nbsp;&nbsp;&nbsp;&nbsp;4261911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3654537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323260 |

---

H. Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements.

------

#### Report of Independent Registered

#### Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Total Bond ‎Market Index Fund

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of ‎investments, of Vanguard Total Bond Market Index Fund (one of the funds constituting Vanguard Bond ‎Index Funds, referred to hereafter as the "Fund") as of December 31, 2022, the related statement of ‎operations for the year ended December 31, 2022, the statement of changes in net assets for each of the ‎two years in the period ended December 31, 2022, including the related notes, and the financial highlights ‎for each of the five years in the period ended December 31, 2022 (collectively referred to as the "financial ‎statements"). In our opinion, the financial statements present fairly, in all material respects, the financial ‎position of the Fund as of December 31, 2022, the results of its operations for the year then ended, the ‎changes in its net assets for each of the two years in the period ended December 31, 2022 and the ‎financial highlights for each of the five years in the period ended December 31, 2022 in conformity with ‎accounting principles generally accepted in the United States of America. ‎

#### Basis for Opinion
These financial statements are the responsibility of the Fund's management. Our responsibility is to ‎express an opinion on the Fund's financial statements based on our audits. We are a public accounting ‎firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are ‎required to be independent with respect to the Fund in accordance with the U.S. federal securities laws ‎and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. ‎

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. ‎Those standards require that we plan and perform the audit to obtain reasonable assurance about whether ‎the financial statements are free of material misstatement, whether due to error or fraud. ‎

Our audits included performing procedures to assess the risks of material misstatement of the financial ‎statements, whether due to error or fraud, and performing procedures that respond to those risks. Such ‎procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the ‎financial statements. Our audits also included evaluating the accounting principles used and significant ‎estimates made by management, as well as evaluating the overall presentation of the financial ‎statements. Our procedures included confirmation of securities owned as of December 31, 2022 by ‎correspondence with the custodian, transfer agent and brokers; when replies were not received from ‎brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis ‎for our opinion.‎

/s/PricewaterhouseCoopers LLP<br> Philadelphia, Pennsylvania<br> February 15, 2023

We have served as the auditor of one or more investment companies in The Vanguard Group of Funds ‎since 1975.

------

Tax information (unaudited)

The fund hereby designates $2,384,674,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The fund distributed $221,895,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

The fund hereby designates 100%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income dividends eligible to be treated as interest income for purposes of section 163(j) and the regulations thereunder for the fiscal year.

The fund hereby designates 91.3%, or if subsequently determined to be different, the maximum percentage allowable by law, as interest-related dividends eligible for exemption from U.S. withholding tax for nonresident alien shareholders.

------

"Bloomberg<sup>®</sup>" and Bloomberg U.S. Aggregate Float Adjusted Index are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL), the administrator of the index (collectively, Bloomberg), and have been licensed for use for certain purposes by The Vanguard Group, Inc. (Vanguard).

The Total Bond Market Index Fund is not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Total Bond Market Index Fund or any member of the public regarding the advisability of investing in securities generally or in the Total Bond Market Index Fund particularly. The only relationship of Bloomberg to Vanguard is the licensing of certain trademarks, trade names and service marks and of the Bloomberg U.S. Aggregate Float Adjusted Index, which is determined, composed and calculated by BISL without regard to Vanguard or the Total Bond Market Index Fund. Bloomberg has no obligation to take the needs of Vanguard or the owners of the Total Bond Market Index Fund into consideration in determining, composing or calculating the Bloomberg U.S. Aggregate Float Adjusted Index. Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Total Bond Market Index Fund to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to Total Bond Market Index Fund customers, in connection with the administration, marketing or trading of the Total Bond Market Index Fund.

BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY VANGUARD, OWNERS OF THE TOTAL BOND MARKET INDEX FUND OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES—WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE—ARISING IN CONNECTION WITH THE TOTAL BOND MARKET INDEX FUND OR BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA OR VALUES RELATING THERETO—WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.© 2023 Bloomberg.

Used with Permission. Source: Bloomberg Index Services Limited. Copyright 2023, Bloomberg. All rights reserved.

------

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------

The People Who Govern Your Fund

The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund's trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.

A majority of Vanguard's board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 206 Vanguard funds.

Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the *Statement of Additional Information*, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.

#### Interested Trustee<sup>1</sup>

#### Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018–present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Member of the board of governors of the Investment Company Institute and the board of governors of FINRA. Trustee and vice chair of The Shipley School.

#### Independent Trustees

#### Tara Bunch
Born in 1962. Trustee since November 2021. Principal occupation(s) during the past five years and other experience: head of global operations at Airbnb (2020–present). Vice president of AppleCare (2012–2020). Member of the board of directors of Out & Equal (2002–2006), the advisory board of the University of California, Berkeley School of Engineering (2020–present), and the advisory board of Santa Clara University's Leavey School of Business (2018–present).

#### Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Member of the board of directors of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, Roberts Wesleyan College, and the Rochester Philharmonic Orchestra. Trustee of the University of Rochester.

F. Joseph Loughrey

Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services). Director of the V Foundation. Member of the advisory council for the College of Arts and Letters at the University of Notre Dame. Chairman of the board of Saint Anselm College.

#### Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM's Retirement Plan Committee (2004–2013), senior vice president and general

manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.

#### Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: adjunct professor of finance at the University of Notre Dame (2020–present). Chief investment officer (retired 2020) and vice president (retired 2020) of the University of Notre Dame. Assistant professor (retired June 2020) of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Member of the board of Catholic Investment Services, Inc. (investment advisors), the board of superintendence of the Institute for the Works of Religion, and the board of directors of Paxos Trust Company (finance).

#### Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chief executive officer of Purposeful (advisory firm for CEOs and C-level executives; 2021–present). Board chair (2020), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of the Guardian Life Insurance Company of America. Member of the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, and the NewYork-Presbyterian Hospital.

#### André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Member of the board (2018–present) of RIT Capital Partners (investment firm). Member of the investment committee of Partners Health Care System.

#### Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Colin W. Brown Distinguished Professor of the Practice of Law (2021–present), professor (2020–present), Distinguished Fellow of the Global Financial Markets Center (2020–present), and Rubenstein Fellow (2017–2020) at Duke University. Trustee (2017–present) of Amherst College and member of Amherst College Investment Committee (2019–present). Member of the Regenerative Crisis Response Committee (2020–present).

#### David A. Thomas
Born in 1956. Trustee since July 2021. Principal occupation(s) during the past five years and other experience: president of Morehouse College (2018–present). Professor of business administration, emeritus at Harvard University (2017–2018). Dean (2011–2016) and professor of management (2016–2017) at the Georgetown University McDonough School of Business. Director of DTE Energy Company (2013–present). Trustee of Common Fund (2019–present).

1 Mr. Buckley is considered an "interested person," as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.

------

#### Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Member of the BMW Group Mobility Council.

#### Executive Officers

#### Jacqueline Angell
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer ‎‎(November 2022–present) of Vanguard and of each of the investment companies served by Vanguard. Chief compliance officer (2018–2022) ‎and deputy chief compliance officer (2017–2019) of State Street Corporation.

#### Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2021–present) and treasurer (2017–2022) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).

#### John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Special assistant to the President of the United States (2015).

#### Ashley Grim
Born in 1984. Principal occupation(s) during the past five years and other experience: treasurer (February 2022–present) of each of the ‎investment companies served by Vanguard. Fund transfer agent controller (2019–2022) and

director of Audit Services (2017–2019) at ‎Vanguard. Senior manager (2015–2017) at PriceWaterhouseCoopers (audit and assurance, consulting, and tax services).

#### Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.

#### Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express. Nonexecutive director of the board of National Grid (energy).

#### Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.

#### Vanguard Senior Management Team

---

| | |
|:---|:---|
| **Matthew Benchener** | **Thomas M. Rampulla** |
| **Joseph Brennan** | **Karin A. Risi** |
| **Mortimer J. Buckley** | **Anne E. Robinson** |
| **Gregory Davis** | **Michael Rollings** |
| **John James** | **Nitin Tandon** |
| **Chris D. McIsaac** | **Lauren Valente** |

---

------

![](tm231735d3_tbdminq840img05.jpg)

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

#### Fund Information > 800-662-7447

#### Direct Investor Account Services > 800-662-2739

#### Institutional Investor Services > 800-523-1036

#### Text Telephone for People<br> Who Are Deaf or Hard of Hearing > 800-749-7273
This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund's current prospectus.

All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.

You can obtain a free copy of Vanguard's proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC's website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.

You can review information about your fund on the SEC's website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.© 2023 The Vanguard Group, Inc.<br> All rights reserved.<br> U.S. Patent No. 6,879,964.<br> Vanguard Marketing Corporation, Distributor.

Q840 022023

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![](tm231735d3_tbdm2inq6350img01.jpg)

#### Annual Report \| December 31, 2022

## Vanguard Total Bond Market II Index Fund

------

*Contents*

---

| | |
|:---|:---|
| Your Fund's Performance at a Glance<br>| 1 |
| About Your Fund's Expenses<br>| 2 |
| Performance Summary<br>| 3 |
| Financial Statements<br>| 5 |

---

Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

------

Your Fund's Performance at a Glance

• Despite some relief in midsummer and late fall, the 12 months ended December 31, 2022, were a volatile, challenging period for financial markets. Vanguard Total Bond Market II Index Fund returned –13.19% for
Investor Shares and –13.12% for Institutional Shares. The fund's benchmark, the Bloomberg U.S. Aggregate Float Adjusted Index, returned –13.07%.

• Overall, the economic backdrop deteriorated as inflation soared to multidecade highs, driven by government spending during the pandemic as well as higher energy and food prices in the wake of Russia's invasion
of Ukraine. That prompted aggressive tightening by many central banks to bring inflation back in check, which weighed on bond prices and increased fears of recession.

• With yields rising and prices falling, U.S. Treasuries posted a return of –12.46%. Returns were higher for mortgage-backed bonds (–11.81%) and lower for corporate bonds (–15.76%), as measured by
components of the Bloomberg U.S. Aggregate Bond Index.

• By credit quality, lower-rated investment-grade bonds generally fared worse than higher-rated ones; by maturity, longer-dated bonds trailed bonds with shorter maturities.

• For the 10 years ended December 31, the fund recorded an average annual return of nearly 1%, in line with its benchmark index.

*Market Barometer*

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;One Year | &nbsp;&nbsp;&nbsp;&nbsp;Three Years | &nbsp;&nbsp;&nbsp;&nbsp;Five Years |
| **Stocks** |  |  |  |
| Russell 1000 Index (Large-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.35% | &nbsp;&nbsp;&nbsp;&nbsp;9.13% |
| Russell 2000 Index (Small-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-20.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.10 | &nbsp;&nbsp;&nbsp;&nbsp;4.13 |
| Russell 3000 Index (Broad U.S. market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.07 | &nbsp;&nbsp;&nbsp;&nbsp;8.79 |
| FTSE All-World ex US Index (International) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-15.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61 | &nbsp;&nbsp;&nbsp;&nbsp;1.28 |
| **Bonds** |  |  |  |
| Bloomberg U.S. Aggregate Float Adjusted Index<br> (Broad taxable market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-13.07% | &nbsp;&nbsp;&nbsp;&nbsp;-2.67% | &nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Bloomberg Municipal Bond Index<br> (Broad tax-exempt market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-8.53 | &nbsp;&nbsp;&nbsp;&nbsp;-0.77 | &nbsp;&nbsp;&nbsp;&nbsp;1.25 |
| FTSE Three-Month U.S. Treasury Bill Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70 | &nbsp;&nbsp;&nbsp;&nbsp;1.24 |
| **CPI** |  |  |  |
| Consumer Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;3.78% |

---

------

About Your Fund's Expenses

As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund's gross income, directly reduce the investment return of the fund.

A fund's expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The accompanying table illustrates your fund's costs in two ways:

**•** **Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The "Ending Account Value" shown is derived from the fund's actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.** 

To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading "Expenses Paid During Period."

**•** **Based on hypothetical 5% yearly return. This section is intended to help you compare your fund's costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund's actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.** 

Note that the expenses shown in the table are meant to highlight and help you compare *ongoing* costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a "sales load."

The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

You can find more information about the fund's expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund's current prospectus.

---

| | | | |
|:---|:---|:---|:---|
| **Six Months Ended December 31, 2022** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning<br> Account Value<br> 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Ending<br> Account Value<br> 12/31/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Expenses<br> Paid During<br> Period |
| **Based on Actual Fund Return** | **Based on Actual Fund Return** | **Based on Actual Fund Return** | **Based on Actual Fund Return** |
| Total Bond Market II Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$969.30 | &nbsp;&nbsp;&nbsp;&nbsp;$0.45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10 |
| **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** | **Based on Hypothetical 5% Yearly Return** |
| Total Bond Market II Index Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1024.75 | &nbsp;&nbsp;&nbsp;&nbsp;$0.46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025.10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.10 |

---

The calculations are based on expenses incurred in the most recent six-month period. The fund's annualized six-month expense ratios for that period are 0.09% for Investor Shares and 0.02% for Institutional Shares. The dollar amounts shown as "Expenses Paid" are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/365).

------

Total Bond Market II Index Fund

Performance Summary

**All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor's shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.** 

#### Cumulative Performance: December 31, 2012, Through December 31, 2022
Initial Investment of $10,000

![](tm231735d3_tbdm2inq6350img01.gif)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| ![](tm231735d3_tbdm2inq6350img02.jpg) | &nbsp;&nbsp;&nbsp;Total Bond Market II Index Fund Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.19% | &nbsp;&nbsp;&nbsp;&nbsp;-0.13% | &nbsp;&nbsp;&nbsp;&nbsp;0.91% | &nbsp;&nbsp;&nbsp;&nbsp;$10949 |
| ![](tm231735d3_tbdm2inq6350img04.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11130 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $5,000,000<br> Investment |
| Total Bond Market II Index Fund Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;-13.12% | &nbsp;&nbsp;&nbsp;&nbsp;-0.06% | &nbsp;&nbsp;&nbsp;&nbsp;0.98% | &nbsp;&nbsp;&nbsp;&nbsp;$5511770 |
| Bloomberg U.S. Aggregate Float Adjusted Index | &nbsp;&nbsp;&nbsp;&nbsp;-13.07 | &nbsp;&nbsp;&nbsp;&nbsp;0.06 | &nbsp;&nbsp;&nbsp;&nbsp;1.08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564805 |

---

See Financial Highlights for dividend and capital gains information.

------

Total Bond Market II Index Fund

Fund Allocation

As of December 31, 2022

---

| | |
|:---|:---|
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;2.4% |
| Corporate Bonds | 26.6 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;3.3 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;0.7 |
| U.S. Government and Agency Obligations | 67.0 |

---

The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.

The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.

------

Total Bond Market II Index Fund

Financial Statements

Schedule of Investments

As of December 31, 2022

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.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (66.4%)** | **U.S. Government and Agency Obligations (66.4%)** | **U.S. Government and Agency Obligations (66.4%)** | **U.S. Government and Agency Obligations (66.4%)** | **U.S. Government and Agency Obligations (66.4%)** | **U.S. Government and Agency Obligations (66.4%)** |
| **U.S. Government Securities (45.1%)** | **U.S. Government Securities (45.1%)** | **U.S. Government Securities (45.1%)** | **U.S. Government Securities (45.1%)** | **U.S. Government Securities (45.1%)** | **U.S. Government Securities (45.1%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 12/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;120690 | &nbsp;&nbsp; 116032 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 12/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;140863 | &nbsp;&nbsp; 137451 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 12/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;628073 | &nbsp;&nbsp; 615315 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.125% | 1/15/24 | &nbsp;&nbsp; 749478 | &nbsp;&nbsp; 714580 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;304596 | &nbsp;&nbsp; 292174 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 1/31/24 | &nbsp;&nbsp; 217225 | &nbsp;&nbsp; 211489 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80803 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.125% | 2/15/24 | 1009475 | &nbsp;&nbsp; 959001 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68566 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;153000 | &nbsp;&nbsp; 148530 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;182842 | &nbsp;&nbsp; 178071 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;693961 | &nbsp;&nbsp; 657962 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 3/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;150020 | &nbsp;&nbsp; 145308 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 3/31/24 | &nbsp;&nbsp; 92411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89653 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;429583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406493 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;280940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271063 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;314542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304565 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 4/30/24 | &nbsp;&nbsp; 510155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495647 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;655075 | &nbsp;&nbsp; 616589 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 5/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;244143 | &nbsp;&nbsp; 235217 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/31/24 | &nbsp;&nbsp; 218745 | &nbsp;&nbsp; 212148 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;675922 | &nbsp;&nbsp; 634416 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;354810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340063 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;186685 | &nbsp;&nbsp; 179451 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 6/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp; 195188 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;521835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488731 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;341670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326775 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;195665 | &nbsp;&nbsp; 188205 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;122000 | &nbsp;&nbsp; 118969 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;430185 | &nbsp;&nbsp; 401887 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;141900 | &nbsp;&nbsp; 136911 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 8/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;135000 | &nbsp;&nbsp; 127807 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;839615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782285 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64430 | &nbsp;&nbsp; 61168 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21334 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 10/15/24 | 1530945 | &nbsp;&nbsp;&nbsp;&nbsp;1429281 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;136061 | &nbsp;&nbsp; 128875 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;359393 | &nbsp;&nbsp; 345074 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 10/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;198446 | &nbsp;&nbsp; 197857 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 11/15/24 | &nbsp;&nbsp; 1187563 | &nbsp;&nbsp; 1108516 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;483372 | &nbsp;&nbsp; 464188 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 11/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;702564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664691 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 11/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;141200 | &nbsp;&nbsp; 135133 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25004 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.000% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;434107 | &nbsp;&nbsp; 406161 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 1/15/25 | &nbsp;&nbsp; 1687710 | &nbsp;&nbsp;&nbsp;&nbsp;1578800 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;262225 | &nbsp;&nbsp; 252105 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/15/25 | &nbsp;&nbsp; 1387410 | &nbsp;&nbsp;&nbsp;&nbsp;1305466 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;212509 | &nbsp;&nbsp; 202182 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/28/25 | 1024610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956249 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;333477 | &nbsp;&nbsp; 322118 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 3/15/25 | 1764694 | &nbsp;&nbsp;&nbsp;&nbsp;1666809 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 3/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;840989 | &nbsp;&nbsp; 772133 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;759999 | &nbsp;&nbsp; 731143 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;603909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551067 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 4/30/25 | &nbsp;&nbsp; 267029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258350 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;256221 | &nbsp;&nbsp; 243410 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;656175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632389 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 5/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;481780 | &nbsp;&nbsp; 437065 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/31/25 | &nbsp;&nbsp; 174085 | &nbsp;&nbsp; 168264 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;550220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531564 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;441568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399895 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;179285 | &nbsp;&nbsp; 172618 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 7/15/25 | 1409149 | &nbsp;&nbsp;&nbsp;&nbsp;1364673 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;480550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433546 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;233510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225556 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;189083 | &nbsp;&nbsp; 178476 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/25 | 1421795 | &nbsp;&nbsp;&nbsp;&nbsp;1380252 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.875% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43258 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 8/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;466895 | &nbsp;&nbsp; 419695 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;186630 | &nbsp;&nbsp; 179340 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 9/15/25 | 1012503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991937 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 9/30/25 | &nbsp;&nbsp; 307661 | &nbsp;&nbsp; 276174 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92606 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 10/15/25 | 1616645 | &nbsp;&nbsp; 1615382 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.250% | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;476593 | &nbsp;&nbsp; 426104 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp; 144867 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;434690 | &nbsp;&nbsp; 411325 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 11/15/25 | 1512954 | &nbsp;&nbsp; 1522410 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;422280 | &nbsp;&nbsp; 377677 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;226497 | &nbsp;&nbsp; 217897 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;433785 | &nbsp;&nbsp; 431074 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;304190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271680 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;813300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723329 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;534932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494561 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;726471 | &nbsp;&nbsp; 647127 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32333 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;514584 | &nbsp;&nbsp; 461196 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 3/31/26 | &nbsp;&nbsp; 287794 | &nbsp;&nbsp; 271156 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;311694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278577 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp; 136934 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;534497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491988 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;431045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384371 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.125% | 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;238579 | &nbsp;&nbsp; 223109 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;464552 | &nbsp;&nbsp; 415193 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;283440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262891 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;594787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525364 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp; 260718 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;579832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528462 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.750% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9533 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88294 | &nbsp;&nbsp; 78154 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;240805 | &nbsp;&nbsp; 218230 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 9/30/26 | &nbsp;&nbsp; 374245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332259 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51403 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 10/31/26 | &nbsp;&nbsp; 407235 | &nbsp;&nbsp; 364157 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;291090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265620 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;366562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338783 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.500% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36215 | &nbsp;&nbsp; 39135 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59560 | &nbsp;&nbsp; 53418 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;180570 | &nbsp;&nbsp; 164629 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;386615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346081 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;221253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202481 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;820357 | &nbsp;&nbsp; 740372 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16056 | &nbsp;&nbsp; 14932 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.625% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43225 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;232870 | &nbsp;&nbsp; 207000 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51676 | &nbsp;&nbsp; 47316 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;398965 | &nbsp;&nbsp; 346164 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;963245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903795 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;773350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665685 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;218435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206933 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40099 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;486412 | &nbsp;&nbsp; 417022 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;404475 | &nbsp;&nbsp; 381218 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;438125 | &nbsp;&nbsp; 374665 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;214326 | &nbsp;&nbsp; 207159 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 7/31/27 | &nbsp;&nbsp; 403115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341955 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4843 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;342539 | &nbsp;&nbsp; 316795 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.375% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp; 7479 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;549230 | &nbsp;&nbsp; 467446 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;399085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383870 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.375% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;754655 | &nbsp;&nbsp; 635915 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;496756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498464 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.500% | 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;908957 | &nbsp;&nbsp; 768495 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;666439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668730 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;192761 | &nbsp;&nbsp; 177581 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.125% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60770 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 11/30/27 | 1040670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883757 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 11/30/27 | &nbsp;&nbsp; 347155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345202 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;840335 | &nbsp;&nbsp; 711790 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;375895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373781 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.750% | 1/31/28 | &nbsp;&nbsp; 1113165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946538 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;182470 | &nbsp;&nbsp; 171465 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;786310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680527 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 3/31/28 | 1150894 | &nbsp;&nbsp;&nbsp;&nbsp;1000199 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;789609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684986 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;181973 | &nbsp;&nbsp; 171680 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;751770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650751 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 6/30/28 | &nbsp;&nbsp; 744896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643753 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.000% | 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;734818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624366 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;485152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456725 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.500% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48687 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;681390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582056 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;660660 | &nbsp;&nbsp; 567342 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;555620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479570 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;280130 | &nbsp;&nbsp; 267043 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.250% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76342 | &nbsp;&nbsp; 80767 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;585700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508461 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;594900 | &nbsp;&nbsp; 512915 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;659690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579393 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76983 | &nbsp;&nbsp; 71173 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52279 | &nbsp;&nbsp; 55416 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;658800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583553 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 3/31/29 | &nbsp;&nbsp; 1075745 | &nbsp;&nbsp; 978760 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;539175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504803 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;491385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456220 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;359400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343732 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;826337 | &nbsp;&nbsp; 760875 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71722 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.125% | 8/15/29 | &nbsp;&nbsp; 37930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42333 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/31/29 | &nbsp;&nbsp; 417005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395829 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;623750 | &nbsp;&nbsp; 618974 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;793220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793344 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40092 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;639984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635484 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp; 218763 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.500% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;498597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424587 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;695552 | &nbsp;&nbsp; 550138 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 6.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73426 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.625% | 8/15/30 | &nbsp;&nbsp; 874646 | &nbsp;&nbsp; 688101 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 0.875% | 11/15/30 | &nbsp;&nbsp; 1087583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869047 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;755737 | &nbsp;&nbsp; 615571 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.375% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13675 | &nbsp;&nbsp; 14983 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 5/15/31 | 1028824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865337 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 8/15/31 | 1071026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869037 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 11/15/31 | 1189666 | &nbsp;&nbsp; 967905 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/32 | 1066492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903852 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/32 | 1315032 | &nbsp;&nbsp; 1211473 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/32 | 1078594 | &nbsp;&nbsp; 981015 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.125% | 11/15/32 | 1173925 | &nbsp;&nbsp; 1197403 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;105143 | &nbsp;&nbsp; 112043 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.750% | 2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;151425 | &nbsp;&nbsp; 165337 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 5.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;153657 | &nbsp;&nbsp; 171448 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;284635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298289 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91579 | &nbsp;&nbsp; 97288 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.500% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73194 | &nbsp;&nbsp; 68768 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 5/15/39 | &nbsp;&nbsp; 97867 | &nbsp;&nbsp; 100742 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.500% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;100656 | &nbsp;&nbsp; 106648 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;130905 | &nbsp;&nbsp; 136468 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.625% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91073 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;388410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243302 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20096 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/15/40 | &nbsp;&nbsp; 453110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281849 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63723 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 11/15/40 | &nbsp;&nbsp; 537870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349784 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.250% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93892 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;605551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428049 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.750% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85602 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 5/15/41 | &nbsp;&nbsp; 557241 | &nbsp;&nbsp; 418889 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.375% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93305 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.750% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;714919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489608 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.750% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95310 | &nbsp;&nbsp; 90515 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;621478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444259 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 11/15/41 | &nbsp;&nbsp; 113056 | &nbsp;&nbsp; 97617 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;466475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356052 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 2/15/42 | &nbsp;&nbsp; 128742 | &nbsp;&nbsp; 110899 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;118000 | &nbsp;&nbsp; 99194 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.250% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;562325 | &nbsp;&nbsp; 493177 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/42 | &nbsp;&nbsp; 147528 | &nbsp;&nbsp; 118691 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;709379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634229 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;243319 | &nbsp;&nbsp; 195264 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/42 | &nbsp;&nbsp; 218116 | &nbsp;&nbsp; 213754 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;204159 | &nbsp;&nbsp; 174077 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;328720 | &nbsp;&nbsp; 268318 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.625% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;229652 | &nbsp;&nbsp; 211172 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.750% | 11/15/43 | &nbsp;&nbsp; 257806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241492 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.625% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;253494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232660 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;294400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259348 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 8/15/44 | &nbsp;&nbsp; 311149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262630 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;285089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235332 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;494882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372785 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;148154 | &nbsp;&nbsp; 122018 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;215506 | &nbsp;&nbsp; 173550 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;132327 | &nbsp;&nbsp; 108818 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;372758 | &nbsp;&nbsp; 278811 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.500% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;451638 | &nbsp;&nbsp;&nbsp; 337176 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/46 | &nbsp;&nbsp; 493743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349786 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 11/15/46 | &nbsp;&nbsp; 274675 | &nbsp;&nbsp; 220126 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;196279 | &nbsp;&nbsp; 160704 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;223251 | &nbsp;&nbsp; 182787 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;304418 | &nbsp;&nbsp;&nbsp; 237874 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;310732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242759 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;375470 | &nbsp;&nbsp; 307944 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.125% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;411233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345950 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;454182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372997 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.375% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;336303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296892 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;362173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298566 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;428731 | &nbsp;&nbsp; 345195 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;354020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249252 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;260699 | &nbsp;&nbsp; 188966 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;471024 | &nbsp;&nbsp; 311686 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 5/15/50 | &nbsp;&nbsp; 593574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320066 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;651075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362567 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.625% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;655335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390948 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 2/15/51 | &nbsp;&nbsp; 741990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472323 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.375% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;756455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543702 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.000% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;723292 | &nbsp;&nbsp; 474321 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.875% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;681835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433072 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.250% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;644658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449750 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;761161 | &nbsp;&nbsp; 611307 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;582387 | &nbsp;&nbsp; 482107 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 4.000% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;644625 | &nbsp;&nbsp; 647445 |
|  |  |  |  |  | &nbsp;&nbsp;**103701138** |
| **Agency Bonds and Notes (1.0%)** | **Agency Bonds and Notes (1.0%)** | **Agency Bonds and Notes (1.0%)** | **Agency Bonds and Notes (1.0%)** | **Agency Bonds and Notes (1.0%)** | **Agency Bonds and Notes (1.0%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AID-Israel | 5.500% | 4/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp; 5616 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AID-Israel | 5.500% | 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AID-Jordan | 3.000% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp; 4168 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.900% | 1/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13443 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.250% | 2/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21223 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 5/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14980 | &nbsp;&nbsp; 14569 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42008 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.625% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16085 | &nbsp;&nbsp; 15615 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.100% | 6/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32236 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 3.375% | 8/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48962 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 9/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46203 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 0.875% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 | &nbsp;&nbsp; 9815 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.500% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46922 | &nbsp;&nbsp; 46810 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.625% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9009 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 1.125% | 1/6/25 | &nbsp;&nbsp; 11170 | &nbsp;&nbsp; 10446 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 1.750% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19410 | &nbsp;&nbsp; 18350 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 2.510% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp; 8801 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks | 4.250% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 15457 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.500% | 2/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43472 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.125% | 2/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21803 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28739 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.875% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 | &nbsp;&nbsp; 5766 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.125% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32452 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 4.875% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 16025 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.750% | 6/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28544 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.000% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23398 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19940 | &nbsp;&nbsp; 18952 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 5.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp; 1601 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 2.875% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24420 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.500% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33250 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 4.500% | 10/3/24 | &nbsp;&nbsp; 37250 | &nbsp;&nbsp; 37158 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.000% | 12/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp; 19612 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 0.500% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39015 | &nbsp;&nbsp; 35718 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 0.375% | 9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp; 7211 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 1.250% | 12/21/26 | &nbsp;&nbsp; 67100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59890 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19510 | &nbsp;&nbsp; 18711 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 3.250% | 11/16/28 | &nbsp;&nbsp; 62745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60056 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | 5.500% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21150 | &nbsp;&nbsp; 23167 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56432 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48863 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;108000 | &nbsp;&nbsp; 97072 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15573 | &nbsp;&nbsp; 17871 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52986 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40678 | &nbsp;&nbsp; 47039 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.500% | 2/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45214 | &nbsp;&nbsp; 44103 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.750% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39348 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.625% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8467 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.625% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36900 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.625% | 1/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40855 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.625% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp; 2018 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.500% | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23666 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.375% | 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78003 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.500% | 11/7/25 | &nbsp;&nbsp; 101800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91469 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 2.125% | 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39504 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 1.875% | 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30435 | &nbsp;&nbsp; 27968 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.750% | 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84295 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.250% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48597 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 7.125% | 1/15/30 | &nbsp;&nbsp; 17956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21056 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 7.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53431 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 0.875% | 8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;121835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95545 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.625% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64660 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 5.625% | 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 | &nbsp;&nbsp; 3747 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | 6.210% | 8/6/38 | &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;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 3.550% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16425 | &nbsp;&nbsp; 16155 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 2.450% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4759 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 1.750% | 11/15/24 | &nbsp;&nbsp; 3115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2941 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 3.250% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp; 3129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | 1.400% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp; 7935 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 2.875% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12231 | &nbsp;&nbsp; 11851 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 0.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2748 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 6.750% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20794 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 2.875% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24488 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 7.125% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp; 11232 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 1.500% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp; 10755 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.700% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6382 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.650% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.880% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12795 | &nbsp;&nbsp; 14098 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 6.150% | 1/15/38 | &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;&nbsp;&nbsp;&nbsp;&nbsp;755 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp; 1513 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.250% | 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23705 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 3.500% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.875% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14320 | &nbsp;&nbsp; 14011 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.250% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9283 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 5.375% | 4/1/56 | &nbsp;&nbsp; 17860 | &nbsp;&nbsp; 18993 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.625% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | 4.250% | 9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6972 |
|  |  |  |  |  | **2270981** |
| **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** | **Conventional Mortgage-Backed Securities (20.3%)** |  |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | 6.000% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | 6.500% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 2.000% | 1/1/28–<br> 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15619 | &nbsp;&nbsp; 14418 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 2.500% | 4/1/27–<br> 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;236412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220290 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.000% | 10/1/26–<br> 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;781173 | &nbsp;&nbsp; 711543 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 3.500% | 9/1/25–<br> 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;784849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732451 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.000% | 5/1/23–<br> 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;479829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462059 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 4.500% | 3/1/23–<br> 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;230160 | &nbsp;&nbsp; 227256 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.000% | 3/1/23–<br> 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83962 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 5.500% | 1/1/23–<br> 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53415 | &nbsp;&nbsp; 54146 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 6.000% | 1/1/24–<br> 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26211 | &nbsp;&nbsp; 27468 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 7.000% | 3/1/26–<br> 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 7.500% | 4/1/27–<br> 2/1/32 | &nbsp;&nbsp;&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;&nbsp;22 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 8.000% | 1/1/27–<br> 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | 8.500% | 6/1/25 | &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;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.000% | 1/15/26–<br> 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 3.500% | 11/15/25–<br> 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54940 | &nbsp;&nbsp; 51574 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.000% | 6/15/24–<br> 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 4.500% | 10/15/24–<br> 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53003 | &nbsp;&nbsp; 52911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 5.000% | 12/15/32–<br> 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29377 | &nbsp;&nbsp; 30142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 5.500% | 9/15/40–<br> 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 6.000% | 12/15/29–<br> 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp; 1103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 6.500% | 5/15/24–<br> 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 7.000% | 7/15/23–<br> 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp; 198 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 7.500% | 12/15/23 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | 8.000% | 6/15/25–<br> 1/15/27 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 1.500% | 3/20/51–<br> 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53904 | &nbsp;&nbsp; 43188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.000% | 8/20/50–<br> 4/20/52 | &nbsp;&nbsp; 2176512 | &nbsp;&nbsp; 1827122 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 2.500% | 6/20/27–<br> 1/15/53 | 2212330 | &nbsp;&nbsp;&nbsp;&nbsp;1928973 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.000% | 10/20/26–<br> 1/15/53 | 2199500 | &nbsp;&nbsp;&nbsp;&nbsp;1980327 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 3.500% | 9/20/25–<br> 1/15/53 | 1672950 | &nbsp;&nbsp; 1558574 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.000% | 9/20/25–<br> 1/15/53 | &nbsp;&nbsp; 1119135 | &nbsp;&nbsp;&nbsp;&nbsp;1075995 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 4.500% | 8/20/33–<br> 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;855644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839863 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.000% | 12/20/32–<br> 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;474084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472447 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 5.500% | 8/20/23–<br> 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;178733 | &nbsp;&nbsp; 179758 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 6.000% | 9/20/33–<br> 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39208 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 6.500% | 10/20/28–<br> 11/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | 7.000% | 8/20/34–<br> 11/20/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 1.500% | 7/1/35–<br> 9/1/51 | 2788251 | &nbsp;&nbsp;&nbsp;&nbsp;2252385 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 2.000% | 11/1/27–<br> 1/25/53 | 11899331 | &nbsp;&nbsp;&nbsp;&nbsp;9922903 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 2.500% | 11/1/26–<br> 1/25/53 | 8548533 | &nbsp;&nbsp; 7376202 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 3.000% | 11/1/23–<br> 1/25/53 | 5421717 | &nbsp;&nbsp;&nbsp;&nbsp;4860890 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 3.500% | 5/1/25–<br> 1/25/53 | 3385655 | &nbsp;&nbsp; 3140960 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 4.000% | 4/1/24–<br> 1/25/53 | 2694577 | &nbsp;&nbsp;&nbsp;&nbsp;2571857 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 4.500% | 7/1/23–<br> 1/25/53 | 1876635 | &nbsp;&nbsp; 1827323 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 5.000% | 3/1/23–<br> 1/25/53 | 1200784 | &nbsp;&nbsp; 1192821 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 5.500% | 4/1/23–<br> 1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;553844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559320 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 6.000% | 3/1/23–<br> 1/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;180209 | &nbsp;&nbsp; 185882 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 6.500% | 1/25/53 | &nbsp;&nbsp; 47225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48391 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 7.000% | 8/1/27–<br> 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4755 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 7.500% | 7/1/30–<br> 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | 8.000% | 12/1/29 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;6 |
|  |  |  |  |  | **46665296** |
| **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>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | 2.318% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.290% | 2.409% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.560% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.434% | 3.684% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;65 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.465% | 3.715% | 10/1/37 | &nbsp;&nbsp;&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;&nbsp;67 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.478% | 2.672% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.780% | 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.552% | 3.802% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp; 128 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.556% | 3.806% | 9/1/43 | &nbsp;&nbsp;&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;&nbsp;96 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.593% | 3.358% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.596% | 3.846% | 11/1/33 | &nbsp;&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;&nbsp;26 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.599% | 3.849% | 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp; 126 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.623% | 1.998% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.127% | 3/1/38 | &nbsp;&nbsp;&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;&nbsp;75 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.885% | 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp; 19 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.640% | 3.890% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.658% | 3.908% | 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp; 158 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | &nbsp;&nbsp;&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;&nbsp;38 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.665% | 3.915% | 6/1/36 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.670% | 2.045% | 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.670% | 3.874% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp; 217 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.682% | 3.359% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.685% | 3.935% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.161% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.940% | 10/1/39–<br> 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.692% | 3.828% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.695% | 3.945% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;65 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.698% | 3.948% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.950% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp; 140 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.075% | 7/1/37 | &nbsp;&nbsp;&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;&nbsp;22 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.701% | 3.951% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.703% | 2.332% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.955% | 11/1/39 | &nbsp;&nbsp;&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;&nbsp;41 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.721% | 2.528% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.479% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.737% | 3.987% | 9/1/34 | &nbsp;&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;&nbsp;29 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.739% | 3.919% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp; 127 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.747% | 3.852% | 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.748% | 2.408% | 5/1/35 | &nbsp;&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;&nbsp;49 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.173% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.000% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.751% | 3.843% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.775% | 2.891% | 5/1/42 | &nbsp;&nbsp; 110 | &nbsp;&nbsp; 114 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.280% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp; 148 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.783% | 3.314% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.794% | 3.725% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.446% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.797% | 3.844% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.799% | 3.157% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp; 719 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.805% | 4.055% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.810% | 4.060% | 11/1/33–<br> 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.812% | 2.769% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp; 168 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.883% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp; 176 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.063% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp; 191 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.231% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp; 188 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.447% | 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp; 184 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.815% | 4.065% | 11/1/40–<br> 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.575% | 3/1/41 | &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;&nbsp;&nbsp;233 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.649% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.076% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.482% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.080% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp; 216 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.834% | 3.222% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp; 110 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.210% | 5/1/40 | &nbsp;&nbsp;&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;&nbsp;44 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.609% | 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.838% | 4.013% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp; 160 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.839% | 4.089% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp; 133 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.090% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp; 139 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.779% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 153 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 1.914% | 3.289% | 4/1/37 | &nbsp;&nbsp; 116 | &nbsp;&nbsp; 119 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 12M USD LIBOR + 2.130% | 3.666% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.155% | 4.280% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp; 74 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 6M USD LIBOR + 1.058% | 3.592% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.090% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.486% | 2.492% | 3/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.532% | 3.551% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp; 14 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 2.057% | 3/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 1.875% | 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.390% | 5/1/42 | &nbsp;&nbsp;&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;&nbsp;39 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.660% | 12/1/36 | &nbsp;&nbsp;&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;&nbsp;62 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.890% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.910% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp; 101 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 3.915% | 12/1/34 | &nbsp;&nbsp;&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;&nbsp;31 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.074% | 2/1/37 | &nbsp;&nbsp;&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;&nbsp;67 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 1.995% | 1/1/35 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.993% | 12/1/36 | &nbsp;&nbsp; 117 | &nbsp;&nbsp; 117 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 1.995% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.125% | 5/1/38 | &nbsp;&nbsp;&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;&nbsp;21 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.227% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.767% | 2.845% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp; 108 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 2.842% | 12/1/35 | &nbsp;&nbsp;&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;&nbsp;52 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.811% | 3.972% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp; 107 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 3.010% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.855% | 4.105% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.879% | 4.129% | 8/1/37 | &nbsp;&nbsp;&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;&nbsp;53 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.216% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.380% | 3/1/41 | &nbsp;&nbsp;&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;&nbsp;23 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.255% | 5/1/40 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.357% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.612% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp; 107 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.865% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.130% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp; 129 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.657% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp; 141 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.891% | 4.141% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp; 145 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 4.150% | 6/1/40–<br> 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp; 168 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.390% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.410% | 2/1/41 | &nbsp;&nbsp;&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;&nbsp;64 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.615% | 1/1/41 | &nbsp;&nbsp;&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;&nbsp;50 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 2.451% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.585% | 3/1/38 | &nbsp;&nbsp;&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;&nbsp;22 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.489% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;42 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.375% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.192% | 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.375% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp; 171 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.411% | 2.578% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp; 136 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 3.020% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.945% | 3/1/37 | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 4.026% | 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp; 145 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.750% | 10/20/38–<br> 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221 | &nbsp;&nbsp; 2185 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.625% | 1/20/41–<br> 3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 6/20/29–<br> 6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 | &nbsp;&nbsp; 1613 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.625% | 7/20/38 | &nbsp;&nbsp;&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;&nbsp;31 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.250% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | &nbsp;&nbsp;&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;&nbsp;41 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.000% | 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
|  |  |  |  |  | **26493** |
| **Total U.S. Government and Agency Obligations (Cost $171,742,664)** | **Total U.S. Government and Agency Obligations (Cost $171,742,664)** | **Total U.S. Government and Agency Obligations (Cost $171,742,664)** | **Total U.S. Government and Agency Obligations (Cost $171,742,664)** | **Total U.S. Government and Agency Obligations (Cost $171,742,664)** | **152663908** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-2 | 4.760% | 5/17/27 | &nbsp;&nbsp; 7675 | &nbsp;&nbsp; 7628 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Series 2022-2 | 4.870% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp; 2114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39582 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2022-3 | 3.750% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23050 | &nbsp;&nbsp; 22511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.170% | 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.410% | 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 12056 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 | &nbsp;&nbsp; 2813 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Series 2022-A1 | 3.530% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp; 6417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp; 816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK4 | 3.625% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK5 | 3.390% | 6/15/60 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK5 | 3.624% | 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.254% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3392 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.518% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8958 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK6 | 3.741% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8909 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK7 | 3.175% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11485 | &nbsp;&nbsp; 10476 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK7 | 3.435% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK7 | 3.748% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK8 | 3.488% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5456 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK8 | 3.731% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK8 | 4.096% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK9 | 3.279% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2017-BNK9 | 3.538% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK10 | 3.641% | 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK10 | 3.688% | 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK10 | 3.898% | 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp; 1501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK11 | 4.046% | 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK12 | 4.255% | 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK12 | 4.353% | 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK13 | 3.953% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK13 | 4.217% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 3.966% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.128% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.231% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK14 | 4.481% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2018-BNK15 | 4.407% | 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8675 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK16 | 4.005% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK17 | 3.714% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4656 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK17 | 3.976% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK18 | 3.584% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK18 | 3.826% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK19 | 3.183% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK19 | 4.031% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp; 1210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK20 | 3.011% | 9/15/62 | &nbsp;&nbsp; 7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK21 | 2.851% | 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp; 2217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK21 | 3.093% | 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK22 | 2.978% | 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp; 3172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK23 | 2.920% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8290 | &nbsp;&nbsp; 7177 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK23 | 3.203% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK24 | 2.960% | 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15788 | &nbsp;&nbsp; 13691 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2019-BNK24 | 3.283% | 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK25 | 2.649% | 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK25 | 2.841% | 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK26 | 2.403% | 3/15/63 | &nbsp;&nbsp; 7635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6367 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK26 | 2.687% | 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK27 | 2.144% | 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp; 5410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK27 | 2.551% | 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK28 | 1.844% | 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK29 | 1.997% | 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp; 2192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK30 | 1.925% | 12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2020-BNK30 | 2.111% | 12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp; 310 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK31 | 2.036% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK31 | 2.211% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK32 | 2.643% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK33 | 2.556% | 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK34 | 2.438% | 6/15/63 | &nbsp;&nbsp; 7875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK35 | 2.285% | 6/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK36 | 2.470% | 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK36 | 2.695% | 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2021-BNK37 | 2.618% | 11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2022-BNK43 | 4.399% | 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Series 2022-BNK43 | 4.830% | 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp; 1776 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.311% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | &nbsp;&nbsp; 7560 | &nbsp;&nbsp; 7067 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | &nbsp;&nbsp; 17550 | &nbsp;&nbsp; 16002 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12610 | &nbsp;&nbsp; 11013 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Dryrock Issuance Trust Series 2022-1 | 3.070% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp; 5001 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9947 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp; 5168 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4636 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | &nbsp;&nbsp; 7175 | &nbsp;&nbsp; 5818 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C11 | 2.322% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C11 | 2.536% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp; 819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Series 2022-C14 | 2.946% | 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8924 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 6173 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14945 | &nbsp;&nbsp; 14080 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9720 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 2001 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B5 | 4.419% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | &nbsp;&nbsp; 7075 | &nbsp;&nbsp; 6761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp; 2017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B7 | 4.377% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp; 2199 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10266 | &nbsp;&nbsp; 9914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | &nbsp;&nbsp; 7265 | &nbsp;&nbsp; 6915 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6509 | &nbsp;&nbsp; 6118 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | &nbsp;&nbsp; 11712 | &nbsp;&nbsp; 10250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 | &nbsp;&nbsp; 919 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14279 | &nbsp;&nbsp; 11844 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14350 | &nbsp;&nbsp; 11387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp; 7703 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp; 5318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2396 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | &nbsp;&nbsp; 7745 | &nbsp;&nbsp; 6416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B29 | 2.388% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B29 | 2.612% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp; 8619 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2021-B31 | 2.669% | 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B32 | 3.002% | 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp; 7206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B32 | 3.411% | 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp; 2774 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B33 | 3.458% | 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B34 | 3.786% | 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B36 | 4.470% | 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Series 2022-B36 | 4.951% | 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C1 | 3.374% | 2/17/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2598 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C2 | 4.813% | 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C3 | 5.313% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 | &nbsp;&nbsp; 10724 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C3 | 5.326% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp; 1179 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | &nbsp;&nbsp; 6749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Series 2022-1 | 1.230% | 5/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2022-A | 3.210% | 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Series 2022-A | 3.440% | 12/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp; 5148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp; 5199 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp; 2186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15250 | &nbsp;&nbsp; 13910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9368 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20229 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21375 | &nbsp;&nbsp; 19958 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22850 | &nbsp;&nbsp; 21913 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp; 20910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp; 612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp; 1019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-1 | 3.170% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp; 4140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-1 | 3.320% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-2 | 3.660% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Series 2022-2 | 3.690% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2019-3 | 2.180% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp; 2416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp; 614 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 183 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5099 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp; 1167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp; 5415 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-2 | 3.490% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Series 2022-2 | 3.620% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp; 1178 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp; 919 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCUBS Commercial Mortgage Trust Series 2017-C1 | 3.283% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 912 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp; 5126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14170 | &nbsp;&nbsp; 13197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4072 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD5 | 3.431% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp; 2519 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp; 11970 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp; 7214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp; 2416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.091% | 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp; 1015 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8905 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 3130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9059 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Series 2022-A1 | 3.970% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 3312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Series 2007-A3 | 6.150% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4834 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 10301 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC15 | 3.942% | 9/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp; 2767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp; 158 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/11/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.477% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2628 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp; 7057 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.515% | 9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp; 1712 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362 | &nbsp;&nbsp; 1313 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-C2 | 2.832% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-C3 | 2.984% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9053 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750 | &nbsp;&nbsp; 10045 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp; 2155 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp; 1619 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8254 | &nbsp;&nbsp; 7545 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp; 1410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.203% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15475 | &nbsp;&nbsp; 14478 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-C5 | 4.228% | 6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp; 1127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2018-C6 | 4.412% | 11/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | &nbsp;&nbsp; 11210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12380 | &nbsp;&nbsp; 10650 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10880 | &nbsp;&nbsp; 9173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1676 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Series 2022-GC48 | 4.580% | 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5383 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2021-C | 1.160% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1121 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-B | 3.890% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-B | 3.910% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Series 2022-C | 5.150% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | &nbsp;&nbsp; 1749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp; 1076 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp; 617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR14 | 4.590% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 | &nbsp;&nbsp; 1701 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 4.623% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR15 | 4.673% | 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR16 | 3.653% | 4/10/47 | &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;&nbsp;&nbsp;287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR16 | 4.278% | 4/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | &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;&nbsp;&nbsp;223 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp; 911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp; 5274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp; 5115 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 3.691% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6468 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS4 | 3.420% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2161 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp; 511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10885 | &nbsp;&nbsp; 10307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-CR27 | 4.338% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8570 | &nbsp;&nbsp; 8165 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC21 | 3.445% | 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | &nbsp;&nbsp; 7797 | &nbsp;&nbsp; 7390 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5645 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10970 | &nbsp;&nbsp; 10397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2017-COR2 | 3.317% | 9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2018-COR3 | 3.961% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29409 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp; 3574 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp; 1769 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp; 4401 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.109% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp; 1476 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226 | &nbsp;&nbsp; 1195 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7608 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp; 7763 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp; 7114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 11733 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5605 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15450 | &nbsp;&nbsp; 14264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 11064 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12575 | &nbsp;&nbsp; 10427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Trucks Retail Trust Series 2022-1 | 5.230% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp; 2764 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Trucks Retail Trust Series 2022-1 | 5.390% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp; 6014 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5626 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9052 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp; 7194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A1 | 1.960% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 10793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A2 | 3.320% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A3 | 3.560% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23025 | &nbsp;&nbsp; 22316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Series 2022-A4 | 5.030% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12625 | &nbsp;&nbsp; 12746 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186 | &nbsp;&nbsp; 2182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-2 | 1.390% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-3 | 1.110% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Series 2021-3 | 1.470% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151 | &nbsp;&nbsp; 3108 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp; 2015 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | &nbsp;&nbsp; 3115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-1A | 2.560% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-1A | 3.020% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-2A | 3.650% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-2A | 3.850% | 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-2A | 4.560% | 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-3A | 4.860% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-3A | 5.300% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-3A | 6.760% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1118 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-4A | 4.920% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-4A | 5.980% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp; 410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-5A | 6.510% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Series 2022-5A | 7.400% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2013-M12 | 2.491% | 3/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2013-M14 | 2.605% | 4/25/23 | &nbsp;&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;&nbsp;28 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2013-M14 | 3.329% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3994 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M2 | 3.513% | 12/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp; 1014 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M7 | 3.212% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2272 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2873 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6455 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2433 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | &nbsp;&nbsp; 7206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6932 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324 | &nbsp;&nbsp; 2195 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M12 | 2.802% | 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4367 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M13 | 2.698% | 6/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2257 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 | &nbsp;&nbsp; 2817 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7377 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1532 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13992 | &nbsp;&nbsp; 12988 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8570 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M12 | 2.451% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8429 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2016-M13 | 2.510% | 9/25/26 | &nbsp;&nbsp; 7543 | &nbsp;&nbsp;&nbsp; 7016 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M1 | 2.414% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8078 | &nbsp;&nbsp; 7475 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M2 | 2.759% | 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp; 5017 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M3 | 2.471% | 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9319 | &nbsp;&nbsp; 8619 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M4 | 2.555% | 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp; 7434 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M5 | 3.099% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp; 1100 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp; 7774 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19539 | &nbsp;&nbsp; 18402 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M10 | 2.540% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M12 | 3.062% | 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8692 | &nbsp;&nbsp; 8170 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M14 | 2.866% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M15 | 2.961% | 9/25/27 | &nbsp;&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;&nbsp;88 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2017-M15 | 3.158% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9404 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M1 | 2.993% | 12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M2 | 2.905% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19595 | &nbsp;&nbsp; 18263 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M3 | 3.069% | 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M4 | 3.056% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596 | &nbsp;&nbsp; 6170 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M7 | 3.033% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3526 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M8 | 3.302% | 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M10 | 3.358% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M12 | 3.631% | 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp; 14899 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M13 | 3.744% | 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2018-M14 | 3.581% | 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8208 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M1 | 3.547% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12196 | &nbsp;&nbsp; 11567 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M2 | 3.626% | 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12514 | &nbsp;&nbsp; 11915 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8929 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp; 7731 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M6 | 3.400% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8561 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16342 | &nbsp;&nbsp; 14954 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22505 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9555 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6627 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | &nbsp;&nbsp; 7645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6664 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14040 | &nbsp;&nbsp; 12398 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2019-M25 | 2.330% | 11/25/29 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6351 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M1 | 2.151% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8462 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19090 | &nbsp;&nbsp; 16659 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5547 | &nbsp;&nbsp; 4762 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6096 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M20 | 1.435% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13625 | &nbsp;&nbsp; 10931 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp; 11226 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9850 | &nbsp;&nbsp; 7917 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2020-M52 | 1.317% | 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8498 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M1 | 1.390% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 | &nbsp;&nbsp; 7827 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M1G | 1.467% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M3G | 1.246% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9421 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M4 | 1.465% | 2/25/31 | &nbsp;&nbsp; 47775 | &nbsp;&nbsp; 37420 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M11 | 1.459% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16650 | &nbsp;&nbsp; 12970 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M13 | 1.602% | 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1961 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M13 | 1.626% | 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2021-M19 | 1.739% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14425 | &nbsp;&nbsp; 11375 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M1 | 1.669% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16650 | &nbsp;&nbsp; 13009 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M1G | 1.532% | 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2949 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M3 | 1.707% | 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 4219 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M4 | 2.290% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp; 7034 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M8 | 1.937% | 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Series 2022-M10 | 1.938% | 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 10038 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp; 10 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25759 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9327 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32520 | &nbsp;&nbsp; 31187 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp; 315 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5903 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5293 | &nbsp;&nbsp; 5109 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5608 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11350 | &nbsp;&nbsp; 10979 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp; 6163 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3987 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp; 6019 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7077 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8804 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4757 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7650 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | &nbsp;&nbsp; 17600 | &nbsp;&nbsp; 16862 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18250 | &nbsp;&nbsp; 17499 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp; 15543 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15580 | &nbsp;&nbsp; 14820 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | &nbsp;&nbsp; 17557 | &nbsp;&nbsp; 16695 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9349 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3791 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | &nbsp;&nbsp; 7823 | &nbsp;&nbsp; 7423 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13875 | &nbsp;&nbsp; 13126 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | &nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7481 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11050 | &nbsp;&nbsp; 10485 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | &nbsp;&nbsp; 7025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9881 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp; 6719 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp; 27754 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K077 | 3.850% | 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 12232 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5046 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23650 | &nbsp;&nbsp; 23010 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9882 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp; 15912 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22870 | &nbsp;&nbsp; 22198 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14770 | &nbsp;&nbsp; 14421 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25847 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13825 | &nbsp;&nbsp; 13456 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10574 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12725 | &nbsp;&nbsp; 12168 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9494 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9063 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9754 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18350 | &nbsp;&nbsp; 16815 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp; 11609 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12625 | &nbsp;&nbsp; 11412 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10940 | &nbsp;&nbsp; 9715 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18565 | &nbsp;&nbsp; 16369 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11690 | &nbsp;&nbsp; 10406 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16615 | &nbsp;&nbsp; 14688 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15420 | &nbsp;&nbsp; 13650 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp; 11176 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20560 | &nbsp;&nbsp; 17803 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K106 | 2.069% | 1/25/30 | &nbsp;&nbsp; 17450 | &nbsp;&nbsp; 14879 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12506 | &nbsp;&nbsp; 10238 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp; 7585 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3968 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp; 7928 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K113 | 1.341% | 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13710 | &nbsp;&nbsp; 10964 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13350 | &nbsp;&nbsp; 10676 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | &nbsp;&nbsp; 17650 | &nbsp;&nbsp; 14176 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K119 | 1.566% | 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2018 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12360 | &nbsp;&nbsp; 9901 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp; 6310 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | &nbsp;&nbsp; 7830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24050 | &nbsp;&nbsp; 19411 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | &nbsp;&nbsp; 17640 | &nbsp;&nbsp; 14725 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21425 | &nbsp;&nbsp;&nbsp; 17914 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12895 | &nbsp;&nbsp; 10702 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2224 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21275 | &nbsp;&nbsp; 17461 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6482 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29328 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp; 8418 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp; 711 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp; 8016 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K138 | 2.476% | 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7085 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 2.250% | 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 5154 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.350% | 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23377 | &nbsp;&nbsp; 19566 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.711% | 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 | &nbsp;&nbsp; 1764 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K148 | 3.500% | 7/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11325 | &nbsp;&nbsp; 10467 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3197 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp; 13888 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7249 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3061 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8230 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8759 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp; 3152 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4272 | &nbsp;&nbsp; 4211 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16105 | &nbsp;&nbsp; 15771 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5239 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12692 | &nbsp;&nbsp; 12322 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | &nbsp;&nbsp; 17713 | &nbsp;&nbsp; 17234 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48826 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11671 | &nbsp;&nbsp; 11376 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9849 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 10194 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16725 | &nbsp;&nbsp; 16053 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16161 | &nbsp;&nbsp; 15301 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 17650 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K738 | 1.545% | 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20375 | &nbsp;&nbsp; 17753 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21282 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8705 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5785 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4073 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp; 7284 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K747 | 2.050% | 11/25/28 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K749 | 2.120% | 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12220 | &nbsp;&nbsp; 11189 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10275 | &nbsp;&nbsp; 9168 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20892 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9930 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6896 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp; 12913 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3112 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22026 | &nbsp;&nbsp; 16614 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8694 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5691 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | &nbsp;&nbsp; 7595 | &nbsp;&nbsp; 7339 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6658 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2022-A | 3.370% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Series 2022-A | 3.810% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128 | &nbsp;&nbsp; 126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229 | &nbsp;&nbsp; 2166 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-C | 4.480% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5464 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2022-C | 4.590% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8236 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp; 8013 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8585 | &nbsp;&nbsp; 8214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | &nbsp;&nbsp; 11745 | &nbsp;&nbsp; 11366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8792 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 674 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp; 6167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-1 | 1.900% | 3/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-1 | 1.960% | 2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-2 | 3.420% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp; 4213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-2 | 4.020% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp; 412 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-3 | 4.010% | 9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 4189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Series 2022-3 | 4.110% | 8/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp; 3182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1111 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993 | &nbsp;&nbsp; 2915 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp; 2519 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11330 | &nbsp;&nbsp; 10457 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.480% | 6/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.260% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.510% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.100% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 3103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.250% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.640% | 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.710% | 12/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.820% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.880% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | &nbsp;&nbsp; 118 | &nbsp;&nbsp; 118 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp; 160 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp; 6376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15250 | &nbsp;&nbsp; 14933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp; 2674 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC20 | 3.998% | 4/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp; 1310 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC24 | 4.511% | 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | &nbsp;&nbsp; 7475 | &nbsp;&nbsp; 7178 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp; 4199 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888 | &nbsp;&nbsp; 2740 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1941 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp; 6474 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS4 | 3.178% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5357 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 714 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14339 | &nbsp;&nbsp; 13182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3308 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13910 | &nbsp;&nbsp; 12650 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp; 5141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12280 | &nbsp;&nbsp; 10490 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp; 4019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp; 610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | &nbsp;&nbsp; 7754 | &nbsp;&nbsp; 7482 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2022-A | 3.060% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp; 1191 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Series 2022-A | 3.260% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp; 1901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5922 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-1 | 1.880% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-1 | 2.040% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-2 | 3.730% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp; 3510 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Series 2022-2 | 3.760% | 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp; 183 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp; 618 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp; 1401 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp; 1717 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2022-C | 5.090% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp; 8919 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Series 2022-C | 5.200% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp; 2130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp; 276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp; 168 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.943% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 3.397% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1966 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.052% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | &nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.883% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp; 1127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18760 | &nbsp;&nbsp; 18336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp; 748 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.735% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp; 901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | &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;&nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1471 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | &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;&nbsp;&nbsp;255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12720 | &nbsp;&nbsp; 12181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp; 1769 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.042% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 2760 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp; 874 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12399 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2491 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp; 10225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.876% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 8145 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | 3.454% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13805 | &nbsp;&nbsp; 12752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp; 8376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1137 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.414% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 | &nbsp;&nbsp; 2169 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp; 12497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11960 | &nbsp;&nbsp; 11240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp; 1416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12525 | &nbsp;&nbsp; 10789 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp; 476 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2672 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp; 1112 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3467 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp; 141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.070% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp; 1765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.198% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 3.824% | 10/15/46 | &nbsp;&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;&nbsp;48 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp; 2157 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.743% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp; 2193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.869% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp; 191 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.315% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.431% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp; 3130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7662 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp; 8198 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp; 1218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp; 974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.272% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp; 1117 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.140% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp; 914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7735 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4842 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2015-MS1 | 3.779% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp; 1301 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp; 3314 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | &nbsp;&nbsp; 7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UB12 | 3.778% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2656 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | &nbsp;&nbsp; 574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2018-H4 | 4.310% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11660 | &nbsp;&nbsp; 10418 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp; 6174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp; 7316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8495 | &nbsp;&nbsp; 7144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 3416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L6 | 2.749% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L6 | 2.951% | 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2021-L7 | 2.574% | 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465 | &nbsp;&nbsp; 6815 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Series 2022-L8 | 3.795% | 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp; 7632 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Series 2022-A | 3.870% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp; 1610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5402 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-A | 1.860% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-A | 2.070% | 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-B | 4.460% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3383 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Series 2022-B | 4.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp; 516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-3 | 1.330% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2801 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-4 | 0.880% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp; 4767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-1 | 2.360% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-1 | 2.560% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-2 | 3.440% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-2 | 3.760% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-3 | 4.130% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-5 | 4.430% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp; 1510 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-5 | 4.740% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp; 1615 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-6 | 4.720% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Series 2022-6 | 4.960% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 817 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SG Commercial Mortgage Securities Trust Series 2016-C5 | 3.055% | 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp; 5417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp; 10327 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 | &nbsp;&nbsp; 139 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp; 1012 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | &nbsp;&nbsp; 17075 | &nbsp;&nbsp; 16397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp; 5619 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1171 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-B | 3.110% | 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-C | 3.760% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 3108 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2022-C | 3.770% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 7305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | &nbsp;&nbsp; 7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6708 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3879 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2711 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2333 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12275 | &nbsp;&nbsp; 11393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp; 7768 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9699 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C12 | 4.587% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9364 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp; 4181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2434 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Series 2019-C18 | 3.378% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp; 3195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28975 | &nbsp;&nbsp; 27243 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | &nbsp;&nbsp; 17700 | &nbsp;&nbsp; 16506 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | &nbsp;&nbsp; 7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-4 | 3.400% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9486 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Series 2022-6 | 3.670% | 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5884 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12090 | &nbsp;&nbsp; 11734 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.244% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10875 | &nbsp;&nbsp; 10282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | &nbsp;&nbsp; 7707 | &nbsp;&nbsp; 7325 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp; 974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | &nbsp;&nbsp; 1747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.411% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-C31 | 3.695% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 | &nbsp;&nbsp; 2718 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | &nbsp;&nbsp;&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;&nbsp;21 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-NXS2 | 3.767% | 7/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4762 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp; 1711 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | &nbsp;&nbsp; 7512 | &nbsp;&nbsp; 7186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8875 | &nbsp;&nbsp; 8017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.814% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp; 1148 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 3.065% | 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp; 2184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6529 | &nbsp;&nbsp; 5974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | 2.918% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp; 416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16405 | &nbsp;&nbsp; 15123 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | &nbsp;&nbsp; 7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6596 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp; 3511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp; 3576 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp; 1415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.330% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15275 | &nbsp;&nbsp; 14244 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp; 11511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp; 7759 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12975 | &nbsp;&nbsp; 12260 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9960 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | &nbsp;&nbsp; 17050 | &nbsp;&nbsp; 16282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9937 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp; 7765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp; 3197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp; 7158 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8735 | &nbsp;&nbsp; 7393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp; 3818 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp; 214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp; 2141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp; 417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp; 163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp; 106 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp; 910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp; 711 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | &nbsp;&nbsp; 7268 | &nbsp;&nbsp; 7125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.838% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.024% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp; 105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp; 189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.723% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp; 1178 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | &nbsp;&nbsp; 7572 | &nbsp;&nbsp; 7282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1111 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp; 764 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.428% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp; 762 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2019-C | 2.030% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp; 401 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp; 614 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp; 4017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-A | 1.660% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-A | 1.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-B | 3.250% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-B | 3.440% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-C | 3.660% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-C | 3.680% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 763 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp; 162 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,142,372)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,142,372)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,142,372)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,142,372)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,142,372)** | &nbsp;&nbsp;&nbsp;&nbsp;**5503772** |
| **Corporate Bonds (26.3%)** | **Corporate Bonds (26.3%)** | **Corporate Bonds (26.3%)** | **Corporate Bonds (26.3%)** | **Corporate Bonds (26.3%)** | **Corporate Bonds (26.3%)** |
| **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** | **Communications (2.2%)** |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 3.400% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7617 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 3.400% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 1.350% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  | &nbsp;&nbsp;&nbsp;Activision Blizzard Inc. | 2.500% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9938 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 0.450% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8560 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.998% | 8/15/26 | &nbsp;&nbsp; 7675 | &nbsp;&nbsp; 7059 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 0.800% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12295 | &nbsp;&nbsp; 10549 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.100% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp; 16174 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 1.900% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9943 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.050% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26687 | &nbsp;&nbsp; 15834 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | 2.250% | 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 10230 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 3.625% | 4/22/29 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 2.875% | 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 5313 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.700% | 7/21/32 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp; 7462 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.375% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp; 9187 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2982 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 6.125% | 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19236 | &nbsp;&nbsp; 19880 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 7/16/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9206 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | 4.375% | 4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22780 | &nbsp;&nbsp; 19460 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 0.900% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20906 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.700% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp; 27889 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 2/15/27 | &nbsp;&nbsp; 17926 | &nbsp;&nbsp;&nbsp; 17074 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11658 | &nbsp;&nbsp; 11348 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.300% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22330 | &nbsp;&nbsp; 19899 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 1.650% | 2/1/28 | &nbsp;&nbsp; 37901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.100% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15722 | &nbsp;&nbsp; 14968 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30390 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26548 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.750% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25043 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.250% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp; 12937 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 2.550% | 12/1/33 | &nbsp;&nbsp; 37320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28699 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21975 | &nbsp;&nbsp; 19987 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.900% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15625 | &nbsp;&nbsp; 14389 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.850% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp; 8593 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp; 15374 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.300% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16890 | &nbsp;&nbsp; 13917 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.650% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14105 | &nbsp;&nbsp; 11883 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.350% | 6/15/45 | &nbsp;&nbsp; 15749 | &nbsp;&nbsp; 12723 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35443 | &nbsp;&nbsp; 30245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | 5.150% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6241 | &nbsp;&nbsp; 5628 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.500% | 3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20763 | &nbsp;&nbsp; 16898 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 4.550% | 3/9/49 | &nbsp;&nbsp; 17065 | &nbsp;&nbsp; 13974 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp; 22349 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.500% | 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70396 | &nbsp;&nbsp; 47895 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.550% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79900 | &nbsp;&nbsp; 53966 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.800% | 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61534 | &nbsp;&nbsp; 42648 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.650% | 9/15/59 | &nbsp;&nbsp; 67707 | &nbsp;&nbsp; 45835 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | 3.850% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15844 | &nbsp;&nbsp; 11060 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.875% | 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 8285 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.375% | 5/14/24 | &nbsp;&nbsp; 17300 | &nbsp;&nbsp;&nbsp; 17015 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.075% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.125% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 1.720% | 4/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7968 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 1.625% | 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp; 1739 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.625% | 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp; 4950 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.375% | 3/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp; 3797 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 4.875% | 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp; 4186 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 3.425% | 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3436 | &nbsp;&nbsp; 2985 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 2.375% | 10/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3975 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | 2.375% | 8/23/31 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 5772 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 3685 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.650% | 3/15/25 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp; 7646 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.600% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11245 | &nbsp;&nbsp; 10774 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 3.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | 4.625% | 4/13/30 | &nbsp;&nbsp; 27100 | &nbsp;&nbsp; 26223 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 5.125% | 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 4070 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | 9.625% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.500% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19655 | &nbsp;&nbsp; 19418 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.908% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42042 | &nbsp;&nbsp; 41231 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.750% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26330 | &nbsp;&nbsp; 23844 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp; 11254 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.250% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 10449 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.050% | 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15917 | &nbsp;&nbsp; 14966 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.800% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13655 | &nbsp;&nbsp; 10617 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 2.300% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp; 11217 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp; 8313 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.384% | 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp; 20899 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp; 7499 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 13152 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.500% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14375 | &nbsp;&nbsp; 9288 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.484% | 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30034 | &nbsp;&nbsp; 27218 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.375% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23009 | &nbsp;&nbsp; 18130 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25371 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.125% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp; 7860 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.800% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42060 | &nbsp;&nbsp; 30776 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.700% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22250 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.900% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 | &nbsp;&nbsp; 13056 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.250% | 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 6.834% | 10/23/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.850% | 4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp; 13289 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 4.400% | 12/1/61 | &nbsp;&nbsp; 17200 | &nbsp;&nbsp; 11051 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 3.950% | 6/30/62 | &nbsp;&nbsp; 15010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8868 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC | 5.500% | 4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.700% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9847 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10866 | &nbsp;&nbsp; 10540 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.375% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29213 | &nbsp;&nbsp; 28179 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.950% | 10/15/25 | &nbsp;&nbsp; 27650 | &nbsp;&nbsp; 27069 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp; 13148 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.350% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19515 | &nbsp;&nbsp; 17759 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.300% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19195 | &nbsp;&nbsp; 18118 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.150% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp; 19684 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.550% | 5/1/28 | &nbsp;&nbsp; 7027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6607 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.150% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39692 | &nbsp;&nbsp; 38150 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21500 | &nbsp;&nbsp; 18563 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24537 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.250% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16075 | &nbsp;&nbsp; 15416 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.950% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15866 | &nbsp;&nbsp; 12801 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 1.500% | 2/15/31 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp; 7864 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 5.500% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15616 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18835 | &nbsp;&nbsp;&nbsp; 17748 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 7.050% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.200% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 5.650% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6890 | &nbsp;&nbsp; 7206 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.400% | 8/15/35 | &nbsp;&nbsp; 17305 | &nbsp;&nbsp; 16073 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 6.500% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp; 3104 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.200% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9475 | &nbsp;&nbsp; 7682 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 6.450% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9579 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.900% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9537 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 10/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28696 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.250% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 12489 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.750% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp; 16554 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.650% | 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 14448 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.600% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14092 | &nbsp;&nbsp; 12433 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.400% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14423 | &nbsp;&nbsp; 10574 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12675 | &nbsp;&nbsp; 10177 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.969% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20848 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.000% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.700% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12286 | &nbsp;&nbsp; 11063 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.999% | 11/1/49 | &nbsp;&nbsp; 21111 | &nbsp;&nbsp; 16816 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 3.450% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15950 | &nbsp;&nbsp; 11634 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.800% | 1/15/51 | &nbsp;&nbsp; 17225 | &nbsp;&nbsp; 10976 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.887% | 11/1/51 | &nbsp;&nbsp; 47234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30568 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8557 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.049% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20932 | &nbsp;&nbsp; 16841 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.937% | 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60887 | &nbsp;&nbsp; 38190 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 4.950% | 10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11739 | &nbsp;&nbsp; 10717 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | 2.987% | 11/1/63 | &nbsp;&nbsp; 37622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22907 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | &nbsp;&nbsp; 47657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56230 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.800% | 3/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3678 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.900% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5347 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.450% | 3/15/25 | &nbsp;&nbsp; 7161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6807 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.950% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8726 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.950% | 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25482 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8585 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp; 7139 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.000% | 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp; 4313 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 6.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8215 | &nbsp;&nbsp; 7458 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.875% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8651 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.200% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 5.300% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6431 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.650% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10535 | &nbsp;&nbsp; 7244 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | 4.000% | 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8847 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 4.800% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3079 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 1.850% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6688 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | 2.950% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 5.000% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8840 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 4.625% | 8/1/27 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6719 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp; 7958 | &nbsp;&nbsp; 7306 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 3.250% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14355 | &nbsp;&nbsp; 12183 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | 2.950% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc. | 2.900% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 4.030% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15984 | &nbsp;&nbsp; 15793 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 3.050% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21105 | &nbsp;&nbsp; 20196 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 4.709% | 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20641 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 3.500% | 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 5.476% | 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 14092 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | 5.576% | 1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16820 | &nbsp;&nbsp; 15078 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 4.625% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 8.500% | 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.625% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.000% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22660 | &nbsp;&nbsp; 19414 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 6.125% | 1/31/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | 5.250% | 5/24/49 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6201 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp; 4574 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2733 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4998 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | 8.375% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.500% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9320 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 3.850% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.450% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 15893 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | 4.650% | 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9628 |
| &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | 4.450% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 10965 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 3.650% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12375 | &nbsp;&nbsp; 12118 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 3.600% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14726 | &nbsp;&nbsp; 14140 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 2.450% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9663 | &nbsp;&nbsp; 7978 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 4.200% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | 2.600% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541 |
| &nbsp;&nbsp;&nbsp;Orange SA | 9.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32068 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.375% | 1/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11690 | &nbsp;&nbsp; 11322 |
| &nbsp;&nbsp;&nbsp;Orange SA | 5.500% | 2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9668 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.750% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14062 | &nbsp;&nbsp; 13838 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.000% | 1/15/26 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6931 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 2.900% | 1/15/27 | &nbsp;&nbsp; 17869 | &nbsp;&nbsp; 16040 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 3.375% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 3.700% | 6/1/28 | &nbsp;&nbsp; 11019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9830 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.200% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3557 |
| &nbsp;&nbsp;&nbsp;Paramount Global | 4.950% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20150 | &nbsp;&nbsp; 17972 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.200% | 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12670 | &nbsp;&nbsp; 10359 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.500% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 6.875% | 4/30/36 | &nbsp;&nbsp; 10910 | &nbsp;&nbsp; 10589 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.900% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.850% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10293 | &nbsp;&nbsp; 7627 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.375% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16940 | &nbsp;&nbsp; 11705 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.850% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15499 | &nbsp;&nbsp; 12865 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 5.250% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.900% | 8/15/44 | &nbsp;&nbsp; 10115 | &nbsp;&nbsp; 7380 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.600% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | 4.950% | 5/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7301 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 2.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9536 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.625% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6435 | &nbsp;&nbsp; 6158 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 2.900% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10176 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp; 18210 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 7.500% | 8/15/38 | &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;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp; 13077 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.500% | 3/15/43 | &nbsp;&nbsp; 7615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.450% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 5.000% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.300% | 2/15/48 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5923 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.350% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8389 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 3.700% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6151 | &nbsp;&nbsp; 4188 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | 4.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp; 12402 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5856 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3765 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 | &nbsp;&nbsp; 3131 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | 7.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp; 5171 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | 7.125% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.103% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15575 | &nbsp;&nbsp; 14762 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 7.045% | 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21383 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.665% | 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12770 | &nbsp;&nbsp; 10138 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.213% | 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24482 | &nbsp;&nbsp; 19764 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 4.895% | 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21481 | &nbsp;&nbsp; 16572 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | 5.520% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19095 | &nbsp;&nbsp; 15964 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Europe BV | 8.250% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9333 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 2.800% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp; 7877 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 3.400% | 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | 4.300% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp; 4912 |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group | 2.000% | 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp; 2749 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 3.350% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5038 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.500% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp; 2916 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.850% | 4/15/40 | &nbsp;&nbsp; 4111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 |
|  | &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | 5.650% | 11/23/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp; 2517 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp; 7003 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.550% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20905 | &nbsp;&nbsp; 19824 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 7.300% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16248 | &nbsp;&nbsp; 16239 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 6.750% | 6/15/39 | &nbsp;&nbsp; 18117 | &nbsp;&nbsp; 17257 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15510 | &nbsp;&nbsp; 13501 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 5.500% | 9/1/41 | &nbsp;&nbsp; 17070 | &nbsp;&nbsp; 14257 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | 4.500% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14785 | &nbsp;&nbsp; 10867 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29362 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 1.500% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9026 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.250% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5236 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.750% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50204 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.375% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12640 | &nbsp;&nbsp; 12315 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.050% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20456 | &nbsp;&nbsp; 17598 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.625% | 2/15/29 | &nbsp;&nbsp; 7655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6497 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.400% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp; 10701 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61920 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.550% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23859 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.875% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8527 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.500% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23035 | &nbsp;&nbsp; 19950 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.250% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7864 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 2.700% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8498 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.200% | 1/15/33 | &nbsp;&nbsp; 7712 | &nbsp;&nbsp; 7636 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.375% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32252 | &nbsp;&nbsp; 27671 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.000% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20621 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 4.500% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25498 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.300% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21554 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.400% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30655 | &nbsp;&nbsp; 20818 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.650% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 3.600% | 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22900 | &nbsp;&nbsp; 15066 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp; 3814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15626 | &nbsp;&nbsp; 14805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20720 | &nbsp;&nbsp; 18742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 | &nbsp;&nbsp; 5901 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | &nbsp;&nbsp; 11701 | &nbsp;&nbsp; 10077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2106 |
|  | &nbsp;&nbsp;&nbsp;VeriSign Inc. | 2.700% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4909 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.376% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12602 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 0.850% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18525 | &nbsp;&nbsp; 16546 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.450% | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp; 17527 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.625% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15525 | &nbsp;&nbsp; 14341 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26031 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15821 | &nbsp;&nbsp; 14712 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.100% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48200 | &nbsp;&nbsp; 41813 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.329% | 9/21/28 | &nbsp;&nbsp; 47971 | &nbsp;&nbsp; 46176 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.016% | 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41471 | &nbsp;&nbsp; 38811 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.150% | 3/22/30 | &nbsp;&nbsp; 37595 | &nbsp;&nbsp; 33121 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.500% | 9/18/30 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.680% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16168 | &nbsp;&nbsp; 12566 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 1.750% | 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22075 | &nbsp;&nbsp; 17099 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.550% | 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp; 37035 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.355% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33585 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.500% | 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33969 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.400% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32782 | &nbsp;&nbsp; 30139 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.272% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19971 | &nbsp;&nbsp; 17849 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 5.250% | 3/16/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28230 | &nbsp;&nbsp; 27848 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.812% | 3/15/39 | &nbsp;&nbsp; 17935 | &nbsp;&nbsp; 16497 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.650% | 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23288 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.400% | 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31497 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.850% | 9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 7336 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.750% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.125% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14730 | &nbsp;&nbsp; 11848 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.862% | 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24004 | &nbsp;&nbsp; 21743 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.522% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41867 | &nbsp;&nbsp; 35818 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 4.000% | 3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13350 | &nbsp;&nbsp; 10467 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.875% | 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28400 | &nbsp;&nbsp;&nbsp; 17912 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.550% | 3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33287 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 2.987% | 10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31609 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.000% | 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp; 12581 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | 3.700% | 3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35257 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 3.750% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16625 | &nbsp;&nbsp; 16416 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.125% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16425 | &nbsp;&nbsp; 16167 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 7.875% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.250% | 11/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 6.150% | 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8739 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.000% | 5/30/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19219 | &nbsp;&nbsp; 17660 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.375% | 2/19/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6587 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.250% | 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28504 | &nbsp;&nbsp; 25311 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.875% | 6/19/49 | &nbsp;&nbsp; 18749 | &nbsp;&nbsp; 15774 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 4.250% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22915 | &nbsp;&nbsp; 17702 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | 5.125% | 6/19/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4921 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 1.750% | 8/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16120 | &nbsp;&nbsp; 15352 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10326 | &nbsp;&nbsp; 10114 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.350% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18990 | &nbsp;&nbsp; 18395 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 1.750% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19250 | &nbsp;&nbsp; 17636 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.375% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11225 | &nbsp;&nbsp; 10615 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.700% | 3/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11539 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.200% | 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp; 13725 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.000% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20517 | &nbsp;&nbsp; 17224 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.800% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8921 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.650% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22775 | &nbsp;&nbsp; 19459 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.550% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.200% | 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9795 | &nbsp;&nbsp; 10679 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.400% | 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp; 14359 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.150% | 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14708 | &nbsp;&nbsp; 15804 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 6.650% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6876 | &nbsp;&nbsp;&nbsp; 7740 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.625% | 3/23/40 | &nbsp;&nbsp; 7010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6553 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.500% | 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16033 | &nbsp;&nbsp; 12930 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 5.400% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12795 | &nbsp;&nbsp; 11771 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.950% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.750% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5736 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 2.750% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp; 13851 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 4.700% | 3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12145 | &nbsp;&nbsp; 11209 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.600% | 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35761 | &nbsp;&nbsp; 27422 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | 3.800% | 5/13/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.428% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp; 18247 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.528% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.638% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp; 17121 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.788% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11473 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 3.755% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp; 37907 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.054% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16090 | &nbsp;&nbsp; 13945 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 4.279% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp; 51120 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.050% | 3/15/42 | &nbsp;&nbsp; 47000 | &nbsp;&nbsp; 36143 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.141% | 3/15/52 | &nbsp;&nbsp; 87500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64250 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | 5.391% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26445 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | 3.500% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp; 8117 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | 3.375% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | &nbsp;&nbsp;&nbsp;WPP Finance 2010 | 3.750% | 9/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8344 |
|  |  |  |  |  | &nbsp;&nbsp; **5162474** |
| **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** | **Consumer Discretionary (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | 3.900% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp; 10368 |
|  | &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc. | 3.500% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21734 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34610 | &nbsp;&nbsp; 31901 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12678 | &nbsp;&nbsp; 10075 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710 | &nbsp;&nbsp; 5107 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | &nbsp;&nbsp; 10760 | &nbsp;&nbsp; 8765 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12140 | &nbsp;&nbsp; 7808 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19225 | &nbsp;&nbsp; 14764 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16144 | &nbsp;&nbsp; 10098 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp; 8131 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10254 | &nbsp;&nbsp; 6170 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.730% | 4/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11050 | &nbsp;&nbsp; 10770 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 0.450% | 5/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26580 | &nbsp;&nbsp; 25074 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.800% | 8/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 11/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9996 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.800% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.000% | 4/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10626 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 0.800% | 6/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9286 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.600% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15945 | &nbsp;&nbsp; 15925 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 5.200% | 12/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11460 | &nbsp;&nbsp; 11671 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.000% | 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp; 21274 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.300% | 4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16585 | &nbsp;&nbsp; 15752 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.200% | 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20968 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.150% | 8/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33784 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.550% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14957 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 1.650% | 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 16351 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.450% | 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23395 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.650% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12915 | &nbsp;&nbsp; 12817 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.100% | 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26599 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.600% | 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15785 | &nbsp;&nbsp; 14479 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.700% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26069 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.800% | 12/5/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11870 | &nbsp;&nbsp; 11873 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.875% | 8/22/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53621 | &nbsp;&nbsp; 47560 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.875% | 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21657 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.950% | 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6555 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.050% | 8/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31830 | &nbsp;&nbsp; 27518 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.500% | 6/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29200 | &nbsp;&nbsp; 18528 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.100% | 5/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20451 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.950% | 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24898 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.250% | 8/22/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp; 12077 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 2.700% | 6/3/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23550 | &nbsp;&nbsp; 14334 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 3.250% | 5/12/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19750 | &nbsp;&nbsp; 13735 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | 4.100% | 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13390 | &nbsp;&nbsp; 11068 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.900% | 2/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.400% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp; 4144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 0.550% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.150% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.200% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.000% | 9/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.300% | 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3383 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.350% | 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.000% | 3/24/28 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 2.250% | 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | 1.800% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American University | 3.672% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3738 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.350% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp; 1316 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 3.250% | 3/1/32 | &nbsp;&nbsp; 7315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 5.400% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 3.100% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 |
|  | &nbsp;&nbsp;&nbsp;Aptiv plc | 4.150% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3458 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6996 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 4.500% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 | &nbsp;&nbsp; 9616 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.800% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 2.400% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | 3.850% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 11989 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.125% | 4/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3847 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8519 | &nbsp;&nbsp; 8184 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.625% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8935 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.125% | 4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4909 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.750% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 3.750% | 4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8943 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15250 | &nbsp;&nbsp; 14121 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10138 | &nbsp;&nbsp; 7847 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | 4.750% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11657 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | 4.450% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8672 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 3.375% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 2.650% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | 4.375% | 3/15/45 | &nbsp;&nbsp; 4115 | &nbsp;&nbsp; 3176 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brown University | 2.924% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3321 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 0.850% | 8/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 2.400% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9580 | &nbsp;&nbsp; 7037 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 4.400% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp; 4108 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | 5.100% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp; 3163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;California Endowment | 2.498% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 4.321% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 4.700% | 11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | 3.650% | 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Case Western Reserve University | 5.405% | 6/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | 3.700% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 |
|  | &nbsp;&nbsp;&nbsp;Claremont Mckenna College | 3.775% | 1/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp; 2213 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation | 4.858% | 1/1/14 | &nbsp;&nbsp; 4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | 3.850% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | 4.550% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 6512 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 2.500% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 2.600% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp; 4102 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | 1.400% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.682% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3979 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.757% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp; 701 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke University | 2.832% | 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 | &nbsp;&nbsp; 7191 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.450% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 1.900% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15879 | &nbsp;&nbsp; 14865 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 5.900% | 11/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5113 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 1.400% | 5/10/26 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp; 7011 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.600% | 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9684 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 2.700% | 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25295 | &nbsp;&nbsp; 21516 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 2.600% | 5/10/31 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6499 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 6.300% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5199 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 4.000% | 7/15/42 | &nbsp;&nbsp; 7336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5820 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | 3.650% | 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp; 7445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Emory University | 2.143% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 5188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Emory University | 2.969% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Foundation | 2.415% | 6/1/50 | &nbsp;&nbsp; 2745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Foundation | 2.815% | 6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8638 | &nbsp;&nbsp; 5115 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.000% | 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp; 4123 |
|  | &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | 4.500% | 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 4.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11564 | &nbsp;&nbsp; 11295 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.125% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33400 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 4.200% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.800% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10888 | &nbsp;&nbsp; 11306 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20371 | &nbsp;&nbsp; 19585 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.400% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5456 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.600% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 14921 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.000% | 4/1/35 | &nbsp;&nbsp; 7731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6653 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.600% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13936 | &nbsp;&nbsp; 13667 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.150% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11779 | &nbsp;&nbsp; 10201 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.250% | 10/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20970 | &nbsp;&nbsp; 19431 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.200% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13396 | &nbsp;&nbsp; 10953 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 6.750% | 4/1/46 | &nbsp;&nbsp; 19747 | &nbsp;&nbsp; 19122 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.400% | 4/1/48 | &nbsp;&nbsp; 7275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | 5.950% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.100% | 1/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12371 | &nbsp;&nbsp; 12335 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.050% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8357 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.950% | 4/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.500% | 11/7/24 | &nbsp;&nbsp; 17065 | &nbsp;&nbsp; 16459 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9008 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.900% | 2/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13212 | &nbsp;&nbsp; 12540 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.800% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 10143 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.350% | 4/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 10324 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.750% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp; 5010 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | 7/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.250% | 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 8816 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.250% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9390 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 1.500% | 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8660 | &nbsp;&nbsp; 7517 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.000% | 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26480 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.350% | 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18050 | &nbsp;&nbsp;&nbsp; 17174 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.000% | 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8855 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.700% | 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6986 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.850% | 1/5/28 | &nbsp;&nbsp; 7207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6593 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.400% | 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 5.650% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 4.300% | 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18130 | &nbsp;&nbsp; 16275 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.600% | 6/21/30 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp; 6138 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.350% | 1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp; 3701 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 2.700% | 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24885 | &nbsp;&nbsp; 19135 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | 3.100% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3927 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 1.750% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1402 |
|  | &nbsp;&nbsp;&nbsp;Genuine Parts Co. | 1.875% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4607 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;George Washington University | 4.300% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944 | &nbsp;&nbsp; 3331 |
|  | &nbsp;&nbsp;&nbsp;George Washington University | 4.868% | 9/15/45 | &nbsp;&nbsp; 1742 | &nbsp;&nbsp; 1598 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;George Washington University | 4.126% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11456 | &nbsp;&nbsp; 9585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 4.315% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 | &nbsp;&nbsp; 4016 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 2.943% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp; 2092 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgetown University | 5.215% | 10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694 | &nbsp;&nbsp; 2358 |
|  | &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | 3.500% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3804 |
|  | &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | 4.625% | 7/28/45 | &nbsp;&nbsp; 7485 | &nbsp;&nbsp; 5860 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.550% | 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4691 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 3.900% | 11/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 8445 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 6.350% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp; 4511 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | 5.100% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5413 | &nbsp;&nbsp; 4602 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.750% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12134 | &nbsp;&nbsp; 12013 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2875 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.000% | 4/1/26 | &nbsp;&nbsp; 17400 | &nbsp;&nbsp; 16559 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.125% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18853 | &nbsp;&nbsp; 17263 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.500% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24813 | &nbsp;&nbsp; 22823 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.800% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 | &nbsp;&nbsp; 5083 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 0.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4148 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.500% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3399 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.950% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15455 | &nbsp;&nbsp; 13985 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.700% | 4/15/30 | &nbsp;&nbsp; 47495 | &nbsp;&nbsp; 41467 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp; 9449 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 1.875% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp; 12715 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.250% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13334 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9799 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.875% | 12/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24531 | &nbsp;&nbsp; 26248 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23650 | &nbsp;&nbsp; 18870 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 5.950% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp; 6737 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.200% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15212 | &nbsp;&nbsp; 13319 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.875% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 | &nbsp;&nbsp; 898 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.400% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp; 4087 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.250% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp; 5729 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.900% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13805 | &nbsp;&nbsp; 11409 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.500% | 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8173 | &nbsp;&nbsp; 7484 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.125% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31580 | &nbsp;&nbsp; 22557 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.350% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25762 | &nbsp;&nbsp; 19197 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.375% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp; 5779 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 2.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18630 | &nbsp;&nbsp; 12335 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.625% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 14850 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9662 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | 3.500% | 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp; 6133 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.534% | 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2746 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | 2.967% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 10303 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Howard University | 5.209% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 2445 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 1.800% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1874 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 4.850% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3629 | &nbsp;&nbsp; 3562 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 4.375% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805 | &nbsp;&nbsp; 6255 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | 6.000% | 4/23/30 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp; 7011 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 3.875% | 4/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10884 | &nbsp;&nbsp; 10341 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 3.375% | 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp; 2890 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | 4.125% | 1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp; 2389 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 4.705% | 7/1/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6962 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 4.083% | 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 4440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | 2.813% | 1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Kohl's Corp. | 3.625% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp; 2302 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.800% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3256 | &nbsp;&nbsp; 3032 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 4.250% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp; 6168 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.500% | 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp; 3210 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 2.600% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3499 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 5.250% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2380 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | 3.550% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.800% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp; 3613 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.500% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12475 | &nbsp;&nbsp; 11454 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | 3.500% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6227 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 1.289% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 3.647% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9834 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | 2.413% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.500% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19805 | &nbsp;&nbsp; 19541 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.750% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4657 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 5.250% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11888 | &nbsp;&nbsp; 11897 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | 4.750% | 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14423 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.125% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.000% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8526 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.400% | 9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2269 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.375% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14235 | &nbsp;&nbsp; 13671 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19425 | &nbsp;&nbsp; 18127 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.350% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.100% | 5/3/27 | &nbsp;&nbsp; 7618 | &nbsp;&nbsp; 7099 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.300% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp; 7246 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 9/15/28 | &nbsp;&nbsp; 7730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6493 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 6.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.650% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21936 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 1.700% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 7811 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.625% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21955 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.750% | 4/1/32 | &nbsp;&nbsp; 27250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24286 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9785 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.000% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 2.800% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 12253 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.700% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp; 7451 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.050% | 5/3/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14622 | &nbsp;&nbsp; 11481 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.550% | 4/5/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9520 | &nbsp;&nbsp; 7955 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.125% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.000% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 3.500% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.250% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20859 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.625% | 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14457 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 4.450% | 4/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16750 | &nbsp;&nbsp; 13115 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | 5.800% | 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8678 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 3.625% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 4.150% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | 2.450% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4127 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.600% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12525 | &nbsp;&nbsp; 12259 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.750% | 3/15/25 | &nbsp;&nbsp; 7409 | &nbsp;&nbsp; 7163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 5.750% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.750% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp; 4019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.125% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.650% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 4.625% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp; 13168 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.850% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23500 | &nbsp;&nbsp; 19037 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 3.500% | 10/15/32 | &nbsp;&nbsp; 7971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6626 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marriott International Inc. | 2.750% | 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 3.500% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp; 7909 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 1.500% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4146 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 7.750% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 2.000% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2464 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 2.000% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6944 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 4.500% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4651 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | 3.125% | 2/15/51 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.959% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp; 131 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 2.989% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp; 2615 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.067% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 3915 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 5.600% | 7/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 4.678% | 7/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14957 | &nbsp;&nbsp; 12994 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | 3.885% | 7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.375% | 5/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11655 | &nbsp;&nbsp; 11269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.300% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.700% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22005 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.500% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8533 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.500% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11475 | &nbsp;&nbsp; 10978 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.625% | 9/1/29 | &nbsp;&nbsp; 13110 | &nbsp;&nbsp; 11503 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 2.125% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.600% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9832 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.700% | 12/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp; 12405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 6.300% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.700% | 2/1/39 | &nbsp;&nbsp; 7793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8024 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.700% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.600% | 5/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp; 7888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.875% | 12/9/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 14369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.450% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 3.625% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24344 | &nbsp;&nbsp; 18528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8363 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | 5.150% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4826 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 2.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | 6.000% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 0.750% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 2.625% | 3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp; 10870 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | 2.450% | 3/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | 3.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4844 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.400% | 3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp; 8715 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.375% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11270 | &nbsp;&nbsp; 10404 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.750% | 3/27/27 | &nbsp;&nbsp; 7374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6894 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 2.850% | 3/27/30 | &nbsp;&nbsp; 17075 | &nbsp;&nbsp; 15244 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.250% | 3/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9340 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.625% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.875% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp; 2216 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3998 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | 3.375% | 3/27/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northeastern University | 2.894% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 4.643% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp; 9111 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 2.640% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | 3.662% | 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1627 |
|  | &nbsp;&nbsp;&nbsp;NVR Inc. | 3.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9072 | &nbsp;&nbsp; 7612 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.550% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.600% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11795 | &nbsp;&nbsp; 11134 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 3.900% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 4.200% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5178 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | 1.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp; 2417 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.200% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.950% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 3716 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 3.875% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 7.000% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.300% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6283 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | 4.400% | 1/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 3194 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 4.875% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.150% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 4818 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 2.517% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.745% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | 3.300% | 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 5.500% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5573 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 5.000% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 15835 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.375% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8443 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | 6.000% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 3.750% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp; 3740 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | 2.950% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rockefeller Foundation | 2.492% | 10/1/50 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6403 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | 4.600% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | 1.875% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3928 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 3.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4232 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 4.100% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp; 2193 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | 3.100% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 3.400% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 | &nbsp;&nbsp; 4501 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.250% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 2.300% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp; 10944 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 5.200% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.850% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8947 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | 4.000% | 3/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1719 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.800% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.450% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20813 | &nbsp;&nbsp; 19297 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.000% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.250% | 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 2.550% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19650 | &nbsp;&nbsp; 16516 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.300% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp; 2135 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.500% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13801 | &nbsp;&nbsp; 11932 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 4.450% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6860 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.350% | 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | 3.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 7763 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | 4.125% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | 3.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 |
|  | &nbsp;&nbsp;&nbsp;Thomas Jefferson University | 3.847% | 11/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp; 3744 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 2.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21298 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 1.150% | 5/15/28 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp; 6301 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 3.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7458 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | 1.600% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 4.350% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | 3.800% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 0.681% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13287 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 2.358% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11065 | &nbsp;&nbsp; 10653 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 1.339% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp; 12374 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 3.669% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9488 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | 2.362% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4216 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.350% | 1/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.450% | 1/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.900% | 4/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.500% | 6/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.625% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 17687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.400% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.450% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.800% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13580 | &nbsp;&nbsp; 12768 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.400% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2933 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.950% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.800% | 10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7172 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 5.400% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10154 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 0.800% | 1/9/26 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.125% | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 12387 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.200% | 1/11/27 | &nbsp;&nbsp; 7032 | &nbsp;&nbsp; 6613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.150% | 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9277 | &nbsp;&nbsp; 7909 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 4.550% | 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 5.450% | 11/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp; 7140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.050% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13475 | &nbsp;&nbsp; 12477 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 4/6/28 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.650% | 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.150% | 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 3.375% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9097 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.650% | 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 1.900% | 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 12652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | 2.400% | 1/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | 1.750% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp; 4417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of Boston College | 3.129% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of Boston University | 4.061% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 5.700% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 2.516% | 7/1/50 | &nbsp;&nbsp; 7575 | &nbsp;&nbsp; 5120 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | 4.201% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | 2.547% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5388 |
|  | &nbsp;&nbsp;&nbsp;University of Chicago | 3.000% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | 4.003% | 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Miami | 4.063% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.438% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp; 7133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | 3.394% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.028% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9251 | &nbsp;&nbsp; 7242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.841% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp; 7907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 2.945% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6267 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | 5.250% | 10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | 3.226% | 10/1/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp; 1167 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.400% | 4/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6381 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.800% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661 |
|  | &nbsp;&nbsp;&nbsp;VF Corp. | 2.950% | 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8368 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Washington University | 3.524% | 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 |
|  | &nbsp;&nbsp;&nbsp;Washington University | 4.349% | 4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.000% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 3.700% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.750% | 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp; 15772 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 2.400% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.700% | 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.500% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | 4.600% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;William Marsh Rice University | 3.574% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8510 | &nbsp;&nbsp; 7001 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale University | 0.873% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale University | 1.482% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale University | 2.402% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp; 5199 |
|  |  |  |  |  | &nbsp;&nbsp; **3625769** |
| **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** |
|  | &nbsp;&nbsp;&nbsp;Ahold Finance USA LLC | 6.875% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.000% | 1/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12883 | &nbsp;&nbsp; 12751 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.800% | 2/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2652 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.350% | 5/6/25 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.400% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28206 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.625% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11294 | &nbsp;&nbsp; 10343 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.800% | 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12275 | &nbsp;&nbsp; 11769 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7683 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 2.450% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12350 | &nbsp;&nbsp; 9314 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.800% | 2/14/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8860 | &nbsp;&nbsp; 8126 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.400% | 2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 10285 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.250% | 8/9/42 | &nbsp;&nbsp; 10376 | &nbsp;&nbsp; 7686 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.500% | 5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 |

---

------

Total Bond Market II Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.375% | 1/31/44 | &nbsp;&nbsp; 17457 | &nbsp;&nbsp; 15446 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.875% | 9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23289 | &nbsp;&nbsp; 15544 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 5.950% | 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20303 | &nbsp;&nbsp; 18093 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 4.450% | 5/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp; 7077 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 3.700% | 2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21460 | &nbsp;&nbsp; 13556 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | 6.200% | 2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41399 | &nbsp;&nbsp; 39876 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | &nbsp;&nbsp; 131111 | &nbsp;&nbsp; 119980 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9026 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14690 | &nbsp;&nbsp; 13176 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | &nbsp;&nbsp; 17992 | &nbsp;&nbsp; 16490 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21067 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39959 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18870 | &nbsp;&nbsp;&nbsp; 17162 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14615 | &nbsp;&nbsp; 13140 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | &nbsp;&nbsp; 7575 | &nbsp;&nbsp; 9415 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20223 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13255 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8226 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40353 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | &nbsp;&nbsp; 27407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23458 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8982 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13080 | &nbsp;&nbsp; 11579 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 4182 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8941 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp; 8120 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | &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;&nbsp;&nbsp;567 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2454 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13325 | &nbsp;&nbsp; 12159 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 4.875% | 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887 | &nbsp;&nbsp; 6715 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | 2.650% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6736 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.222% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23506 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.789% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.215% | 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10933 | &nbsp;&nbsp; 10099 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.700% | 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26873 | &nbsp;&nbsp; 25811 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.557% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28929 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.259% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21327 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.462% | 9/6/29 | &nbsp;&nbsp; 7693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.906% | 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11805 | &nbsp;&nbsp; 10820 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 2.726% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6239 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.742% | 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8880 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.390% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22338 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.734% | 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6796 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.540% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25143 | &nbsp;&nbsp; 17872 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 4.758% | 9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.282% | 4/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6659 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 3.984% | 9/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp; 2515 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | 5.650% | 3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp; 5180 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 1.668% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21509 | &nbsp;&nbsp; 19044 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | 4.448% | 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7405 |
|  | &nbsp;&nbsp;&nbsp;Beam Suntory Inc. | 3.250% | 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 3.500% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3885 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | 4.500% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3561 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8888 | &nbsp;&nbsp; 8102 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | &nbsp;&nbsp; 7368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6872 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp; 10056 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6506 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.300% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8783 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 4.150% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11950 | &nbsp;&nbsp; 11423 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 2.375% | 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp; 7847 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 4.800% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334 |
|  | &nbsp;&nbsp;&nbsp;Campbell Soup Co. | 3.125% | 4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4737 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 3.150% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 3.950% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 |
|  | &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | 5.000% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7504 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 3.100% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5636 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 3.900% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3343 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | 1.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9313 | &nbsp;&nbsp; 7412 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.750% | 9/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18625 | &nbsp;&nbsp; 17759 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.375% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.900% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp; 1766 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.450% | 6/1/27 | &nbsp;&nbsp; 17848 | &nbsp;&nbsp; 15763 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.500% | 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5605 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.450% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9406 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.650% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20488 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.000% | 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 16501 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 1.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 14086 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.250% | 1/5/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 4.125% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6991 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.875% | 5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4601 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 4.200% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5320 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.600% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20475 | &nbsp;&nbsp; 13762 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 3.000% | 3/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.500% | 3/15/51 | &nbsp;&nbsp; 27325 | &nbsp;&nbsp; 17956 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | 2.750% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | &nbsp;&nbsp; 8117 | &nbsp;&nbsp; 7885 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp; 11810 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp; 7473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.100% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.100% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.250% | 8/15/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 3.700% | 8/1/47 | &nbsp;&nbsp; 7922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.300% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28821 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.600% | 11/1/25 | &nbsp;&nbsp; 17225 | &nbsp;&nbsp; 16946 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 1.375% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6884 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 7.000% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 4.850% | 11/1/28 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 7737 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 8.250% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.300% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | 5.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4317 | &nbsp;&nbsp; 4011 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19521 | &nbsp;&nbsp; 19394 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.400% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 | &nbsp;&nbsp; 4765 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.700% | 12/6/26 | &nbsp;&nbsp; 17788 | &nbsp;&nbsp; 16928 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.500% | 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13275 | &nbsp;&nbsp; 12426 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.350% | 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.600% | 2/15/28 | &nbsp;&nbsp; 7070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.150% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp; 12881 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.875% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8308 | &nbsp;&nbsp; 7061 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 2.250% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.750% | 5/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.500% | 5/9/47 | &nbsp;&nbsp; 17883 | &nbsp;&nbsp; 15070 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 4.100% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 5.250% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp; 4119 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | 3.750% | 5/1/50 | &nbsp;&nbsp; 7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 2.750% | 5/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 15576 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 3.000% | 5/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6532 | &nbsp;&nbsp; 6151 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.375% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28773 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.600% | 4/20/30 | &nbsp;&nbsp; 47373 | &nbsp;&nbsp; 38761 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | 1.750% | 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp; 14307 |
| &nbsp;&nbsp;&nbsp;Delhaize America LLC | 9.000% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.125% | 10/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8920 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 1.375% | 9/29/25 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.200% | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.300% | 10/24/27 | &nbsp;&nbsp; 7080 | &nbsp;&nbsp; 7246 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 3.875% | 5/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.000% | 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6966 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 2.125% | 4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9824 | &nbsp;&nbsp; 7817 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.500% | 1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 14642 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 5.875% | 9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | 3.875% | 4/29/43 | &nbsp;&nbsp; 7469 | &nbsp;&nbsp; 6149 |
| &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | 7.450% | 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp; 1719 |
| &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | 4.250% | 5/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.250% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.150% | 11/1/25 | &nbsp;&nbsp; 7180 | &nbsp;&nbsp; 7006 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 3.875% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.625% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.125% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 3.500% | 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464 | &nbsp;&nbsp; 4001 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 5.000% | 11/1/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | 4.125% | 4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15932 | &nbsp;&nbsp; 12765 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 4.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12815 | &nbsp;&nbsp; 12515 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 4.200% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11270 | &nbsp;&nbsp; 10813 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | 3.375% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6093 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5152 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp; 13420 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8559 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3895 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp; 1613 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc. | 3.500% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc. | 2.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11381 | &nbsp;&nbsp; 9153 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp; 2911 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp; 18698 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.650% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5797 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | 4.000% | 4/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.200% | 2/10/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7102 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | 4.200% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp; 11284 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | 2.875% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | 2.250% | 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3449 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | 3.000% | 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19175 | &nbsp;&nbsp; 17866 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4948 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | &nbsp;&nbsp; 37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33039 |
|  | &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC | 4.000% | 3/24/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp; 3711 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.625% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2726 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.050% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 | &nbsp;&nbsp; 2181 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.200% | 8/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.300% | 8/15/26 | &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;&nbsp;459 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 1.700% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.375% | 8/15/46 | &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;&nbsp;&nbsp;&nbsp;&nbsp;223 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 3.125% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | 2.650% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 0.650% | 6/3/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6601 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.700% | 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5185 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 1.800% | 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6992 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | 3.050% | 6/3/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6935 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 3.200% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 2.900% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6841 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | 3.900% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp; 1195 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.500% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.375% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.375% | 3/15/30 | &nbsp;&nbsp; 7875 | &nbsp;&nbsp; 6517 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.125% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 4193 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 4.250% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4239 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 2.750% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | 3.550% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.125% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9460 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 3.000% | 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7606 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 3.750% | 12/1/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5710 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 3.000% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2301 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 5.750% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23675 | &nbsp;&nbsp; 22619 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 4.375% | 2/2/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24625 | &nbsp;&nbsp; 17455 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JBS USA LUX SA | 6.500% | 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21581 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 3.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4784 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 3.400% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp; 9744 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 4.300% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp; 4715 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 2.100% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 |
|  | &nbsp;&nbsp;&nbsp;Kellogg Co. | 4.500% | 4/1/46 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6547 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4749 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641 | &nbsp;&nbsp; 2614 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6230 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5040 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7934 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20535 | &nbsp;&nbsp; 19079 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29370 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2416 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10009 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3310 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5338 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 10893 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.050% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 1.050% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.950% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.200% | 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.100% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5444 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.000% | 11/2/31 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 6.625% | 8/1/37 | &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;&nbsp;&nbsp;&nbsp;&nbsp;346 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 5.300% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8322 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 3.900% | 5/4/47 | &nbsp;&nbsp; 2774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | 2.875% | 2/7/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123 | &nbsp;&nbsp; 2112 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.000% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13150 | &nbsp;&nbsp; 12316 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.875% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14550 | &nbsp;&nbsp; 13902 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.000% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp; 10453 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.875% | 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8692 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 6.500% | 2/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 11648 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.000% | 6/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5872 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.200% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14550 | &nbsp;&nbsp; 13407 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.375% | 6/1/46 | &nbsp;&nbsp; 47086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38462 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 4.875% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34034 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | 5.500% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 10027 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.000% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 | &nbsp;&nbsp; 9196 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.500% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 2.650% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3771 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.500% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kroger Co. | 7.700% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4446 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 8.000% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6907 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 2.200% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 1.700% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4281 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 7.500% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 6.900% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.400% | 7/15/40 | &nbsp;&nbsp; 5010 | &nbsp;&nbsp; 4776 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.000% | 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4524 | &nbsp;&nbsp; 4115 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 5.150% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp; 2166 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.875% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14619 | &nbsp;&nbsp; 11232 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.450% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13409 | &nbsp;&nbsp; 11325 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 4.650% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | 3.950% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp; 5123 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 3.150% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 0.900% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 3.400% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9798 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3424 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 1.850% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp; 7265 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | 4.200% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | &nbsp;&nbsp; 12118 | &nbsp;&nbsp; 11868 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6403 |
|  | &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8835 | &nbsp;&nbsp; 7927 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 3.000% | 7/15/26 | &nbsp;&nbsp; 27194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25251 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 5.000% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9677 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | 4.200% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14525 | &nbsp;&nbsp; 11320 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 5/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4171 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.625% | 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5449 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.750% | 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9156 | &nbsp;&nbsp; 7890 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.500% | 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3922 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 3.000% | 3/17/32 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6608 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 1.875% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14245 | &nbsp;&nbsp; 10823 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | 2.625% | 9/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9670 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 3/1/24 | &nbsp;&nbsp; 7334 | &nbsp;&nbsp; 7246 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.250% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12188 | &nbsp;&nbsp; 11599 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9702 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.500% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.850% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15866 | &nbsp;&nbsp; 15091 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.375% | 10/6/26 | &nbsp;&nbsp; 37221 | &nbsp;&nbsp; 34676 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 3/19/27 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 16236 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.000% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 7.000% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 | &nbsp;&nbsp; 8817 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 3/19/30 | &nbsp;&nbsp; 27510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24343 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.625% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16520 | &nbsp;&nbsp; 13481 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.400% | 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7872 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 1.950% | 10/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7265 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.900% | 7/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10681 | &nbsp;&nbsp; 10100 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.500% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7894 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.625% | 10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4692 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.000% | 3/5/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp; 4210 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.600% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.250% | 10/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp; 3137 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.450% | 4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.450% | 10/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15075 | &nbsp;&nbsp; 12101 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.375% | 7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6020 | &nbsp;&nbsp; 4766 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.875% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp; 6766 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.625% | 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9708 | &nbsp;&nbsp; 7995 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 2.750% | 10/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 7330 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 4.200% | 7/18/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp; 5276 |
|  | &nbsp;&nbsp;&nbsp;PepsiCo Inc. | 3.875% | 3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.875% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp; 11285 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.250% | 11/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 10249 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/15/24 | &nbsp;&nbsp; 7420 | &nbsp;&nbsp; 7426 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 1.500% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 | &nbsp;&nbsp; 3411 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.375% | 8/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.000% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10051 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.750% | 2/25/26 | &nbsp;&nbsp; 17069 | &nbsp;&nbsp; 16021 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 0.875% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8228 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14194 | &nbsp;&nbsp; 13160 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.125% | 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15142 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.125% | 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.625% | 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp; 11407 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 2.100% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 5.750% | 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30685 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 6.375% | 5/16/38 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8059 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.375% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20418 | &nbsp;&nbsp; 16820 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.500% | 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8995 | &nbsp;&nbsp; 7584 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 3.875% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15802 | &nbsp;&nbsp; 12020 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.125% | 3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8927 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.875% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5058 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | 4.250% | 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp; 1156 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 4.250% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4086 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | 3.500% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp; 7514 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 0.550% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.700% | 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15050 | &nbsp;&nbsp; 14281 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.450% | 11/3/26 | &nbsp;&nbsp; 11110 | &nbsp;&nbsp; 10293 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.800% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp; 8814 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 2.850% | 8/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp; 6154 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.000% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30127 | &nbsp;&nbsp; 27450 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 1.200% | 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15351 | &nbsp;&nbsp; 12052 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 5.550% | 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.550% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4373 | &nbsp;&nbsp; 3764 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.500% | 10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2505 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | 3.600% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 4.450% | 6/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34830 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.700% | 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 7.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp; 4917 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 8.125% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp; 2415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 7.000% | 8/4/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 6.150% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp; 7645 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | 5.850% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20590 | &nbsp;&nbsp; 17578 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.750% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15349 | &nbsp;&nbsp; 14849 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.300% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp; 7981 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.250% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14864 | &nbsp;&nbsp; 13755 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 2.400% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 5.950% | 4/1/30 | &nbsp;&nbsp; 7058 | &nbsp;&nbsp; 7319 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 2.450% | 12/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8967 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.850% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4527 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.500% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp; 7485 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 4.450% | 3/15/48 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp; 6104 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.300% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 6.600% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11472 | &nbsp;&nbsp; 12496 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | 3.150% | 12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6638 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.500% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp; 9201 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22772 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10690 | &nbsp;&nbsp; 10015 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 1.950% | 1/15/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 6812 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.375% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7754 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.350% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp; 5719 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.650% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13093 | &nbsp;&nbsp; 11230 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 4.500% | 9/15/32 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7293 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 6.500% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 7.000% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 4.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.625% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 3.900% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 |
|  | &nbsp;&nbsp;&nbsp;Target Corp. | 2.950% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19676 | &nbsp;&nbsp; 13615 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 3.950% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19035 | &nbsp;&nbsp; 18728 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.000% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26044 | &nbsp;&nbsp; 25196 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 3.550% | 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16175 | &nbsp;&nbsp; 15143 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.350% | 3/1/29 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 16708 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.875% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp; 4139 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 4.550% | 6/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp; 1819 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | 5.100% | 9/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16635 | &nbsp;&nbsp; 15433 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.250% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp; 12939 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.600% | 5/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19965 | &nbsp;&nbsp; 19371 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 0.626% | 8/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.375% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 3.100% | 7/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.000% | 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5661 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.900% | 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5981 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.125% | 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23366 | &nbsp;&nbsp; 19748 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 1.375% | 9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 1.750% | 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4656 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 5.900% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | 2.625% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12457 | &nbsp;&nbsp; 8103 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11087 | &nbsp;&nbsp; 10813 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18555 | &nbsp;&nbsp; 17630 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp; 11921 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.300% | 4/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16825 | &nbsp;&nbsp; 16491 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.850% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16905 | &nbsp;&nbsp; 16415 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.650% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16397 | &nbsp;&nbsp; 15772 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.550% | 6/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18470 | &nbsp;&nbsp; 18076 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.900% | 9/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11025 | &nbsp;&nbsp; 10863 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.050% | 7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29727 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.050% | 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5927 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.700% | 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14146 | &nbsp;&nbsp; 13681 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.250% | 7/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20040 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.375% | 9/24/29 | &nbsp;&nbsp; 7455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 1.800% | 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.150% | 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8402 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.250% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10467 | &nbsp;&nbsp;&nbsp; 11011 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 6.200% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13580 | &nbsp;&nbsp; 15378 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.950% | 6/28/38 | &nbsp;&nbsp; 7175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.000% | 10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 5.625% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4221 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.000% | 4/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11385 | &nbsp;&nbsp; 10110 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.300% | 4/22/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp; 4414 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 3.625% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16378 | &nbsp;&nbsp; 13475 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.050% | 6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15587 | &nbsp;&nbsp; 13935 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 2.950% | 9/24/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14170 | &nbsp;&nbsp; 10336 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | 4.500% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9542 |
|  |  |  |  |  | &nbsp;&nbsp; **4115386** |
| **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** | **Energy (1.8%)** |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 2.061% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4033 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 3.337% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14275 | &nbsp;&nbsp; 13207 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 3.138% | 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 4.486% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9066 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 5.125% | 9/15/40 | &nbsp;&nbsp; 7540 | &nbsp;&nbsp; 7004 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC | 4.080% | 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 12164 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 4.950% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 5.950% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14910 | &nbsp;&nbsp; 15124 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 4.450% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | 3.600% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.410% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp; 12976 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.119% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28736 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.017% | 1/16/27 | &nbsp;&nbsp; 7247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.543% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8052 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.588% | 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.937% | 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19750 | &nbsp;&nbsp; 18871 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 4.234% | 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20992 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.633% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13910 | &nbsp;&nbsp; 12761 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 1.749% | 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6466 | &nbsp;&nbsp; 5159 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.721% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8371 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.060% | 6/17/41 | &nbsp;&nbsp; 15110 | &nbsp;&nbsp; 11269 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.000% | 2/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19264 | &nbsp;&nbsp; 13069 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.772% | 11/10/50 | &nbsp;&nbsp; 17190 | &nbsp;&nbsp; 10983 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 2.939% | 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp; 18882 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.001% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8856 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | 3.379% | 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp; 11339 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.279% | 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22573 | &nbsp;&nbsp; 21213 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | 3.723% | 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12825 | &nbsp;&nbsp; 12144 |
|  | &nbsp;&nbsp;&nbsp;Burlington Resources LLC | 7.200% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208 |
|  | &nbsp;&nbsp;&nbsp;Burlington Resources LLC | 7.400% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20384 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6286 | &nbsp;&nbsp; 6114 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12848 | &nbsp;&nbsp; 11957 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16325 | &nbsp;&nbsp; 15408 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7590 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp; 4189 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp; 3919 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | &nbsp;&nbsp; 7965 | &nbsp;&nbsp; 7935 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11643 | &nbsp;&nbsp; 11579 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6564 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 4.250% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3066 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 2.650% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.250% | 6/15/37 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 7052 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.800% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4246 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 6.750% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 5.400% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp; 11337 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | 3.750% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5854 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7124 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 19108 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | &nbsp;&nbsp; 27354 | &nbsp;&nbsp; 27071 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16250 | &nbsp;&nbsp; 14732 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 6131 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp; 13860 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 4.000% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22425 | &nbsp;&nbsp; 19208 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | 3.250% | 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp; 15452 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.895% | 3/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 10265 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 1.554% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24472 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 3.326% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8799 | &nbsp;&nbsp; 8511 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.954% | 5/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9205 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 1.995% | 5/11/27 | &nbsp;&nbsp; 7286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 2.236% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18468 | &nbsp;&nbsp; 15811 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | 3.078% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.900% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 0.687% | 8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13352 | &nbsp;&nbsp; 12080 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 1.018% | 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp; 7865 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.850% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4624 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 3.250% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7339 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 5.250% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp; 10220 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | 2.343% | 8/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4998 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1976 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25050 | &nbsp;&nbsp; 24514 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 10563 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11325 | &nbsp;&nbsp; 11627 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 |
|  | &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10448 | &nbsp;&nbsp; 10301 |
|  | &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5848 |
|  | &nbsp;&nbsp;&nbsp;Conoco Funding Co. | 7.250% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 4.300% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10888 | &nbsp;&nbsp; 10428 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 2.400% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3983 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 5.900% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 5.900% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10161 | &nbsp;&nbsp; 10726 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 6.500% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12731 | &nbsp;&nbsp; 14314 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | 4.875% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10294 | &nbsp;&nbsp; 9511 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.350% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 2.400% | 3/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 6.950% | 4/15/29 | &nbsp;&nbsp; 7725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8542 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.758% | 3/15/42 | &nbsp;&nbsp; 8574 | &nbsp;&nbsp; 7177 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.300% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13848 | &nbsp;&nbsp; 11993 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 3.800% | 3/15/52 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | 4.025% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18503 | &nbsp;&nbsp; 14770 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 3.800% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.375% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6285 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | 4.900% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 3.900% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5659 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | 4.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3083 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.375% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.625% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 3.250% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 | &nbsp;&nbsp; 3813 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | 5.600% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3719 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.250% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.850% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.250% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 | &nbsp;&nbsp; 4760 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.875% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128 | &nbsp;&nbsp; 3160 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 7.875% | 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp; 7884 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 7.950% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13192 | &nbsp;&nbsp; 12325 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 4.750% | 5/15/42 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6366 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | 5.000% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7186 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9432 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp; 7676 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 3.125% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12925 | &nbsp;&nbsp; 10713 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/33 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7109 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.400% | 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp; 5123 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 4.250% | 3/15/52 | &nbsp;&nbsp; 7430 | &nbsp;&nbsp; 5514 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | 6.250% | 3/15/53 | &nbsp;&nbsp; 7690 | &nbsp;&nbsp; 7469 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5478 | &nbsp;&nbsp; 4501 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.875% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8970 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp; 5191 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 5.500% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | 7.375% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6578 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.150% | 2/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.500% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8425 | &nbsp;&nbsp; 8197 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 1.600% | 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.250% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp; 14826 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.700% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6256 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.125% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14295 | &nbsp;&nbsp; 12463 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 2.500% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7318 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.500% | 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 5.500% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | 3.400% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 7242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.875% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 12030 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.250% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12975 | &nbsp;&nbsp; 12740 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.900% | 5/15/24 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp; 6919 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.050% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14412 | &nbsp;&nbsp; 13965 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 2.900% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp; 9611 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.950% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.750% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11005 | &nbsp;&nbsp; 10739 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.900% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.400% | 3/15/27 | &nbsp;&nbsp; 11100 | &nbsp;&nbsp; 10559 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.200% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp; 6512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp; 10734 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.000% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5610 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.550% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3666 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp; 11714 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 6/15/28 | &nbsp;&nbsp; 13110 | &nbsp;&nbsp; 12663 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.250% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22800 | &nbsp;&nbsp; 22105 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.150% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 3.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16180 | &nbsp;&nbsp; 14264 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.750% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.900% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.625% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.800% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp; 5319 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 7.500% | 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.050% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5387 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.500% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11926 | &nbsp;&nbsp; 11783 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.100% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 4.950% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp; 4915 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.950% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2129 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9037 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.150% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.350% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.125% | 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14450 | &nbsp;&nbsp; 13400 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.300% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp; 8274 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.400% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11897 | &nbsp;&nbsp; 10126 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.000% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp; 10193 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 6.250% | 4/15/49 | &nbsp;&nbsp; 17900 | &nbsp;&nbsp; 16717 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | 5.000% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp; 17276 |
|  | &nbsp;&nbsp;&nbsp;Eni USA Inc. | 7.300% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp; 1166 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.900% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12220 | &nbsp;&nbsp; 12039 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.750% | 2/15/25 | &nbsp;&nbsp; 7925 | &nbsp;&nbsp; 7707 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12682 | &nbsp;&nbsp; 12220 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.950% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.150% | 10/16/28 | &nbsp;&nbsp; 7870 | &nbsp;&nbsp; 7452 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.125% | 7/31/29 | &nbsp;&nbsp; 17940 | &nbsp;&nbsp; 15794 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 2.800% | 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11900 | &nbsp;&nbsp; 10138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.875% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.650% | 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 7.550% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 6.125% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp; 6010 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.950% | 2/1/41 | &nbsp;&nbsp; 7465 | &nbsp;&nbsp; 7453 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.700% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12293 | &nbsp;&nbsp; 10893 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.450% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15212 | &nbsp;&nbsp; 12785 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.850% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22326 | &nbsp;&nbsp; 19607 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.100% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9368 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.900% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9099 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.250% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21492 | &nbsp;&nbsp; 17331 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.800% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13298 | &nbsp;&nbsp; 11489 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.200% | 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19942 | &nbsp;&nbsp; 15716 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.700% | 1/31/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.200% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.300% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 4.950% | 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 3.950% | 1/31/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.250% | 8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1717 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | 5.375% | 2/15/78 | &nbsp;&nbsp; 11315 | &nbsp;&nbsp; 8718 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 3.150% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6624 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | 4.375% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11695 | &nbsp;&nbsp; 11321 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 6.125% | 2/1/25 | &nbsp;&nbsp; 7263 | &nbsp;&nbsp; 7282 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.678% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | 3.125% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 3.900% | 10/1/27 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp; 7015 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.700% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 5.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5788 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | 7.000% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9945 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.019% | 8/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6036 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.992% | 3/19/25 | &nbsp;&nbsp; 47100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45403 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.043% | 3/1/26 | &nbsp;&nbsp; 27373 | &nbsp;&nbsp; 26134 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.275% | 8/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22429 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.440% | 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8529 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.482% | 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp; 19564 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.610% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22223 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 2.995% | 8/16/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8849 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.227% | 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23806 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.567% | 3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14153 | &nbsp;&nbsp; 11145 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.114% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp; 11460 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.095% | 8/16/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18434 | &nbsp;&nbsp; 13246 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 4.327% | 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28390 | &nbsp;&nbsp; 25107 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 3.452% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25641 | &nbsp;&nbsp; 19436 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 3.800% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 2.920% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp; 8760 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.850% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16325 | &nbsp;&nbsp; 15117 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 6.700% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16880 | &nbsp;&nbsp;&nbsp; 17913 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.500% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2920 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 4.750% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14075 | &nbsp;&nbsp; 12036 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | 5.000% | 11/15/45 | &nbsp;&nbsp; 21117 | &nbsp;&nbsp; 18722 |
|  | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | 2.900% | 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 3.500% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 4.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11460 | &nbsp;&nbsp; 10968 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 7.300% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp; 5174 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 7.125% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 6.000% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15050 | &nbsp;&nbsp; 14840 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 5.600% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12672 | &nbsp;&nbsp; 11999 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | 5.800% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | 5.875% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | 4.500% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | &nbsp;&nbsp; 7990 | &nbsp;&nbsp; 7888 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11783 | &nbsp;&nbsp; 11593 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9308 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9859 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4926 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8656 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3759 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5542 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8530 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2363 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13295 | &nbsp;&nbsp; 13051 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 1.750% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4412 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.300% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 2.000% | 2/15/31 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 7.800% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 7.750% | 1/15/32 | &nbsp;&nbsp; 7956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 4.800% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8347 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.300% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8653 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.550% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22655 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.050% | 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8935 | &nbsp;&nbsp; 7616 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 3.250% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 3.600% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 6913 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | 5.450% | 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 8128 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 5.000% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9026 |
|  | &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 3.250% | 6/1/30 | &nbsp;&nbsp; 11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9724 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 5.150% | 10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 |
| &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.250% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 |
| &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.200% | 10/3/47 | &nbsp;&nbsp; 10710 | &nbsp;&nbsp; 8074 |
| &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 4.850% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 416 |
| &nbsp;&nbsp;&nbsp;Magellan Midstream Partners LP | 3.950% | 3/1/50 | &nbsp;&nbsp; 7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5489 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 4.400% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp; 14419 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.800% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 6.600% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8427 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp. | 5.200% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 3.625% | 9/15/24 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 7205 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.700% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11824 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 5.125% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9961 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 6.500% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13232 | &nbsp;&nbsp; 13653 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.750% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp; 7028 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 4.500% | 4/1/48 | &nbsp;&nbsp; 7685 | &nbsp;&nbsp; 6109 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | 5.000% | 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3723 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.875% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19058 | &nbsp;&nbsp; 18887 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.000% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5814 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.875% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13424 | &nbsp;&nbsp; 13269 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 1.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16519 | &nbsp;&nbsp; 14746 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.125% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9964 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8463 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19650 | &nbsp;&nbsp; 18303 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.800% | 2/15/29 | &nbsp;&nbsp; 7643 | &nbsp;&nbsp; 7310 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 2.650% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15341 | &nbsp;&nbsp; 12447 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.950% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198 | &nbsp;&nbsp; 4874 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9287 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14335 | &nbsp;&nbsp; 12186 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 5.200% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16225 | &nbsp;&nbsp; 13827 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.700% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 | &nbsp;&nbsp; 7575 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 5.500% | 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11690 | &nbsp;&nbsp; 10341 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.950% | 3/14/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 12317 |
| &nbsp;&nbsp;&nbsp;MPLX LP | 4.900% | 4/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
| &nbsp;&nbsp;&nbsp;NOV Inc. | 3.950% | 12/1/42 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 2.750% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 2.200% | 9/15/25 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6429 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 5.850% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3367 | &nbsp;&nbsp; 3414 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.000% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp; 8713 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.550% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 | &nbsp;&nbsp; 7787 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.350% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8902 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 3.400% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13025 | &nbsp;&nbsp; 11261 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 3.100% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 6713 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.350% | 1/15/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7133 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 6.000% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.950% | 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9164 | &nbsp;&nbsp; 7438 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 5.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6787 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.450% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp; 6147 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 4.500% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | 7.150% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 4.900% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4971 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.650% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15153 | &nbsp;&nbsp; 15215 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.850% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp; 6812 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.125% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 712 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners LP | 6.200% | 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 |
| &nbsp;&nbsp;&nbsp;Ovintiv Exploration Inc. | 5.375% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 7.375% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8539 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.625% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11375 | &nbsp;&nbsp; 11455 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. | 6.500% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 4163 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 0.900% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 3.850% | 4/9/25 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 7504 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 1.300% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 3.900% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4961 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 2.150% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7198 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 4.650% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13650 | &nbsp;&nbsp; 12738 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 5.875% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 4.875% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14925 | &nbsp;&nbsp; 13711 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | 3.300% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp; 7562 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 2.450% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.605% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5227 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.550% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.750% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 3.150% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp; 4601 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | 4.680% | 2/15/45 | &nbsp;&nbsp; 4740 | &nbsp;&nbsp; 4122 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.125% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 1.900% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11865 | &nbsp;&nbsp; 9310 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | 2.150% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7931 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.600% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15150 | &nbsp;&nbsp; 14671 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.650% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11466 | &nbsp;&nbsp; 11227 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.500% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 10047 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.550% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp; 7127 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 3.800% | 9/15/30 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6347 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 6.650% | 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 5.150% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp; 4164 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.300% | 1/31/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.700% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | 4.900% | 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5289 | &nbsp;&nbsp; 4128 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26178 | &nbsp;&nbsp; 26187 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21556 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 12142 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 15696 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp; 19837 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20795 | &nbsp;&nbsp; 19314 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4057 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4582 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Investment SA | 2.650% | 6/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8624 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.000% | 11/7/24 | &nbsp;&nbsp; 17070 | &nbsp;&nbsp; 16232 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29562 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.875% | 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9405 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.500% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12897 | &nbsp;&nbsp; 11963 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.875% | 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15425 | &nbsp;&nbsp; 14847 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.375% | 11/7/29 | &nbsp;&nbsp; 39174 | &nbsp;&nbsp; 33874 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.750% | 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20835 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.125% | 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21430 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 6.375% | 12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24857 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 2.875% | 11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4790 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.625% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14227 | &nbsp;&nbsp; 11472 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.550% | 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16125 | &nbsp;&nbsp; 14575 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.375% | 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24867 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 4.000% | 5/10/46 | &nbsp;&nbsp; 27925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23003 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.750% | 9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp; 5012 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.125% | 11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9326 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.250% | 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15515 | &nbsp;&nbsp; 11258 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | 3.000% | 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp; 14429 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 4.750% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20305 | &nbsp;&nbsp; 20175 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 3.500% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8754 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 3.375% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4802 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 5.950% | 9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | 4.500% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 7.150% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6878 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 5.950% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.800% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9252 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.500% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13285 | &nbsp;&nbsp; 13661 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 6.850% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp; 7066 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | 3.750% | 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.200% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6948 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | 4.950% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15270 | &nbsp;&nbsp; 12139 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.000% | 1/15/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 6.875% | 1/15/29 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7069 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 5.500% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9424 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.875% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9035 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP | 4.000% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8407 |
| &nbsp;&nbsp;&nbsp;TC PipeLines LP | 3.900% | 5/25/27 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp; 6711 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 217 |
| &nbsp;&nbsp;&nbsp;Texas Eastern Transmission LP | 7.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.700% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12666 | &nbsp;&nbsp; 12497 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.750% | 4/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.434% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11442 | &nbsp;&nbsp; 10930 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.455% | 2/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18685 | &nbsp;&nbsp; 17348 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.829% | 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9723 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 2.986% | 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15428 | &nbsp;&nbsp; 11516 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.461% | 7/12/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.127% | 5/29/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp; 11803 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | 3.386% | 6/29/60 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 4918 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | 3.883% | 10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp; 6138 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10189 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9594 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24480 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 8741 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20031 | &nbsp;&nbsp; 18294 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | &nbsp;&nbsp; 3115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4961 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18175 | &nbsp;&nbsp; 18555 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp; 12211 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5541 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12134 | &nbsp;&nbsp; 12201 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6826 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19525 | &nbsp;&nbsp; 17092 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10665 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp; 10530 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14546 | &nbsp;&nbsp; 12636 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp; 2713 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 2.150% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.350% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11262 | &nbsp;&nbsp; 10877 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 2.800% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp; 4201 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 7.500% | 4/15/32 | &nbsp;&nbsp; 7131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8024 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 6.625% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18035 | &nbsp;&nbsp; 19281 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.900% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4368 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 3.650% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7083 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | 4.000% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
| &nbsp;&nbsp;&nbsp;Valero Energy Partners LP | 4.500% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.300% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp; 11250 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.550% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14050 | &nbsp;&nbsp; 13894 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.900% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21984 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.000% | 9/15/25 | &nbsp;&nbsp; 7275 | &nbsp;&nbsp; 7069 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.750% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11311 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.500% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12510 | &nbsp;&nbsp; 10959 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 7.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 2.600% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9737 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.650% | 8/15/32 | &nbsp;&nbsp; 17370 | &nbsp;&nbsp; 16202 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 6.300% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12920 | &nbsp;&nbsp; 13233 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.800% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7618 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.400% | 3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.750% | 6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.900% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.100% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8780 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 4.850% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 3.500% | 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | 5.300% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9008 |
|  |  |  |  |  | **4223996** |
| **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** | **Financials (7.9%)** |
|  | &nbsp;&nbsp;&nbsp;ACE Capital Trust II | 9.700% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aegon NV | 5.500% | 4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3601 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.875% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp; 5913 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.150% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.650% | 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.750% | 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9222 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 6.500% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19204 | &nbsp;&nbsp; 19509 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.450% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp; 8611 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 1.750% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 8813 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.450% | 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9721 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 2.450% | 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp; 34108 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.650% | 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12210 | &nbsp;&nbsp; 11062 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 4.625% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20480 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.875% | 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15650 | &nbsp;&nbsp; 14120 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.000% | 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33572 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.300% | 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53520 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.400% | 10/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 8747 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC | 3.850% | 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 10595 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 4.250% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 3.500% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10908 | &nbsp;&nbsp; 10480 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | 3.300% | 6/15/30 | &nbsp;&nbsp; 11576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9664 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 1.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 2.875% | 10/15/26 | &nbsp;&nbsp; 7775 | &nbsp;&nbsp; 7229 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 3.600% | 4/1/30 | &nbsp;&nbsp; 27801 | &nbsp;&nbsp; 25154 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 4.000% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp; 5132 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | 4.750% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8099 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.250% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10350 | &nbsp;&nbsp; 10171 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 0.700% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 0.800% | 8/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5531 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.250% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.300% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4195 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11202 | &nbsp;&nbsp; 10637 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.375% | 7/1/25 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6602 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8087 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.750% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp; 2511 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 1.875% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8705 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5991 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.625% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp; 6155 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.100% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 4.625% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 5901 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.250% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 3.000% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp; 8617 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | 2.875% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19650 | &nbsp;&nbsp; 15675 |
|  | &nbsp;&nbsp;&nbsp;Aircastle Ltd. | 4.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18771 | &nbsp;&nbsp; 17672 |
|  | &nbsp;&nbsp;&nbsp;Alleghany Corp. | 4.900% | 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp; 4214 |
|  | &nbsp;&nbsp;&nbsp;Alleghany Corp. | 3.250% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8332 |
|  | &nbsp;&nbsp;&nbsp;Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 5150 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 0.750% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 3.280% | 12/15/26 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 7546 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 1.450% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 10681 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.350% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.550% | 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 5.950% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 4.500% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5271 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 4.200% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp; 1874 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | 3.850% | 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16280 | &nbsp;&nbsp; 12675 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allstate Corp. | 6.500% | 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5603 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 1.450% | 10/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15345 | &nbsp;&nbsp; 14864 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 3.875% | 5/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp; 19202 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 5.125% | 9/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18218 | &nbsp;&nbsp; 18064 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 4.625% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 4.750% | 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 7.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24720 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 8.000% | 11/1/31 | &nbsp;&nbsp; 27425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28289 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | 8.000% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 |
|  | &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5361 | &nbsp;&nbsp; 5102 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 0.750% | 11/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8699 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.400% | 2/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9822 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.500% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp; 7987 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.000% | 10/30/24 | &nbsp;&nbsp; 37849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36638 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.625% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19560 | &nbsp;&nbsp; 19057 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.250% | 3/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6424 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.200% | 11/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11265 | &nbsp;&nbsp; 11133 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.125% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8802 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 1.650% | 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8508 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 2.550% | 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31536 | &nbsp;&nbsp; 28718 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 3.300% | 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35581 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 5.850% | 11/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 8312 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.989% | 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4819 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.420% | 8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9469 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | 4.050% | 12/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9646 |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | 5.250% | 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396 | &nbsp;&nbsp; 4312 |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.125% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 2.500% | 6/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21120 | &nbsp;&nbsp; 19897 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.900% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.200% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.250% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 3.400% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 10588 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.700% | 7/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 6.250% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15405 | &nbsp;&nbsp; 16255 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.500% | 7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.800% | 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9461 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.750% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American International Group Inc. | 5.750% | 4/1/48 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 7597 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | 4.375% | 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 | &nbsp;&nbsp; 3104 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.700% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4386 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 3.000% | 4/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 2.875% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16275 | &nbsp;&nbsp; 15128 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | 4.500% | 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Andrew W Mellon Foundation | 0.947% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2121 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aon Corp. | 8.205% | 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3140 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.850% | 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3996 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 4.500% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 10110 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 3.750% | 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp; 1185 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.800% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16672 | &nbsp;&nbsp; 14235 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.600% | 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 6.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4758 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 2.900% | 8/23/51 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 4761 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | 3.900% | 2/28/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 3.500% | 6/14/24 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9863 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 3.875% | 12/15/25 | &nbsp;&nbsp; 5774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.600% | 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8451 | &nbsp;&nbsp; 7204 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | 4.750% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | 4.011% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp; 4513 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | 5.031% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 7.350% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp; 1218 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | 3.635% | 6/30/50 | &nbsp;&nbsp; 8110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5679 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group US Inc. | 5.144% | 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8784 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 4.200% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6382 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 4.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 | &nbsp;&nbsp; 1476 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.250% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21589 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 2.150% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 2.875% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9567 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | 3.200% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6372 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 2.400% | 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.500% | 5/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7004 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | 3.050% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 |
|  | &nbsp;&nbsp;&nbsp;Associated Banc-Corp | 4.250% | 1/15/25 | &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;&nbsp;487 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 4.200% | 9/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 | &nbsp;&nbsp; 1113 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 4.900% | 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 3.700% | 2/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1103 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | 6.750% | 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 4.125% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12525 | &nbsp;&nbsp; 11517 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 6.150% | 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp; 11512 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21558 | &nbsp;&nbsp; 17757 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.950% | 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9884 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | 3.450% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 | &nbsp;&nbsp; 1163 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | &nbsp;&nbsp; 11515 | &nbsp;&nbsp; 11555 |
|  | &nbsp;&nbsp;&nbsp;AXA SA | 8.600% | 12/15/30 | &nbsp;&nbsp; 7660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9242 |
|  | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | 3.900% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | 4.900% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403 |
|  | &nbsp;&nbsp;&nbsp;AXIS Specialty Finance plc | 4.000% | 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9280 |
|  | &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.706% | 6/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393 | &nbsp;&nbsp; 4217 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.496% | 3/24/25 | &nbsp;&nbsp; 27200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26242 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.746% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4681 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.147% | 8/18/25 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp; 10002 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.179% | 11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12510 | &nbsp;&nbsp; 12352 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 1.849% | 3/25/26 | &nbsp;&nbsp; 27116 | &nbsp;&nbsp; 24076 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.250% | 4/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18975 | &nbsp;&nbsp; 18079 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 5.294% | 8/18/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7317 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.800% | 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8894 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.175% | 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 23170 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 4.379% | 4/12/28 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp; 7326 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 3.490% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5066 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.749% | 12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 11485 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | 2.958% | 3/25/31 | &nbsp;&nbsp; 17900 | &nbsp;&nbsp; 14357 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.125% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.550% | 3/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63855 | &nbsp;&nbsp; 63617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.200% | 8/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50180 | &nbsp;&nbsp; 49117 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.458% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20250 | &nbsp;&nbsp; 19728 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.950% | 4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32350 | &nbsp;&nbsp; 31515 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 0.976% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46864 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.841% | 4/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20200 | &nbsp;&nbsp; 19718 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.875% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13623 | &nbsp;&nbsp; 13263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.093% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29628 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.456% | 10/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp; 11030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.530% | 12/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12835 | &nbsp;&nbsp; 11840 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.366% | 1/23/26 | &nbsp;&nbsp; 37994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36243 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.015% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp; 2184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.450% | 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21604 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.384% | 4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29993 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.500% | 4/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28565 | &nbsp;&nbsp; 27276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.319% | 6/19/26 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 15763 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.827% | 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.250% | 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14515 | &nbsp;&nbsp; 14034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.197% | 10/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.658% | 3/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.559% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46223 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.734% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51550 | &nbsp;&nbsp; 45185 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.248% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49632 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.183% | 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.824% | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.705% | 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23979 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.376% | 4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp; 19170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.593% | 7/21/28 | &nbsp;&nbsp; 47625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43861 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.948% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48862 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.204% | 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp; 21103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.419% | 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;100985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.970% | 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9231 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.087% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21029 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.271% | 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp; 37362 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.974% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9084 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.194% | 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.884% | 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38825 | &nbsp;&nbsp; 32613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.496% | 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4838 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.592% | 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53048 | &nbsp;&nbsp; 43274 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.898% | 7/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp; 15992 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1.922% | 10/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 19083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.651% | 3/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp; 10649 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.687% | 4/22/32 | &nbsp;&nbsp; 112675 | &nbsp;&nbsp; 90148 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.299% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp; 26175 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.572% | 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20709 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.972% | 2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32253 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.571% | 4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp; 18371 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.015% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65500 | &nbsp;&nbsp; 62145 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.482% | 9/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21340 | &nbsp;&nbsp; 15732 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 6.110% | 1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22486 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.846% | 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22155 | &nbsp;&nbsp; 18325 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.244% | 4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31504 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 7.750% | 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp; 15369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.078% | 4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23405 | &nbsp;&nbsp; 19461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.676% | 6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58925 | &nbsp;&nbsp; 39811 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.875% | 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5296 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.311% | 4/22/42 | &nbsp;&nbsp; 47505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 5.000% | 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14777 | &nbsp;&nbsp; 13572 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.875% | 4/1/44 | &nbsp;&nbsp; 7682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6929 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.750% | 4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3789 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.443% | 1/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9293 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.946% | 1/23/49 | &nbsp;&nbsp; 17575 | &nbsp;&nbsp; 13576 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.330% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp; 2139 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 4.083% | 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94135 | &nbsp;&nbsp; 74349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.831% | 10/24/51 | &nbsp;&nbsp;&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;&nbsp;46 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 3.483% | 3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | 2.972% | 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20033 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America NA | 6.000% | 10/15/36 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 7587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.300% | 2/5/24 | &nbsp;&nbsp; 7380 | &nbsp;&nbsp; 7242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.150% | 3/8/24 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7635 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.500% | 6/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 8376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 0.625% | 7/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.250% | 9/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39455 | &nbsp;&nbsp; 38918 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.500% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 1.850% | 5/1/25 | &nbsp;&nbsp; 24110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.700% | 6/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 2.650% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15825 | &nbsp;&nbsp; 14468 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.700% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 4.338% | 10/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp; 3774 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | 3.803% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18390 | &nbsp;&nbsp; 16203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 5.224% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30365 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.650% | 2/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp; 2816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.250% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12422 | &nbsp;&nbsp; 12082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.100% | 10/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 0.850% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.000% | 2/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4533 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 1.600% | 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.950% | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp; 413 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.800% | 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9358 | &nbsp;&nbsp; 8776 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 4.414% | 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.450% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8315 | &nbsp;&nbsp; 7650 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.050% | 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.250% | 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15989 | &nbsp;&nbsp; 15042 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.400% | 1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5773 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.442% | 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14576 | &nbsp;&nbsp; 13679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.992% | 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8609 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 3.000% | 10/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 1.650% | 1/28/31 | &nbsp;&nbsp; 3113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 2.500% | 1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp; 7599 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | 5.834% | 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp; 27045 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.625% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1976 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 0.700% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9730 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 5.250% | 12/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19875 | &nbsp;&nbsp; 19895 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.450% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp; 3146 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.200% | 2/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33609 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 3.450% | 4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9531 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.300% | 6/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23825 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.500% | 12/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp; 18738 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.050% | 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.700% | 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26390 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.300% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 8744 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 1.950% | 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 2.450% | 2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | 4.588% | 5/4/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 |
|  | &nbsp;&nbsp;&nbsp;Bank One Michigan | 8.250% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261 |
|  | &nbsp;&nbsp;&nbsp;BankUnited Inc. | 4.875% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 |
|  | &nbsp;&nbsp;&nbsp;BankUnited Inc. | 5.125% | 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4618 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 4.338% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp; 14696 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.650% | 3/16/25 | &nbsp;&nbsp; 15176 | &nbsp;&nbsp; 14567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 3.932% | 5/7/25 | &nbsp;&nbsp; 47460 | &nbsp;&nbsp; 46015 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.375% | 1/12/26 | &nbsp;&nbsp; 17200 | &nbsp;&nbsp; 16597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 2.852% | 5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15950 | &nbsp;&nbsp; 14809 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.200% | 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19105 | &nbsp;&nbsp; 18566 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.325% | 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15552 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.279% | 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20396 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.337% | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13206 | &nbsp;&nbsp; 12271 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.836% | 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24338 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.385% | 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15602 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 4.972% | 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp; 13565 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | 5.088% | 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10530 | &nbsp;&nbsp; 9710 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.645% | 6/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp; 27167 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.667% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp; 10893 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 2.894% | 11/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23935 | &nbsp;&nbsp; 18215 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.746% | 8/9/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9945 | &nbsp;&nbsp; 9414 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 7.437% | 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23687 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.564% | 9/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24475 | &nbsp;&nbsp; 18758 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.811% | 3/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp; 3112 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 3.330% | 11/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 7561 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 5.250% | 8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8099 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | 4.950% | 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp; 11922 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4619 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1667 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 10410 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12729 | &nbsp;&nbsp; 11476 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22477 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18730 | &nbsp;&nbsp; 16791 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24825 | &nbsp;&nbsp; 16700 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 6312 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | &nbsp;&nbsp; 27050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21832 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 3.125% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44889 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | 4.500% | 2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594 |
|  | &nbsp;&nbsp;&nbsp;BGC Partners Inc. | 3.750% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227 |
|  | &nbsp;&nbsp;&nbsp;BGC Partners Inc. | 4.375% | 12/15/25 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7021 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.500% | 3/18/24 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7530 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5681 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 3.250% | 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 2.400% | 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9391 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 1.900% | 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13575 | &nbsp;&nbsp; 10984 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Inc. | 2.100% | 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 12455 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 2.350% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 7.050% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 2.625% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp; 4576 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | 3.250% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4214 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 3.625% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4601 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 2.750% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | 2.850% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | 3.800% | 1/10/24 | &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;&nbsp;491 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | 4.250% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
|  | &nbsp;&nbsp;&nbsp;BPCE SA | 4.000% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10980 | &nbsp;&nbsp; 10793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | 3.375% | 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | 3.250% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 5.625% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4757 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 4.700% | 6/22/47 | &nbsp;&nbsp; 7415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5465 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | 3.850% | 12/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Corp. | 4.000% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4685 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.000% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9920 | &nbsp;&nbsp; 9748 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.250% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.900% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.850% | 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18625 | &nbsp;&nbsp; 17787 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.350% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 2.724% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8244 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 4.700% | 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5078 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | 3.500% | 3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance LLC | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12950 | &nbsp;&nbsp; 8212 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.200% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3488 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 2.375% | 3/15/31 | &nbsp;&nbsp; 7603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5797 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.200% | 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21428 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | 4.950% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5602 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp; 10369 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2797 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 | &nbsp;&nbsp; 5138 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46733 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13186 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | &nbsp;&nbsp; 17545 | &nbsp;&nbsp; 16493 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38340 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.500% | 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.900% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 4/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp; 7919 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.300% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29194 | &nbsp;&nbsp; 28176 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.200% | 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22991 | &nbsp;&nbsp; 22139 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.250% | 4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530 | &nbsp;&nbsp; 1501 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.200% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13037 | &nbsp;&nbsp; 12601 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.636% | 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18752 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 4.985% | 7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11208 | &nbsp;&nbsp; 10995 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19088 | &nbsp;&nbsp; 18020 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.750% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25402 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.650% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18040 | &nbsp;&nbsp; 16982 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 1.878% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13278 | &nbsp;&nbsp; 11611 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.800% | 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20375 | &nbsp;&nbsp; 19086 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 3.273% | 3/1/30 | &nbsp;&nbsp; 11120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9529 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.359% | 7/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 2.618% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4618 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | 5.268% | 5/10/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6640 | &nbsp;&nbsp; 6167 |
|  | &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 3.650% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 |
|  | &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | 1.625% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4536 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.550% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10180 | &nbsp;&nbsp; 10032 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 0.750% | 3/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.000% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5767 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.200% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.625% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6068 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.850% | 5/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.450% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp; 3121 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 0.900% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16475 | &nbsp;&nbsp; 14594 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 1.150% | 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8890 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.450% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28598 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.300% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp; 13117 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.200% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.000% | 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8777 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.000% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 3.250% | 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5426 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.750% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 4.625% | 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 1.650% | 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9489 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.300% | 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 13072 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 1.950% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13985 | &nbsp;&nbsp; 10963 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | 2.900% | 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9347 |
|  | &nbsp;&nbsp;&nbsp;Chubb Corp. | 6.000% | 5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4456 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chubb Corp. | 6.500% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9705 | &nbsp;&nbsp; 10803 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/15/24 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7730 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.150% | 3/15/25 | &nbsp;&nbsp; 7654 | &nbsp;&nbsp; 7389 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.350% | 5/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30696 | &nbsp;&nbsp; 29416 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 1.375% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp; 7302 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 6.700% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp; 2001 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.150% | 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp; 5134 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 4.350% | 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20692 | &nbsp;&nbsp; 17957 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 2.850% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4027 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings Inc. | 3.050% | 12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823 |
|  | &nbsp;&nbsp;&nbsp;CI Financial Corp. | 3.200% | 12/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9028 |
|  | &nbsp;&nbsp;&nbsp;CI Financial Corp. | 4.100% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | 6.920% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.500% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22865 | &nbsp;&nbsp; 22746 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.678% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5668 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.750% | 6/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.000% | 8/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5442 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.875% | 3/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20019 | &nbsp;&nbsp; 19481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.352% | 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.300% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 0.981% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14042 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.140% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6295 | &nbsp;&nbsp; 6199 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.400% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44382 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.500% | 9/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.281% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.700% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13478 | &nbsp;&nbsp; 12968 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.014% | 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23242 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.600% | 3/9/26 | &nbsp;&nbsp; 37650 | &nbsp;&nbsp; 37047 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.290% | 3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.106% | 4/8/26 | &nbsp;&nbsp; 47000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44454 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.400% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9731 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.610% | 9/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50560 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.200% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38237 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.300% | 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31705 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 1.122% | 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18425 | &nbsp;&nbsp; 16065 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.450% | 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.887% | 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32829 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.625% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.070% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18046 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.658% | 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.668% | 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58950 | &nbsp;&nbsp; 54141 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.125% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.520% | 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30050 | &nbsp;&nbsp; 27369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.980% | 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp; 7292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.976% | 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32026 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.666% | 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp; 3019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.412% | 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72478 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.572% | 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.625% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp; 3713 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.520% | 11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 13976 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.057% | 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38838 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 2/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2974 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.785% | 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46999 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.910% | 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7500 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.000% | 10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp; 6169 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.270% | 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59853 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.125% | 8/25/36 | &nbsp;&nbsp; 11118 | &nbsp;&nbsp; 11133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 3.878% | 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13125 | &nbsp;&nbsp; 10862 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 8.125% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13096 | &nbsp;&nbsp; 16097 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.316% | 3/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66649 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.875% | 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13339 | &nbsp;&nbsp; 13450 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 2.904% | 11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1593 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 6.675% | 9/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.950% | 11/7/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6598 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 5.300% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 7840 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp; 7124 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.750% | 5/18/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3853 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.281% | 4/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp; 1741 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | 4.650% | 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8508 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 6.064% | 10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 3.750% | 2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11241 | &nbsp;&nbsp; 10774 |
|  | &nbsp;&nbsp;&nbsp;Citizens Bank NA | 4.575% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5861 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.850% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.500% | 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8882 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 3.250% | 4/30/30 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 4.300% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | 2.638% | 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5907 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 3.750% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 5.300% | 9/15/43 | &nbsp;&nbsp; 7840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8072 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp; 8716 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.950% | 5/15/24 | &nbsp;&nbsp; 7955 | &nbsp;&nbsp; 7818 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 4.500% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp; 2615 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.450% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4640 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 3.900% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp; 10469 |
|  | &nbsp;&nbsp;&nbsp;CNA Financial Corp. | 2.050% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | 5.250% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | 5.250% | 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Comerica Bank | 4.000% | 7/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3226 |
|  | &nbsp;&nbsp;&nbsp;Comerica Inc. | 3.800% | 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Comerica Inc. | 4.000% | 2/1/29 | &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;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 2.625% | 9/6/26 | &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;&nbsp;461 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 0.375% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25204 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.875% | 8/22/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6879 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 1.375% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3743 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.375% | 5/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12076 | &nbsp;&nbsp; 11709 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 4.375% | 8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8953 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 3.750% | 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11935 | &nbsp;&nbsp; 11240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 5/24/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.750% | 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20449 | &nbsp;&nbsp; 19570 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | 5.250% | 8/4/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26304 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.500% | 4/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10544 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.650% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11179 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.850% | 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16288 | &nbsp;&nbsp; 14838 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 3.900% | 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21460 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.350% | 4/5/42 | &nbsp;&nbsp; 11815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9662 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | 4.400% | 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9794 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 1.000% | 5/5/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42048 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 0.495% | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 4.750% | 8/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp; 7833 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse AG | 3.625% | 9/9/24 | &nbsp;&nbsp; 7847 | &nbsp;&nbsp; 7324 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 3.750% | 3/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32302 | &nbsp;&nbsp; 29171 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.550% | 4/17/26 | &nbsp;&nbsp; 27406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24383 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.282% | 1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp; 4743 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.194% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16143 | &nbsp;&nbsp; 12592 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse Group AG | 4.875% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14580 | &nbsp;&nbsp; 10026 |
|  | &nbsp;&nbsp;&nbsp;Credit Suisse USA Inc. | 7.125% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.700% | 5/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4562 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.222% | 9/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.447% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3299 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15618 | &nbsp;&nbsp; 14866 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.961% | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.100% | 1/13/26 | &nbsp;&nbsp; 7825 | &nbsp;&nbsp; 7477 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 1.686% | 3/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 6.119% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39794 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.129% | 11/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9262 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 2.311% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21063 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 5.882% | 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.547% | 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4817 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.729% | 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15895 | &nbsp;&nbsp; 11706 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 4.875% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14405 | &nbsp;&nbsp; 12028 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | 3.742% | 1/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9397 |
|  | &nbsp;&nbsp;&nbsp;Discover Bank | 2.450% | 9/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp; 10831 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 4.250% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5933 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 3.450% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29330 | &nbsp;&nbsp;&nbsp; 27015 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 4.650% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2811 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discover Bank | 2.700% | 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 3.950% | 11/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15810 | &nbsp;&nbsp; 15393 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 3.750% | 3/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12486 | &nbsp;&nbsp; 12025 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 4.500% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18350 | &nbsp;&nbsp; 17781 |
|  | &nbsp;&nbsp;&nbsp;Discover Financial Services | 4.100% | 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp; 14400 |
|  | &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | 3.500% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
|  | &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 4.950% | 6/1/29 | &nbsp;&nbsp; 7960 | &nbsp;&nbsp; 7272 |
|  | &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | 3.100% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 7.000% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 4.350% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15650 | &nbsp;&nbsp; 14895 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | 5.000% | 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15180 | &nbsp;&nbsp; 13327 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp; 2744 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 7386 |
|  | &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6836 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5686 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9088 |
|  | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; 7137 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 3.400% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 2.450% | 3/15/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | 3.200% | 9/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5842 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.300% | 1/16/24 | &nbsp;&nbsp; 7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 3.650% | 1/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13138 | &nbsp;&nbsp; 12945 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 2.375% | 1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3628 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 2.550% | 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 1.707% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3941 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 3.950% | 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8982 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.055% | 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 6.361% | 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10296 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.772% | 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4761 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 4.337% | 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4854 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 8.250% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14786 | &nbsp;&nbsp; 18251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 3.950% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14197 | &nbsp;&nbsp; 13967 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 5.852% | 10/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10093 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 3.850% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22432 | &nbsp;&nbsp; 21414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | 2.250% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 4.600% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4577 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 4.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | 2.400% | 8/15/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5118 |
|  | &nbsp;&nbsp;&nbsp;First Horizon Corp. | 4.000% | 5/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2916 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Republic Bank | 4.375% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp; 1310 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Republic Bank | 4.625% | 2/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp; 2100 |
|  | &nbsp;&nbsp;&nbsp;First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 |
|  | &nbsp;&nbsp;&nbsp;Franklin BSP Lending Corp. | 3.250% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 2.850% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 1.600% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4613 |
|  | &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | 2.950% | 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 4.625% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 4.125% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.400% | 1/15/26 | &nbsp;&nbsp; 10767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9562 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 2.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4180 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | 3.125% | 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.250% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2194 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.850% | 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.500% | 3/15/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.550% | 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3812 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.000% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13315 | &nbsp;&nbsp; 11839 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 1.900% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6599 | &nbsp;&nbsp; 4916 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.500% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 5.200% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 4.500% | 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1682 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | 3.100% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Funding LLC | 3.450% | 5/15/25 | &nbsp;&nbsp; 17350 | &nbsp;&nbsp; 16669 |
|  | &nbsp;&nbsp;&nbsp;GE Capital Funding LLC | 4.550% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | 4.550% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 3110 |
|  | &nbsp;&nbsp;&nbsp;Globe Life Inc. | 2.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I | 6.345% | 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9435 | &nbsp;&nbsp; 9764 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.625% | 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32440 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.000% | 3/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29569 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.000% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42988 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.850% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.700% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16506 | &nbsp;&nbsp; 16694 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19600 | &nbsp;&nbsp; 18965 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.757% | 1/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28424 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 5/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9456 | &nbsp;&nbsp; 9154 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.250% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.750% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40091 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.500% | 11/16/26 | &nbsp;&nbsp; 53115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49897 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.093% | 12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 17657 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.950% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.850% | 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48584 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.431% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42015 | &nbsp;&nbsp; 36761 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.542% | 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp; 18142 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.948% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 21818 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.640% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4449 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.615% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.691% | 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8895 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.482% | 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.814% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41494 | &nbsp;&nbsp; 37751 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.223% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53875 | &nbsp;&nbsp; 50180 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.600% | 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3339 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.800% | 3/15/30 | &nbsp;&nbsp; 37960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34065 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 1.992% | 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26275 | &nbsp;&nbsp; 20001 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.615% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54422 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.383% | 7/21/32 | &nbsp;&nbsp; 16745 | &nbsp;&nbsp; 12981 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 2.650% | 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49877 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.102% | 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40242 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.450% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 8765 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.750% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46135 | &nbsp;&nbsp; 49136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.017% | 10/31/38 | &nbsp;&nbsp; 57447 | &nbsp;&nbsp;&nbsp; 47116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.411% | 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31354 | &nbsp;&nbsp; 27035 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 6.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.210% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24440 | &nbsp;&nbsp; 17591 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 3.436% | 2/24/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.800% | 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24931 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 5.150% | 5/22/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30892 | &nbsp;&nbsp; 27940 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | 4.750% | 10/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | 3.375% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | 2.500% | 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | 4.500% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | 2.500% | 9/1/30 | &nbsp;&nbsp; 7610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | &nbsp;&nbsp; 10106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8644 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6421 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 6.625% | 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8685 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 5.875% | 11/1/34 | &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;&nbsp;473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | 7.000% | 1/15/39 | &nbsp;&nbsp; 7726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8342 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.600% | 5/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp; 15212 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.250% | 3/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 10416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.950% | 5/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59700 | &nbsp;&nbsp; 59189 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.162% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23787 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.803% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13625 | &nbsp;&nbsp; 13270 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 0.976% | 5/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18502 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.250% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.633% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13475 | &nbsp;&nbsp; 12693 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.180% | 12/9/25 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.300% | 3/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31759 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.999% | 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22075 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.645% | 4/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28547 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.900% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68300 | &nbsp;&nbsp; 65142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.099% | 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30379 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.292% | 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39383 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.336% | 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15601 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.375% | 11/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22424 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 1.589% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21545 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.251% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.041% | 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp; 11713 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.755% | 6/9/28 | &nbsp;&nbsp; 11315 | &nbsp;&nbsp; 10714 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.210% | 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19060 | &nbsp;&nbsp; 18355 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.013% | 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26699 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.390% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15743 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.583% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44307 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.206% | 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25603 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.950% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 3.973% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.848% | 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28055 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.357% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp; 12640 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.625% | 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.804% | 5/24/32 | &nbsp;&nbsp; 27900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21537 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 2.871% | 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40145 | &nbsp;&nbsp; 30742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 7.350% | 11/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 4.762% | 3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18700 | &nbsp;&nbsp; 16182 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.402% | 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12575 | &nbsp;&nbsp; 11681 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 8.113% | 11/3/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 21195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15575 | &nbsp;&nbsp; 15077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.500% | 9/15/37 | &nbsp;&nbsp; 27201 | &nbsp;&nbsp; 26189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.800% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5862 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 6.100% | 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5561 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | 5.250% | 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26033 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | 3.500% | 6/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11475 | &nbsp;&nbsp; 11171 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.625% | 8/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 4.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16518 | &nbsp;&nbsp; 16104 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 4.443% | 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15856 | &nbsp;&nbsp; 15070 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.550% | 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 5.023% | 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp; 4416 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | 2.487% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | 5.699% | 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Huntington National Bank | 4.270% | 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp; 3166 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | 4.552% | 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
|  | &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8755 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.550% | 4/9/24 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 7045 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.869% | 3/28/26 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp; 7487 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 3.950% | 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 1.726% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12822 | &nbsp;&nbsp; 11294 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.017% | 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9778 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.550% | 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3818 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.050% | 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 2.727% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2384 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | 4.252% | 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8839 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19090 | &nbsp;&nbsp; 18588 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.100% | 9/15/27 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.000% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429 | &nbsp;&nbsp; 9109 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.750% | 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp; 4139 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.350% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29590 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 2.100% | 6/15/30 | &nbsp;&nbsp; 15740 | &nbsp;&nbsp; 12845 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 1.850% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23055 | &nbsp;&nbsp; 17347 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.600% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22486 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 2.650% | 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4828 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.250% | 9/21/48 | &nbsp;&nbsp; 1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19875 | &nbsp;&nbsp; 13301 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 4.950% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13918 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 3.000% | 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 11852 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | 5.200% | 6/15/62 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 16612 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | 4.700% | 9/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 4.000% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp; 14136 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 3.750% | 1/15/26 | &nbsp;&nbsp; 5010 | &nbsp;&nbsp; 4810 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | 5.375% | 11/30/43 | &nbsp;&nbsp; 7125 | &nbsp;&nbsp; 6617 |
|  | &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | 3.125% | 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4221 |
|  | &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | 4.000% | 11/23/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 |
|  | &nbsp;&nbsp;&nbsp;Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 4.850% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp; 11230 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.450% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 4.150% | 1/23/30 | &nbsp;&nbsp; 13010 | &nbsp;&nbsp; 11625 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 2.750% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.250% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | 6.500% | 1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.375% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.625% | 5/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5964 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.514% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261 | &nbsp;&nbsp; 6158 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.875% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42858 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.125% | 1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18808 | &nbsp;&nbsp; 18155 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.563% | 2/16/25 | &nbsp;&nbsp; 17785 | &nbsp;&nbsp; 16775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.220% | 3/1/25 | &nbsp;&nbsp; 50010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48606 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.824% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32366 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.969% | 6/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 23312 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.900% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24796 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 0.768% | 8/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.301% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp; 10261 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.561% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36273 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.546% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp; 22001 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.595% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 23515 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.005% | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp; 27766 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.300% | 4/1/26 | &nbsp;&nbsp; 37704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35791 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.080% | 4/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29707 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36100 | &nbsp;&nbsp; 34126 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.950% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54690 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 7.625% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.045% | 11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35344 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.125% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28750 | &nbsp;&nbsp; 27802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.960% | 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6929 | &nbsp;&nbsp; 6615 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.040% | 2/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16810 | &nbsp;&nbsp; 14638 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.578% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4401 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 8.000% | 4/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.470% | 9/22/27 | &nbsp;&nbsp; 27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23770 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.250% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11592 | &nbsp;&nbsp; 11151 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.625% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9053 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.782% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36549 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.947% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp; 1711 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.323% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.540% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6690 | &nbsp;&nbsp; 6163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.182% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp; 21912 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.509% | 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59700 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.005% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49957 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.069% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28160 | &nbsp;&nbsp; 23517 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.203% | 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23425 | &nbsp;&nbsp; 21819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.452% | 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp; 18332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.702% | 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21864 | &nbsp;&nbsp; 19567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 8.750% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.739% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38390 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.493% | 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72947 | &nbsp;&nbsp; 68218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.522% | 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp; 17999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.956% | 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24700 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 1.953% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp; 22199 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.580% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34685 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.545% | 11/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33324 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.963% | 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13270 | &nbsp;&nbsp; 10788 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.912% | 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;108700 | &nbsp;&nbsp; 103406 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.717% | 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9827 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 6.400% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12465 | &nbsp;&nbsp; 13504 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.882% | 7/24/38 | &nbsp;&nbsp; 37770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31365 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.500% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26459 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33275 | &nbsp;&nbsp; 24155 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.600% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 2.525% | 11/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp; 9713 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.400% | 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp; 3514 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.157% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24595 | &nbsp;&nbsp; 17881 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 5.625% | 8/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26510 | &nbsp;&nbsp; 25910 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.850% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3214 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.950% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14600 | &nbsp;&nbsp; 13080 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.260% | 2/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20945 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 4.032% | 7/24/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3175 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.964% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55200 | &nbsp;&nbsp; 43214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.897% | 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11870 | &nbsp;&nbsp; 9148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.109% | 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp; 25911 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | 3.328% | 4/22/52 | &nbsp;&nbsp; 37900 | &nbsp;&nbsp; 26108 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 4.350% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 2.400% | 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 |
|  | &nbsp;&nbsp;&nbsp;Kemper Corp. | 3.800% | 2/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 3.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.150% | 8/8/25 | &nbsp;&nbsp; 17870 | &nbsp;&nbsp; 17475 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 3.400% | 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp; 2715 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 5.850% | 11/15/27 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; 7822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.390% | 12/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 6.950% | 2/1/28 | &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;&nbsp;526 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyBank NA | 4.900% | 8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.150% | 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 4.100% | 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp; 17114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeyCorp | 2.550% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5391 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 3.750% | 2/13/25 | &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;&nbsp;&nbsp;97 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 3.625% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4702 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | 4.500% | 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8658 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | 4.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4507 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | 5.625% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5367 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.625% | 12/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9530 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.800% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8961 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.050% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp; 7949 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 3.400% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 6.300% | 10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4073 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 7.000% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp; 1108 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 4.350% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 3076 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | 4.375% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp; 1712 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.050% | 8/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34560 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.900% | 3/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp; 27972 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 0.695% | 5/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7844 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.450% | 5/8/25 | &nbsp;&nbsp; 7067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.870% | 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13568 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.582% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 2.438% | 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19785 | &nbsp;&nbsp; 18382 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.511% | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25260 | &nbsp;&nbsp; 24014 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.650% | 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24726 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.716% | 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.750% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9073 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 1.627% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8649 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.750% | 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20826 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.375% | 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20510 | &nbsp;&nbsp; 19412 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.550% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.574% | 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21225 | &nbsp;&nbsp; 19088 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.976% | 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30420 | &nbsp;&nbsp; 27898 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 7.953% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8478 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 5.300% | 12/1/45 | &nbsp;&nbsp; 8574 | &nbsp;&nbsp; 7330 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 3.369% | 12/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9579 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 4.344% | 1/9/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 3.200% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5733 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 6.000% | 2/1/35 | &nbsp;&nbsp; 7275 | &nbsp;&nbsp; 7447 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | 4.125% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3505 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | 4.000% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | 4.553% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6394 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | 3.000% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp;&nbsp; 7111 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 5.400% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 5132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6387 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 4.150% | 3/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp; 8616 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 2.484% | 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5399 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 4.061% | 2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp; 12688 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 3.703% | 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620 |
|  | &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | 5.375% | 3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp; 7788 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.500% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5692 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.350% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp; 2216 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 4/5/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 4.300% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 5.000% | 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 4.150% | 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;Markel Corp. | 3.450% | 5/7/52 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4978 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | &nbsp;&nbsp; 17595 | &nbsp;&nbsp; 17351 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp; 4102 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13910 | &nbsp;&nbsp; 11378 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18400 | &nbsp;&nbsp; 16937 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp; 2713 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp; 1116 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11924 | &nbsp;&nbsp; 11094 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.375% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13395 | &nbsp;&nbsp; 13152 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 3/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20794 | &nbsp;&nbsp; 19704 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 11/21/26 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp; 7407 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.300% | 3/26/27 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 16678 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.500% | 2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9548 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.350% | 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 14660 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 1.900% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.000% | 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.800% | 11/21/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4781 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.950% | 2/26/48 | &nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4377 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.650% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6544 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 3.850% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15406 | &nbsp;&nbsp; 12920 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. | 2.950% | 3/15/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 4976 |
|  | &nbsp;&nbsp;&nbsp;Mercury General Corp. | 4.400% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.368% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3261 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.600% | 4/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15943 | &nbsp;&nbsp; 15659 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.000% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp; 8162 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 3.600% | 11/13/25 | &nbsp;&nbsp; 7891 | &nbsp;&nbsp; 7672 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.550% | 3/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22524 | &nbsp;&nbsp; 22182 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.375% | 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 6.400% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16231 | &nbsp;&nbsp; 15785 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MetLife Inc. | 10.750% | 8/1/39 | &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;&nbsp;668 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 5.875% | 2/6/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12892 | &nbsp;&nbsp; 13268 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.125% | 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18975 | &nbsp;&nbsp; 16090 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.875% | 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10919 | &nbsp;&nbsp; 10148 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.721% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8636 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 4.050% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1531 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11395 | &nbsp;&nbsp; 10934 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | 3.450% | 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp; 1011 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp; 27673 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp; 14237 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16045 | &nbsp;&nbsp; 15022 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | &nbsp;&nbsp; 11160 | &nbsp;&nbsp; 10862 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | &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;&nbsp;454 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.788% | 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.063% | 9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14410 | &nbsp;&nbsp; 14318 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.837% | 4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30337 | &nbsp;&nbsp; 27751 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8619 | &nbsp;&nbsp; 8161 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39080 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 8812 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18650 | &nbsp;&nbsp;&nbsp; 17616 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20445 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 10445 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11780 | &nbsp;&nbsp; 11672 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9228 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29970 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13855 | &nbsp;&nbsp; 11468 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 10416 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp; 7711 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.494% | 10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20036 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 10509 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 16199 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 10229 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp; 7884 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16450 | &nbsp;&nbsp; 13322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 0.849% | 9/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.839% | 7/16/25 | &nbsp;&nbsp; 17775 | &nbsp;&nbsp; 16937 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.555% | 9/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.226% | 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586 | &nbsp;&nbsp; 5141 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.234% | 5/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp; 17313 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.554% | 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8703 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.018% | 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp; 13432 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 4.254% | 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp; 5167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 3.153% | 7/16/30 | &nbsp;&nbsp; 17200 | &nbsp;&nbsp; 14708 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.591% | 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 1.979% | 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21902 | &nbsp;&nbsp; 16718 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | 2.172% | 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20460 | &nbsp;&nbsp; 15560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.100% | 5/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30425 | &nbsp;&nbsp; 30315 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26540 | &nbsp;&nbsp; 26135 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.700% | 10/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23931 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.791% | 1/22/25 | &nbsp;&nbsp; 57500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54454 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.790% | 5/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12315 | &nbsp;&nbsp; 11475 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.720% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.000% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50790 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.164% | 10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp; 27604 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.000% | 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.875% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45564 | &nbsp;&nbsp; 44125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.188% | 4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.679% | 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24594 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.125% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52700 | &nbsp;&nbsp; 49163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.250% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15996 | &nbsp;&nbsp; 16655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.350% | 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38947 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.138% | 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20454 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 0.985% | 12/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12225 | &nbsp;&nbsp; 10729 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.625% | 1/20/27 | &nbsp;&nbsp; 27278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25751 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.950% | 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8255 | &nbsp;&nbsp;&nbsp; 7811 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.593% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22265 | &nbsp;&nbsp; 19546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.512% | 7/20/27 | &nbsp;&nbsp; 17900 | &nbsp;&nbsp; 15545 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.475% | 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp; 17767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.591% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41208 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.296% | 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36060 | &nbsp;&nbsp; 37171 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.772% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.431% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.699% | 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49555 | &nbsp;&nbsp; 41011 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.622% | 4/1/31 | &nbsp;&nbsp; 116400 | &nbsp;&nbsp; 101827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.794% | 2/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69202 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 7.250% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 1.928% | 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp; 10464 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.239% | 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 15323 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.511% | 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 15632 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.943% | 1/21/33 | &nbsp;&nbsp; 17950 | &nbsp;&nbsp; 14558 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.889% | 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18784 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.342% | 10/18/33 | &nbsp;&nbsp; 27060 | &nbsp;&nbsp; 28310 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.484% | 9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21883 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.297% | 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.971% | 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.457% | 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 3.217% | 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9604 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 6.375% | 7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32275 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.300% | 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32428 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | 4.375% | 1/22/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp; 192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 5.597% | 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | 2.802% | 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24075 | &nbsp;&nbsp; 14951 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley, SOFR + 0.466% | 4.766% | 11/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29634 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4980 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Munich Re America Corp. | 7.450% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.850% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp; 5126 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 2.500% | 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 6163 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.250% | 4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 | &nbsp;&nbsp; 2219 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | 3.950% | 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4477 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 5.132% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 6016 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 3.375% | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp; 3201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | 2.500% | 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Bank of Canada | 0.550% | 11/15/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6701 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | 3.900% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | 6.750% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp; 718 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.269% | 3/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp; 16115 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.800% | 4/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 7.472% | 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.073% | 5/22/28 | &nbsp;&nbsp; 37279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33296 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.516% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4951 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.892% | 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp; 14894 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.754% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 5.076% | 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28697 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 4.445% | 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | 3.032% | 11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.648% | 1/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.099% | 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4949 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 1.851% | 7/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp; 12107 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 1.653% | 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 10473 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.329% | 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp; 14639 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.386% | 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9866 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.172% | 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8267 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 5.605% | 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9809 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 3.103% | 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22365 | &nbsp;&nbsp; 18615 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | 2.608% | 7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5381 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.950% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8570 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 4.000% | 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2442 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.650% | 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.150% | 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3812 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 3.375% | 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4507 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | 6.125% | 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12715 | &nbsp;&nbsp; 13441 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1899 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp; 4198 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 4.875% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 3.875% | 8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | 3.850% | 6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 6187 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 3.250% | 12/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 3.700% | 7/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp; 7629 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | 2.250% | 3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7086 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 5.250% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 4.000% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4441 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 3.750% | 7/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9581 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 4.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6281 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 3.400% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7005 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 2.625% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp; 8172 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Capital Corp. | 2.875% | 6/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 |
|  | &nbsp;&nbsp;&nbsp;Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | 3.700% | 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp; 4141 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | 4.500% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1711 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.300% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp; 3747 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 2.950% | 2/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14133 | &nbsp;&nbsp; 13621 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 4.200% | 11/1/25 | &nbsp;&nbsp; 9374 | &nbsp;&nbsp; 9141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.100% | 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 3.250% | 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10775 | &nbsp;&nbsp; 10070 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 4.050% | 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp; 12964 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PNC Bank NA | 2.700% | 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8007 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.500% | 1/23/24 | &nbsp;&nbsp; 17328 | &nbsp;&nbsp; 17060 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.900% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20972 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.600% | 7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9258 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.150% | 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24319 | &nbsp;&nbsp; 22717 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 3.450% | 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp; 12279 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.550% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16955 | &nbsp;&nbsp; 14408 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 2.307% | 4/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp; 10365 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | 6.037% | 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20906 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.400% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8705 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.100% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18485 | &nbsp;&nbsp;&nbsp; 17164 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 3.700% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 2.125% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 6.050% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.625% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.350% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | 4.300% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6638 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 6.625% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.200% | 3/26/30 | &nbsp;&nbsp; 7617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6842 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 6.250% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.350% | 4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.125% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8848 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3526 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.950% | 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9944 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16210 | &nbsp;&nbsp; 12471 |
|  | &nbsp;&nbsp;&nbsp;Prospect Capital Corp. | 3.706% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.878% | 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 2.100% | 3/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1658 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.750% | 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp; 2712 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.700% | 12/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3504 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.000% | 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.625% | 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 6.200% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.100% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.200% | 3/15/44 | &nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.600% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.375% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.500% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.905% | 12/7/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21026 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 4.418% | 3/27/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp; 214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.700% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2874 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.935% | 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14404 | &nbsp;&nbsp; 11307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 10/1/50 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5990 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 3.700% | 3/13/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 6616 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | 5.125% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |
|  | &nbsp;&nbsp;&nbsp;Prudential plc | 3.125% | 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13340 | &nbsp;&nbsp; 11612 |
|  | &nbsp;&nbsp;&nbsp;Prudential plc | 3.625% | 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 4.650% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19795 | &nbsp;&nbsp; 19053 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 4.950% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11555 | &nbsp;&nbsp; 10349 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | 3.750% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Regions Bank | 6.450% | 6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 2.250% | 5/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7576 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 1.800% | 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | 7.375% | 12/10/37 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7871 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.950% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.900% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7647 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | 3.150% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3658 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2422 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp; 915 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.425% | 1/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp; 11095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.550% | 7/16/24 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp; 7527 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.650% | 7/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9340 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.750% | 10/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 8184 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 5.660% | 10/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.250% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33375 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.600% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.375% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26610 | &nbsp;&nbsp; 25765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.150% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18645 | &nbsp;&nbsp; 17084 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 0.875% | 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp; 11377 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.650% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.200% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 8901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 1.400% | 11/2/26 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 6768 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.050% | 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.625% | 5/4/27 | &nbsp;&nbsp; 27851 | &nbsp;&nbsp; 26518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 4.240% | 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4876 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 6.000% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 2.300% | 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30900 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | 3.875% | 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9669 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.500% | 6/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4860 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 4.500% | 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp; 18096 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 3.244% | 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31789 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | 4.400% | 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42150 | &nbsp;&nbsp; 40199 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.089% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25370 | &nbsp;&nbsp; 23745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 1.532% | 8/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8803 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 6.833% | 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 8110 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 2.469% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12756 | &nbsp;&nbsp; 10910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 3.823% | 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | 2.896% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 6183 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 4.000% | 3/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14850 | &nbsp;&nbsp; 14671 |
|  | &nbsp;&nbsp;&nbsp;Santander UK plc | 2.875% | 6/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 |
|  | &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc. | 5.375% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Signature Bank | 4.000% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA | 3.000% | 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | 4.644% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1799 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.100% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19007 | &nbsp;&nbsp; 18876 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.700% | 11/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.300% | 12/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4876 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.550% | 8/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23677 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.354% | 11/1/25 | &nbsp;&nbsp; 15115 | &nbsp;&nbsp; 14419 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.901% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1901 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.650% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14355 | &nbsp;&nbsp; 13506 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 5.751% | 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10272 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 5.820% | 11/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10330 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 4.141% | 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.400% | 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16130 | &nbsp;&nbsp; 13701 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 2.200% | 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3997 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | 4.164% | 8/4/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State Street Corp. | 3.031% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4088 |
|  | &nbsp;&nbsp;&nbsp;Stewart Information Services Corp. | 3.600% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 2211 |
|  | &nbsp;&nbsp;&nbsp;Stifel Financial Corp. | 4.250% | 7/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9546 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp; 9126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9515 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41428 | &nbsp;&nbsp; 39769 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32040 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9509 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8439 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20330 | &nbsp;&nbsp; 19599 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | &nbsp;&nbsp; 17900 | &nbsp;&nbsp; 16395 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | &nbsp;&nbsp; 10175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8827 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16425 | &nbsp;&nbsp; 15222 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23548 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp; 13363 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8252 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19275 | &nbsp;&nbsp; 15925 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22048 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp; 12370 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp; 11446 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | &nbsp;&nbsp; 7955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6672 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19585 | &nbsp;&nbsp; 15516 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3761 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3137 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 2.930% | 9/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6686 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | 3.050% | 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8656 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 3.500% | 1/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 1.800% | 10/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 8768 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 4.345% | 4/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 5102 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 2.100% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 3.125% | 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 1.800% | 2/2/31 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5596 |
|  | &nbsp;&nbsp;&nbsp;SVB Financial Group | 4.570% | 4/29/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Bank | 5.625% | 8/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.375% | 3/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.250% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 4.500% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18295 | &nbsp;&nbsp; 17582 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 3.700% | 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 3.950% | 12/1/27 | &nbsp;&nbsp; 7065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | 5.150% | 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10630 | &nbsp;&nbsp; 10028 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 6/12/23 | &nbsp;&nbsp; 27545 | &nbsp;&nbsp; 27042 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.550% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14246 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.350% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50707 | &nbsp;&nbsp; 49174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.250% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19900 | &nbsp;&nbsp; 19478 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.650% | 6/12/24 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.285% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp; 12940 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.250% | 12/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.450% | 1/10/25 | &nbsp;&nbsp; 7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6568 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.766% | 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 5144 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.150% | 6/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 10937 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7157 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 0.750% | 1/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7388 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.250% | 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp; 2164 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 1.950% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.800% | 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18316 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.108% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14901 | &nbsp;&nbsp; 14390 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.693% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp; 12951 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.000% | 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.625% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5893 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 2.450% | 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 3.200% | 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16750 | &nbsp;&nbsp; 14435 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | 4.456% | 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23575 |
|  | &nbsp;&nbsp;&nbsp;Transatlantic Holdings Inc. | 8.000% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5091 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.750% | 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 6.250% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9096 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 5.350% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.600% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.300% | 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9507 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.000% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8069 |

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------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 4.100% | 3/4/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 2.550% | 4/27/50 | &nbsp;&nbsp; 7280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4547 |
|  | &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | 3.050% | 6/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856 |
|  | &nbsp;&nbsp;&nbsp;Travelers Property Casualty Corp. | 6.375% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | &nbsp;&nbsp;&nbsp;Trinity Acquisition plc | 4.400% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6572 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.200% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64615 | &nbsp;&nbsp; 63130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.150% | 12/6/24 | &nbsp;&nbsp; 10310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 1.500% | 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.625% | 9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9529 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 4.050% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14588 | &nbsp;&nbsp; 14351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.300% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8024 | &nbsp;&nbsp; 7548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 3.800% | 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3270 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.636% | 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank | 2.250% | 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23944 | &nbsp;&nbsp; 19333 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 2.500% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12525 | &nbsp;&nbsp; 12027 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 2.850% | 10/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19544 | &nbsp;&nbsp; 18851 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.000% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9092 | &nbsp;&nbsp; 8901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 3.700% | 6/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15098 | &nbsp;&nbsp; 14678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.200% | 8/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251 | &nbsp;&nbsp; 2974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.267% | 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12105 | &nbsp;&nbsp; 10746 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.125% | 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19085 | &nbsp;&nbsp; 16094 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 3.875% | 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.887% | 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 1.950% | 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 4.916% | 7/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7505 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | 6.123% | 10/28/33 | &nbsp;&nbsp; 8010 | &nbsp;&nbsp; 8418 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | 3.126% | 8/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3340 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.000% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 5.750% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.500% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447 |
|  | &nbsp;&nbsp;&nbsp;Unum Group | 4.125% | 6/15/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4798 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.700% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13050 | &nbsp;&nbsp; 12881 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 3.375% | 2/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11302 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 2.400% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp; 13224 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.600% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 1.450% | 5/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 7795 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.950% | 11/17/25 | &nbsp;&nbsp; 17746 | &nbsp;&nbsp; 17359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.100% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4207 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 2.375% | 7/22/26 | &nbsp;&nbsp; 17025 | &nbsp;&nbsp; 15715 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 5.727% | 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp; 5187 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.150% | 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21140 | &nbsp;&nbsp; 19871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.900% | 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 4.548% | 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 3.000% | 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp; 8276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 1.375% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bancorp | 2.677% | 1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4128 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 4.967% | 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp; 10029 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | 5.850% | 10/21/33 | &nbsp;&nbsp; 27060 | &nbsp;&nbsp; 28107 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA | 2.050% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7576 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA | 2.800% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23016 | &nbsp;&nbsp; 22179 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 3.150% | 12/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49932 | &nbsp;&nbsp; 48158 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 1.900% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15925 | &nbsp;&nbsp; 14370 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 0.750% | 8/15/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.750% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9782 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19205 | &nbsp;&nbsp; 16274 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 1.100% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 4.150% | 12/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18730 | &nbsp;&nbsp; 17659 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.700% | 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9052 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 4.300% | 12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31683 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 3.650% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. | 2.000% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 3.650% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2892 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 5.700% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4224 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 4.800% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | 4.700% | 1/23/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 9151 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 6.250% | 2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 4.750% | 8/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 4.000% | 5/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 3.550% | 3/30/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 5515 |
|  | &nbsp;&nbsp;&nbsp;W R Berkley Corp. | 3.150% | 9/30/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 6.605% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1192 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 7.500% | 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 5.500% | 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5567 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | 6.550% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.480% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.750% | 1/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24392 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1.654% | 6/2/24 | &nbsp;&nbsp; 7680 | &nbsp;&nbsp; 7558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11500 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 0.805% | 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9498 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.550% | 9/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12672 | &nbsp;&nbsp; 12190 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.406% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56150 | &nbsp;&nbsp; 53173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.164% | 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40526 | &nbsp;&nbsp; 37817 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50582 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.908% | 4/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.188% | 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.100% | 6/3/26 | &nbsp;&nbsp; 27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26668 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.540% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59048 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.000% | 10/23/26 | &nbsp;&nbsp; 37703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34850 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.196% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13925 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.300% | 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.526% | 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.584% | 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19806 | &nbsp;&nbsp; 18346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.393% | 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18480 | &nbsp;&nbsp; 16298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.808% | 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62389 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.150% | 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2541 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.879% | 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31977 | &nbsp;&nbsp; 27187 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 2.572% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp; 7324 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.478% | 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.350% | 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29880 | &nbsp;&nbsp; 25127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.897% | 7/25/33 | &nbsp;&nbsp; 45010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.950% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.068% | 4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25700 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.375% | 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31354 | &nbsp;&nbsp; 29179 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.606% | 1/15/44 | &nbsp;&nbsp; 17195 | &nbsp;&nbsp; 16669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.650% | 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32218 | &nbsp;&nbsp; 27191 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 3.900% | 5/1/45 | &nbsp;&nbsp; 13742 | &nbsp;&nbsp; 10597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.900% | 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20371 | &nbsp;&nbsp;&nbsp; 17613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.400% | 6/14/46 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp; 5913 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.750% | 12/7/46 | &nbsp;&nbsp; 17941 | &nbsp;&nbsp; 15031 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 5.013% | 4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61522 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 4.611% | 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38907 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.950% | 8/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 5.850% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp; 11342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | 6.600% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10645 | &nbsp;&nbsp; 11549 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 2.850% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 1.350% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5257 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 2.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 6.200% | 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096 |
|  | &nbsp;&nbsp;&nbsp;Western Union Co. | 6.200% | 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.300% | 2/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2211 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.350% | 10/18/24 | &nbsp;&nbsp; 27500 | &nbsp;&nbsp; 27691 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.019% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5582 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.350% | 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5887 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.850% | 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35958 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.700% | 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16621 | &nbsp;&nbsp; 15421 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.350% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28622 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 5.457% | 11/18/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7663 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.400% | 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 1.953% | 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9395 | &nbsp;&nbsp; 8001 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.650% | 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.894% | 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28627 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.322% | 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21460 | &nbsp;&nbsp; 20113 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.110% | 7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9021 | &nbsp;&nbsp; 7727 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.668% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 14859 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.020% | 11/18/36 | &nbsp;&nbsp; 8010 | &nbsp;&nbsp; 5926 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 4.421% | 7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 2.963% | 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23750 | &nbsp;&nbsp; 15661 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | 3.133% | 11/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 6604 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.600% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5910 | &nbsp;&nbsp; 5752 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 4.650% | 6/15/27 | &nbsp;&nbsp; 7606 | &nbsp;&nbsp; 7356 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 4.500% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp; 5461 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4753 | &nbsp;&nbsp; 3997 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 5.050% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093 | &nbsp;&nbsp; 4278 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | 3.875% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp; 6348 |
|  | &nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.250% | 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp; 4729 |
|  | &nbsp;&nbsp;&nbsp;XLIT Ltd. | 5.500% | 3/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp; 4131 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | 3.250% | 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 | &nbsp;&nbsp; 2532 |
|  |  |  |  |  | &nbsp;&nbsp; **18209158** |
| **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** | **Health Care (2.8%)** |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 2.950% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13868 | &nbsp;&nbsp; 13396 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 3.875% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12146 | &nbsp;&nbsp; 11919 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 3.750% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20486 | &nbsp;&nbsp; 19967 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 1.150% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 5528 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 1.400% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3181 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12210 | &nbsp;&nbsp; 12093 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.150% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp; 4272 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 6.000% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 5.300% | 5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp; 1995 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.750% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp; 4237 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | 4.900% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49682 | &nbsp;&nbsp; 48612 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.800% | 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.850% | 6/15/24 | &nbsp;&nbsp; 17975 | &nbsp;&nbsp; 17692 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.600% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31465 | &nbsp;&nbsp; 30125 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33973 | &nbsp;&nbsp; 33118 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.600% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34698 | &nbsp;&nbsp; 33633 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.200% | 5/14/26 | &nbsp;&nbsp; 17230 | &nbsp;&nbsp; 16308 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 2.950% | 11/21/26 | &nbsp;&nbsp; 47215 | &nbsp;&nbsp; 43997 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13945 | &nbsp;&nbsp; 13484 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 3.200% | 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45093 | &nbsp;&nbsp; 40657 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.550% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15987 | &nbsp;&nbsp; 14945 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.500% | 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22503 | &nbsp;&nbsp; 20949 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.300% | 5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16275 | &nbsp;&nbsp; 14712 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.050% | 11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66357 | &nbsp;&nbsp; 56829 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp; 4301 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.400% | 11/6/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15693 | &nbsp;&nbsp; 13627 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.850% | 6/15/44 | &nbsp;&nbsp; 11816 | &nbsp;&nbsp; 10822 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.750% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4083 | &nbsp;&nbsp; 3667 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.700% | 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13695 | &nbsp;&nbsp; 12234 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.450% | 5/14/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.875% | 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041 | &nbsp;&nbsp; 4642 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | 4.250% | 11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78854 | &nbsp;&nbsp; 66282 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 2.952% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp; 3760 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 5.430% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2956 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | 3.630% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp; 3889 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 638 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 3379 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp; 2348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 2065 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6320 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 6.625% | 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 5749 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 6.750% | 12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5875 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.500% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp; 3745 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.125% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10363 | &nbsp;&nbsp; 8508 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 4.750% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3520 | &nbsp;&nbsp; 3114 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | 3.875% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19727 | &nbsp;&nbsp; 15240 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 3.050% | 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6227 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.750% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.100% | 6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | 2.300% | 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8092 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 5.024% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | 2.780% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allina Health System | 3.887% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2964 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.400% | 5/15/24 | &nbsp;&nbsp; 17375 | &nbsp;&nbsp; 16964 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp; 5517 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 3.450% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 | &nbsp;&nbsp; 10767 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 2.800% | 5/15/30 | &nbsp;&nbsp; 7250 | &nbsp;&nbsp; 6148 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 2.700% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.250% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6657 |
|  | &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp. | 4.300% | 12/15/47 | &nbsp;&nbsp; 7675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6377 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.625% | 5/22/24 | &nbsp;&nbsp; 17688 | &nbsp;&nbsp; 17362 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 1.900% | 2/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6433 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.125% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.600% | 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21425 | &nbsp;&nbsp; 19802 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.200% | 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16307 | &nbsp;&nbsp; 14658 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.200% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp; 4108 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 1.650% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 13368 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.050% | 8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp; 11900 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.450% | 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9244 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.300% | 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33534 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.000% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4658 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.350% | 2/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9599 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11136 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.150% | 2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21950 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.800% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19975 | &nbsp;&nbsp; 13865 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.950% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12860 | &nbsp;&nbsp; 11786 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 5.150% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23562 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.563% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.375% | 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29625 | &nbsp;&nbsp; 20719 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.663% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35646 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 3.000% | 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11994 | &nbsp;&nbsp; 7709 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.200% | 2/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23685 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.875% | 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21995 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 2.770% | 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | 4.400% | 2/22/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 2.532% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13426 | &nbsp;&nbsp; 11502 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 3.106% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp; 7219 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | 3.945% | 11/15/46 | &nbsp;&nbsp; 8010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6664 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | 4.847% | 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6163 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 0.700% | 5/28/24 | &nbsp;&nbsp; 13110 | &nbsp;&nbsp; 12366 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.200% | 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 1.750% | 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 11165 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca Finance LLC | 2.250% | 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 10819 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.375% | 11/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21009 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 0.700% | 4/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13105 | &nbsp;&nbsp; 11531 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 5191 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 1.375% | 8/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16361 | &nbsp;&nbsp; 12930 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 6.450% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24447 | &nbsp;&nbsp; 27592 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.000% | 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9750 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 11/16/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 4.375% | 8/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4529 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 2.125% | 8/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 6153 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | 3.000% | 5/28/51 | &nbsp;&nbsp; 7090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5007 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.338% | 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4165 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 1.897% | 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.907% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banner Health | 3.181% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | 2.913% | 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2054 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | 4.000% | 6/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8453 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | 5.250% | 6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.322% | 11/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp; 14617 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.600% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.915% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp; 14564 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.272% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 11096 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 1.730% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19375 | &nbsp;&nbsp; 14799 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 2.539% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35842 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.500% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | 3.132% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8488 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BayCare Health System Inc. | 3.831% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1193 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 1.777% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 4.185% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 | &nbsp;&nbsp; 3674 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | 2.839% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10475 | &nbsp;&nbsp; 6912 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.363% | 6/6/24 | &nbsp;&nbsp; 7278 | &nbsp;&nbsp; 7100 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.734% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3592 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.700% | 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20860 | &nbsp;&nbsp; 19733 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 2.823% | 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10227 | &nbsp;&nbsp; 8767 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 1.957% | 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7901 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.298% | 8/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10305 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.875% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.685% | 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5397 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 4.669% | 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23502 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | 3.794% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BHSH System Obligated Group | 3.487% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2068 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 4.050% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24320 | &nbsp;&nbsp; 23615 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 2.250% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18647 | &nbsp;&nbsp; 15156 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 3.150% | 5/1/50 | &nbsp;&nbsp; 17254 | &nbsp;&nbsp; 11400 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | 3.250% | 2/15/51 | &nbsp;&nbsp; 5119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2768 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp; 2115 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 3.450% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 1.900% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 2.650% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.550% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6841 | &nbsp;&nbsp; 6138 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 7.375% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp; 1914 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | 4.700% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11090 | &nbsp;&nbsp; 10013 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59889 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7650 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32947 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28957 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20847 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20826 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp; 4152 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 10469 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21858 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp; 4107 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8297 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16068 | &nbsp;&nbsp; 14197 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11989 | &nbsp;&nbsp; 10891 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30477 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | &nbsp;&nbsp; 17700 | &nbsp;&nbsp; 11179 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30040 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.079% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9042 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.750% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp; 1913 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 3.410% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4231 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.600% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.500% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | 4.900% | 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp; 3901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3972 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 4.250% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25739 | &nbsp;&nbsp; 24170 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.450% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20236 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 4.625% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31875 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 3.375% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5298 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 3.000% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23030 | &nbsp;&nbsp; 18867 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.500% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20940 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | 2.625% | 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14075 | &nbsp;&nbsp; 11055 |
|  | &nbsp;&nbsp;&nbsp;Children's Health System of Texas | 2.511% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital | 2.928% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 4.115% | 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | 2.585% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 1518 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center | 4.268% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Children's Hospital of Philadelphia | 2.704% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp; 1301 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHRISTUS Health | 4.341% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.500% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330 | &nbsp;&nbsp; 6182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.250% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20567 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.125% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3090 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.500% | 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp; 19020 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 1.250% | 3/15/26 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6685 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 7.875% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.375% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19071 | &nbsp;&nbsp; 18396 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 2.400% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24363 | &nbsp;&nbsp; 20415 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 2.375% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19410 | &nbsp;&nbsp; 15876 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20087 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.200% | 3/15/40 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp; 5749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 6.125% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 5.375% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp; 514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.800% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14715 | &nbsp;&nbsp; 13229 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.875% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18104 | &nbsp;&nbsp; 13973 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 4.900% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24070 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22780 |
|  | &nbsp;&nbsp;&nbsp;Cigna Corp. | 3.400% | 3/15/51 | &nbsp;&nbsp; 15015 | &nbsp;&nbsp; 10729 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;City of Hope | 5.623% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;City of Hope | 4.378% | 8/15/48 | &nbsp;&nbsp; 7375 | &nbsp;&nbsp; 6109 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.760% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 1.547% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.347% | 10/1/29 | &nbsp;&nbsp; 7925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6867 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 2.782% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp; 2776 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.350% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.817% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 4.187% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | 3.910% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615 | &nbsp;&nbsp; 3413 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Community Health Network Inc. | 3.099% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp; 5198 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | 3.304% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5210 | &nbsp;&nbsp; 3711 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.375% | 8/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16365 | &nbsp;&nbsp; 15968 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.875% | 7/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38627 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.875% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18860 | &nbsp;&nbsp;&nbsp; 17613 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.000% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20546 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.625% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.300% | 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21439 | &nbsp;&nbsp; 18185 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24977 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.250% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35455 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 3.750% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18347 | &nbsp;&nbsp; 16651 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.750% | 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11925 | &nbsp;&nbsp; 9374 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 1.875% | 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20073 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.125% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.875% | 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8044 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.780% | 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40100 | &nbsp;&nbsp; 36742 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 6.125% | 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.125% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23475 | &nbsp;&nbsp; 19539 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 2.700% | 8/21/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11350 | &nbsp;&nbsp; 7775 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.300% | 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5426 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.125% | 7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22099 | &nbsp;&nbsp; 20136 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 5.050% | 3/25/48 | &nbsp;&nbsp; 101980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92054 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | 4.250% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp; 7146 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 3.350% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp; 4140 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.600% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8926 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | 2.800% | 12/10/51 | &nbsp;&nbsp; 17433 | &nbsp;&nbsp; 11598 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 |
|  | &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5384 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.200% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9261 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 2.600% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp; 7874 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.250% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14480 | &nbsp;&nbsp; 11613 |
|  | &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | 3.400% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 3.812% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 4.500% | 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5006 |
|  | &nbsp;&nbsp;&nbsp;Dignity Health | 5.267% | 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke University Health System Inc. | 3.920% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp; 3874 |
|  | &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | 4.300% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15182 | &nbsp;&nbsp; 14804 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.350% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.375% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5696 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.350% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.650% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31571 | &nbsp;&nbsp; 29764 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.101% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9073 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.875% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6955 | &nbsp;&nbsp; 6100 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25562 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12034 | &nbsp;&nbsp; 10076 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.100% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp; 7497 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.500% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.950% | 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.850% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.375% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.625% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8928 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9684 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 5.100% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11855 | &nbsp;&nbsp; 11294 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.650% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8558 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.375% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12631 | &nbsp;&nbsp; 10878 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp; 4619 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.125% | 5/15/50 | &nbsp;&nbsp; 17675 | &nbsp;&nbsp; 12259 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 3.600% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6098 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.550% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp; 7066 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 6.100% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3769 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | 4.850% | 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.750% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 3.950% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4628 | &nbsp;&nbsp; 4118 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9286 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 4.150% | 3/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | 2.500% | 9/15/60 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 4417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.550% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5016 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15091 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 15220 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10247 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 18157 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10335 | &nbsp;&nbsp; 11081 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 0.750% | 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5812 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.700% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6216 | &nbsp;&nbsp; 6114 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.500% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 3.650% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24046 | &nbsp;&nbsp; 23211 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.950% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23378 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 1.200% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 1.650% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.600% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.000% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5663 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.600% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8364 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 5.650% | 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8810 | &nbsp;&nbsp; 9010 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.800% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18456 | &nbsp;&nbsp; 17025 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.500% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15075 | &nbsp;&nbsp; 13221 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.750% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13712 | &nbsp;&nbsp; 12397 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 4.150% | 3/1/47 | &nbsp;&nbsp; 17317 | &nbsp;&nbsp; 14337 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | 2.800% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30150 | &nbsp;&nbsp; 19512 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21388 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23203 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 3510 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29455 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3685 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hartford HealthCare Corp. | 3.447% | 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3705 | &nbsp;&nbsp; 2610 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.000% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18690 | &nbsp;&nbsp; 18588 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.375% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20728 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 4/15/25 | &nbsp;&nbsp; 18743 | &nbsp;&nbsp; 18630 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8554 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/26 | &nbsp;&nbsp; 27577 | &nbsp;&nbsp; 27255 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.375% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp; 10151 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.500% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10413 | &nbsp;&nbsp; 10025 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.125% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 10461 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.625% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp; 13435 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.875% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6009 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.375% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3891 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.125% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21024 | &nbsp;&nbsp; 19193 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.500% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29753 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 2.375% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 11648 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.625% | 3/15/32 | &nbsp;&nbsp; 17265 | &nbsp;&nbsp; 14603 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.125% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5994 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22977 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 5.250% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8347 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | 3.500% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21072 | &nbsp;&nbsp; 13601 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HCA Inc. | 4.625% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22540 | &nbsp;&nbsp; 17652 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.850% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21575 | &nbsp;&nbsp; 21149 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 1.350% | 2/3/27 | &nbsp;&nbsp; 5745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4961 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.950% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 5.750% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6648 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.125% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.875% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp; 6001 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 2.150% | 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp; 10012 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 5.875% | 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9279 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.625% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp; 4134 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.950% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp; 5612 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 4.800% | 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | 3.950% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;IHC Health Services Inc. | 4.131% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 5.800% | 12/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 5.750% | 12/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | 2.550% | 3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4001 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp; 4912 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp; 2101 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | 4.068% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iowa Health System | 3.665% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3615 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp; 3125 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.625% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12418 | &nbsp;&nbsp; 11963 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 0.550% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9325 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 3/1/26 | &nbsp;&nbsp; 37425 | &nbsp;&nbsp; 35190 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.950% | 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8079 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 0.950% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5583 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.900% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21009 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 6.950% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp; 3131 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 1.300% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12790 | &nbsp;&nbsp; 10322 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.950% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6336 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.375% | 12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8079 | &nbsp;&nbsp; 7966 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.550% | 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7526 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.625% | 3/3/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11356 | &nbsp;&nbsp; 10106 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 5.950% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.400% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 5.850% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797 | &nbsp;&nbsp; 4215 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.100% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28235 | &nbsp;&nbsp; 19391 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.850% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 4.500% | 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11620 | &nbsp;&nbsp; 11107 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.700% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20872 | &nbsp;&nbsp; 17588 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.750% | 3/3/47 | &nbsp;&nbsp; 7150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6046 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3.500% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4982 | &nbsp;&nbsp; 3125 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2.450% | 9/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp; 5186 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.150% | 5/1/27 | &nbsp;&nbsp; 14674 | &nbsp;&nbsp; 13682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 2.810% | 6/1/41 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.875% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp; 5811 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 4.150% | 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp; 10527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.266% | 11/1/49 | &nbsp;&nbsp; 11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | 3.002% | 6/1/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 4760 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 6.875% | 3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | 5.000% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12775 | &nbsp;&nbsp; 11191 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9948 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5324 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15186 | &nbsp;&nbsp; 14702 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp; 2125 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp; 5001 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4143 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp; 7549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.765% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.192% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 4.117% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | 3.342% | 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp; 4310 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 3.774% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp; 4199 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 4.128% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mayo Clinic | 3.196% | 11/15/61 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4621 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 3.796% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | 0.900% | 12/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp; 13077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McLaren Health Care Corp. | 4.386% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MedStar Health Inc. | 3.626% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.375% | 3/15/35 | &nbsp;&nbsp; 47569 | &nbsp;&nbsp; 45115 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | 4.625% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873 |
|  | &nbsp;&nbsp;&nbsp;Memorial Health Services | 3.447% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13355 | &nbsp;&nbsp; 11045 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.900% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6598 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.750% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22932 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 0.750% | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8836 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.700% | 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp; 17762 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.400% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15470 | &nbsp;&nbsp; 14408 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 1.450% | 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp; 4215 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.150% | 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16650 | &nbsp;&nbsp; 13606 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 6.500% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.900% | 3/7/39 | &nbsp;&nbsp; 7109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.350% | 6/24/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8054 | &nbsp;&nbsp; 5619 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.600% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp; 7129 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.150% | 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8431 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 3.700% | 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22084 | &nbsp;&nbsp; 18171 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 4.000% | 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.450% | 6/24/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.750% | 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33807 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | 2.900% | 12/10/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Methodist Hospital | 2.705% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | 5.246% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp; 5074 |
|  | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | 4.287% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp; 2138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 4185 |
|  | &nbsp;&nbsp;&nbsp;MultiCare Health System | 2.803% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mylan Inc. | 3.125% | 1/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 4.550% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 5.400% | 11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | 5.200% | 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MyMichigan Health | 3.409% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.256% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.024% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9390 | &nbsp;&nbsp; 7818 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 4.063% | 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4575 | &nbsp;&nbsp; 3676 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 2.606% | 8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | 3.954% | 8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.979% | 11/1/46 | &nbsp;&nbsp; 7770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 4.260% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | 3.809% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 2.637% | 11/1/36 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5170 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.168% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 7589 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | 3.318% | 11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5972 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.400% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15653 | &nbsp;&nbsp; 15338 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 1.750% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp; 9136 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.000% | 11/20/25 | &nbsp;&nbsp; 7177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6882 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.000% | 2/14/27 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7192 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.100% | 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24686 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.200% | 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28461 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 3.700% | 9/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.400% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9489 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 4.000% | 11/20/45 | &nbsp;&nbsp; 14011 | &nbsp;&nbsp; 12367 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | 2.750% | 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 5.750% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 3135 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.784% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 4.368% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | 3.380% | 7/1/55 | &nbsp;&nbsp; 7545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5031 |
|  | &nbsp;&nbsp;&nbsp;Ochsner Clinic Foundation | 5.897% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 2.297% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 2.834% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | 3.042% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp; 2111 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 4.089% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | 3.327% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 1.375% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 4.787% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | 3.218% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 0.850% | 9/15/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6493 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 1.900% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 3.300% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp; 7280 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4846 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 2.250% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 |
|  | &nbsp;&nbsp;&nbsp;PerkinElmer Inc. | 3.625% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.950% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 0.800% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp; 4301 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.750% | 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25088 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.000% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13225 | &nbsp;&nbsp; 12536 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.600% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6025 | &nbsp;&nbsp; 5774 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.450% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30653 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.625% | 4/1/30 | &nbsp;&nbsp; 11105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9737 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.700% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16843 | &nbsp;&nbsp; 13850 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1.750% | 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 10050 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9635 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.100% | 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275 | &nbsp;&nbsp; 8410 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 3.900% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14060 | &nbsp;&nbsp; 12405 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 7.200% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19540 | &nbsp;&nbsp; 23701 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.550% | 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp; 14901 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.300% | 6/15/43 | &nbsp;&nbsp; 8010 | &nbsp;&nbsp; 7367 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.400% | 5/15/44 | &nbsp;&nbsp; 7075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6571 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.125% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp; 12294 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.200% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13152 | &nbsp;&nbsp; 11772 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 4.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9060 | &nbsp;&nbsp; 7859 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | 2.700% | 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356 |
|  | &nbsp;&nbsp;&nbsp;Pharmacia LLC | 6.600% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.044% | 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.719% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | 2.864% | 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2470 |
|  | &nbsp;&nbsp;&nbsp;Presbyterian Healthcare Services | 4.875% | 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3728 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4787 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.250% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3267 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 3.500% | 3/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 3.450% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16379 | &nbsp;&nbsp; 15662 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.200% | 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 2.950% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8858 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 2.800% | 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3809 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 5.750% | 1/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | 4.700% | 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 2619 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16875 | &nbsp;&nbsp; 13065 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 1.200% | 9/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15375 | &nbsp;&nbsp; 13765 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 1.750% | 9/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12850 | &nbsp;&nbsp; 10915 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 2.200% | 9/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp; 7970 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.300% | 9/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp; 5718 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.550% | 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9999 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | 3.350% | 9/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428 | &nbsp;&nbsp; 2745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rush Obligated Group | 3.922% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 |
|  | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838 |
|  | &nbsp;&nbsp;&nbsp;RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
|  | &nbsp;&nbsp;&nbsp;Sanofi | 3.625% | 6/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10775 | &nbsp;&nbsp; 10286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Seattle Children's Hospital | 2.719% | 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sharp HealthCare | 2.680% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18636 | &nbsp;&nbsp;&nbsp; 17519 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | 2.032% | 10/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235 | &nbsp;&nbsp; 7249 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | 3.823% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.795% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037 |
|  | &nbsp;&nbsp;&nbsp;Stanford Health Care | 3.027% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3345 |
|  | &nbsp;&nbsp;&nbsp;STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 |
|  | &nbsp;&nbsp;&nbsp;STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp; 11287 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.375% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.500% | 3/15/26 | &nbsp;&nbsp; 13747 | &nbsp;&nbsp; 13189 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 3.650% | 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 1.950% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3540 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.375% | 5/15/44 | &nbsp;&nbsp; 7580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 4.625% | 3/15/46 | &nbsp;&nbsp; 10174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 1.321% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.695% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 2.294% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp; 5107 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.161% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 4.091% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sutter Health | 3.361% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4176 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33553 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26427 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 10272 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19425 | &nbsp;&nbsp; 13287 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13579 | &nbsp;&nbsp; 9133 |
|  | &nbsp;&nbsp;&nbsp;Texas Health Resources | 2.328% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 | &nbsp;&nbsp; 2105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Health Resources | 4.330% | 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9385 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.800% | 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5936 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5647 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28608 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 18424 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp; 4418 |
|  | &nbsp;&nbsp;&nbsp;Toledo Hospital | 5.750% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp; 3613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 2.632% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 1717 |
|  | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | 4.125% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.375% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.000% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 16101 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40231 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.150% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 12/15/25 | &nbsp;&nbsp; 11143 | &nbsp;&nbsp; 10884 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13195 | &nbsp;&nbsp; 11974 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.100% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26094 | &nbsp;&nbsp; 24919 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 1.150% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.450% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12388 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp; 6188 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5119 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp; 3176 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.875% | 8/15/29 | &nbsp;&nbsp; 17965 | &nbsp;&nbsp; 15998 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.300% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10265 | &nbsp;&nbsp; 10601 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp; 22115 | &nbsp;&nbsp; 18303 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.300% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24679 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.350% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36987 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.800% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.500% | 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.625% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.875% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13845 | &nbsp;&nbsp; 16239 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.500% | 8/15/39 | &nbsp;&nbsp; 17505 | &nbsp;&nbsp; 14355 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.750% | 5/15/40 | &nbsp;&nbsp; 10110 | &nbsp;&nbsp; 7365 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.950% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3926 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.050% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 10548 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.625% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.375% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.950% | 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9357 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19738 | &nbsp;&nbsp; 18655 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.200% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21423 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11935 | &nbsp;&nbsp; 10291 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.750% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.250% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18553 | &nbsp;&nbsp; 16179 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.450% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.700% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6326 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 2.900% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9565 | &nbsp;&nbsp; 6519 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.250% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21358 | &nbsp;&nbsp; 15394 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.750% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9643 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 5.875% | 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22765 | &nbsp;&nbsp; 24717 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.875% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14431 | &nbsp;&nbsp; 11341 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 3.125% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11490 | &nbsp;&nbsp; 7791 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 4.950% | 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12920 | &nbsp;&nbsp; 12158 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | 6.050% | 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20265 | &nbsp;&nbsp; 22315 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | 2.650% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6526 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UPMC | 3.600% | 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19103 | &nbsp;&nbsp; 17853 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14450 | &nbsp;&nbsp; 10949 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 1.650% | 6/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5889 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 2.300% | 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 11964 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 2.700% | 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9407 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 3.850% | 6/22/40 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp; 6769 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | 4.000% | 6/22/50 | &nbsp;&nbsp; 17058 | &nbsp;&nbsp; 10567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WakeMed | 3.286% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | 4.813% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | 3.065% | 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5305 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 7.250% | 3/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.450% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10991 | &nbsp;&nbsp; 11166 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.500% | 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14080 | &nbsp;&nbsp; 15959 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 6.000% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845 | &nbsp;&nbsp; 7319 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | 5.950% | 4/1/37 | &nbsp;&nbsp; 12010 | &nbsp;&nbsp; 12980 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406 |
|  | &nbsp;&nbsp;&nbsp;Zeneca Wilmington Inc. | 7.000% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 5163 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16045 | &nbsp;&nbsp; 12969 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2166 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6210 | &nbsp;&nbsp; 4919 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.500% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8880 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.000% | 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11040 | &nbsp;&nbsp; 10207 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.900% | 8/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4706 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 5.600% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.700% | 2/1/43 | &nbsp;&nbsp; 7540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6824 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.950% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3935 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 4.450% | 8/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp; 10610 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | 3.000% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  |  |  |  |  | **6396781** |
| **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 2/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8082 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.000% | 2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6084 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.650% | 4/15/25 | &nbsp;&nbsp; 21574 | &nbsp;&nbsp; 20610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 2.250% | 9/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21512 | &nbsp;&nbsp; 19851 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.625% | 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8662 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.375% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8026 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 2.375% | 8/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18045 | &nbsp;&nbsp; 15316 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4399 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.875% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.125% | 9/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp; 7848 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 3.625% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;3M Co. | 4.000% | 9/14/48 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5966 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.250% | 8/26/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9431 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | 3.700% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp; 742 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | 3.500% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 2813 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9097 | &nbsp;&nbsp; 7269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4379 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.050% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 4.350% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3814 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.800% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | 2.200% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3169 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/23 | &nbsp;&nbsp; 7820 | &nbsp;&nbsp; 7783 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 4.508% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29996 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.875% | 6/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5998 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.950% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 8182 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 1.433% | 2/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp; 22001 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.850% | 10/30/24 | &nbsp;&nbsp; 4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4537 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.500% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1568 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 4.875% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48385 | &nbsp;&nbsp; 47995 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 7.250% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.750% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5572 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.196% | 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53263 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.100% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp; 7874 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.250% | 6/15/26 | &nbsp;&nbsp; 7995 | &nbsp;&nbsp; 7214 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.700% | 2/1/27 | &nbsp;&nbsp; 7965 | &nbsp;&nbsp; 7192 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.800% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18461 | &nbsp;&nbsp; 16658 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.040% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20583 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20758 | &nbsp;&nbsp; 18955 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 | &nbsp;&nbsp; 2619 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 2.950% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16251 | &nbsp;&nbsp; 13756 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.150% | 5/1/30 | &nbsp;&nbsp; 45745 | &nbsp;&nbsp; 44614 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.625% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13475 | &nbsp;&nbsp; 11794 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 6.125% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5867 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.600% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18041 | &nbsp;&nbsp; 14396 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.250% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6626 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 6.625% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.550% | 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp; 1710 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.500% | 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 6.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.875% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.705% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31069 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.375% | 6/15/46 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.650% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.850% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.900% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21944 | &nbsp;&nbsp; 15468 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.750% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1654 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.805% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52783 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.825% | 3/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 3.950% | 8/1/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2014 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | 5.930% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32860 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9843 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8267 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp; 11831 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 3110 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14050 | &nbsp;&nbsp; 13292 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp; 9184 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4492 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | &nbsp;&nbsp; 7304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6582 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9224 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9803 | &nbsp;&nbsp; 8769 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | &nbsp;&nbsp; 7337 | &nbsp;&nbsp; 7188 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18380 | &nbsp;&nbsp; 17397 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5724 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14241 | &nbsp;&nbsp; 12174 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8022 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp; 7321 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | &nbsp;&nbsp; 17395 | &nbsp;&nbsp; 14556 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19679 | &nbsp;&nbsp; 16756 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10075 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8295 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | 4.450% | 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9408 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.950% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.750% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.900% | 7/15/28 | &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;&nbsp;&nbsp;&nbsp;&nbsp;331 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.850% | 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1858 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.250% | 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.200% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 6.375% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.200% | 8/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp; 9127 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 3.650% | 2/3/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.450% | 1/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 2.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16661 | &nbsp;&nbsp; 10463 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | 4.400% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 1.350% | 12/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.900% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5383 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 1.750% | 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3119 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.000% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.050% | 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12625 | &nbsp;&nbsp; 10346 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 7.125% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 2.450% | 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18570 | &nbsp;&nbsp; 15457 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 2712 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11860 | &nbsp;&nbsp; 12278 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.000% | 12/2/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9457 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 4.800% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 3.100% | 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29085 | &nbsp;&nbsp; 19821 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | 6.125% | 9/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 8148 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.242% | 2/15/25 | &nbsp;&nbsp; 17395 | &nbsp;&nbsp; 16404 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.493% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11725 | &nbsp;&nbsp; 10576 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.722% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32834 | &nbsp;&nbsp; 27670 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 2.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.377% | 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21210 | &nbsp;&nbsp; 16069 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | 3.577% | 4/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21327 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 10192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | &nbsp;&nbsp; 7175 | &nbsp;&nbsp;&nbsp; 7012 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | &nbsp;&nbsp; 2749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp; 6140 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp; 6110 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.650% | 8/12/25 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16945 | &nbsp;&nbsp; 15227 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9007 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7164 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.400% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8580 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 2.600% | 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 2.600% | 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19806 | &nbsp;&nbsp; 17280 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 5.300% | 9/15/35 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp; 7248 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 6.050% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9241 | &nbsp;&nbsp; 10046 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 5.200% | 5/27/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.803% | 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11854 | &nbsp;&nbsp; 10088 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 4.300% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2579 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 9/19/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16942 | &nbsp;&nbsp; 12854 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 3.250% | 4/9/50 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp; 7719 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | 4.750% | 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 |
|  | &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 4.200% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11865 | &nbsp;&nbsp; 11701 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 5.450% | 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp; 2159 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 1.875% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9284 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | 1.450% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Industrial NV | 3.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
|  | &nbsp;&nbsp;&nbsp;Crane Holdings Co. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.400% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.350% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp; 5179 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.600% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12250 | &nbsp;&nbsp; 11476 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18350 | &nbsp;&nbsp; 17499 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15539 | &nbsp;&nbsp; 14925 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.400% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11965 | &nbsp;&nbsp; 10110 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.100% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19348 | &nbsp;&nbsp; 18124 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 6.000% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 6.150% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp; 9178 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 6.220% | 4/30/40 | &nbsp;&nbsp; 7279 | &nbsp;&nbsp; 7876 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 5.500% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5726 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.100% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6968 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5240 | &nbsp;&nbsp; 4128 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.300% | 3/1/48 | &nbsp;&nbsp; 7325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.750% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3179 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16133 | &nbsp;&nbsp; 14110 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.350% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 3.800% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp; 1615 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 2.500% | 5/15/51 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 10626 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.500% | 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.250% | 11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5223 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | 4.650% | 3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2668 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 0.750% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 1.500% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 4014 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 4.875% | 10/1/43 | &nbsp;&nbsp; 7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6967 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | 2.600% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 2.750% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp; 1213 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 5.375% | 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6391 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.100% | 4/15/30 | &nbsp;&nbsp; 7838 | &nbsp;&nbsp; 7027 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.900% | 6/9/42 | &nbsp;&nbsp; 7237 | &nbsp;&nbsp; 6413 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 2.875% | 9/7/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | 3.750% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9226 | &nbsp;&nbsp; 7821 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | 4.750% | 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1036 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5804 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 3.150% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp; 5617 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 2.950% | 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 10/15/35 | &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;&nbsp;&nbsp;&nbsp;&nbsp;292 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp; 2134 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 3.103% | 9/15/27 | &nbsp;&nbsp; 7765 | &nbsp;&nbsp; 7232 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.000% | 11/2/32 | &nbsp;&nbsp; 7729 | &nbsp;&nbsp; 7121 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20778 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.150% | 11/2/42 | &nbsp;&nbsp; 3011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 3.915% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | 4.700% | 8/23/52 | &nbsp;&nbsp; 7796 | &nbsp;&nbsp; 7107 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 3.150% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp; 1740 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 0.875% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12820 | &nbsp;&nbsp; 11108 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.800% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8345 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.000% | 12/21/28 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 1.950% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.200% | 12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8892 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 5.250% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.750% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4007 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | 2.800% | 12/21/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23872 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.250% | 4/1/26 | &nbsp;&nbsp; 7759 | &nbsp;&nbsp; 7379 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.400% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4624 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.100% | 8/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16125 | &nbsp;&nbsp; 14172 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.250% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13550 | &nbsp;&nbsp; 12775 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 2.400% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5408 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.900% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp; 1615 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.900% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3486 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.250% | 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4807 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 3.875% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.100% | 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 5.100% | 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8107 | &nbsp;&nbsp; 7218 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.750% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp; 11774 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.550% | 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16199 | &nbsp;&nbsp; 13186 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.400% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp; 7472 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.050% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 7976 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.950% | 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9578 | &nbsp;&nbsp; 8374 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 5.250% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14781 | &nbsp;&nbsp; 13583 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | 4.500% | 2/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19245 | &nbsp;&nbsp; 15649 |
|  | &nbsp;&nbsp;&nbsp;Flowserve Corp. | 3.500% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3261 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | 3.150% | 6/15/26 | &nbsp;&nbsp; 7547 | &nbsp;&nbsp; 7052 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | 4.300% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.375% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.250% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8061 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9735 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.125% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7331 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3651 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.625% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9491 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.750% | 5/15/28 | &nbsp;&nbsp; 7135 | &nbsp;&nbsp; 6801 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.625% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11994 | &nbsp;&nbsp; 11173 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 2.250% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 4.250% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4930 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | 3.600% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;General Electric Co. | 5.875% | 1/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24451 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.300% | 8/15/24 | &nbsp;&nbsp; 7425 | &nbsp;&nbsp; 7133 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.850% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8028 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.350% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16993 | &nbsp;&nbsp; 15721 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.500% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14375 | &nbsp;&nbsp; 13270 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.100% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16514 | &nbsp;&nbsp; 14394 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 4.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp; 5187 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 2.700% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.950% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 1.750% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20598 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19465 | &nbsp;&nbsp; 19844 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 5.375% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11990 | &nbsp;&nbsp; 12356 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | 3.812% | 11/21/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2082 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4608 | &nbsp;&nbsp; 4184 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6431 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | 3.000% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2577 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.500% | 3/1/24 | &nbsp;&nbsp; 7912 | &nbsp;&nbsp; 7786 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 2.650% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14550 | &nbsp;&nbsp; 13518 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 4.875% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | 3.900% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9208 |
|  | &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 9199 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8659 | &nbsp;&nbsp;&nbsp; 7101 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.900% | 1/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7691 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.450% | 1/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9567 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.600% | 3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.350% | 6/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.650% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4283 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.625% | 9/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.050% | 1/9/25 | &nbsp;&nbsp; 11150 | &nbsp;&nbsp; 10591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.250% | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12175 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | 3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10705 | &nbsp;&nbsp; 10428 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.400% | 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.050% | 9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.400% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 0.700% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.650% | 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.050% | 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp; 5147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.250% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8386 | &nbsp;&nbsp; 7738 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.700% | 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 11154 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.350% | 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4561 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.750% | 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12261 | &nbsp;&nbsp; 10921 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.800% | 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7465 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.150% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8321 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.050% | 1/6/28 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp; 7194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.500% | 3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 3.450% | 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp; 4155 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.800% | 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4964 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.850% | 10/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 2.450% | 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp; 7225 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 1.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp; 7181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | 4.350% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7768 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 3.625% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4302 | &nbsp;&nbsp; 4210 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 3.900% | 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 1.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp; 7631 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 2.000% | 9/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3164 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.625% | 7/2/44 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6782 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 5.125% | 9/14/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.500% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | 4.950% | 7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 | &nbsp;&nbsp; 4816 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 2.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.300% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.950% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.700% | 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 3.500% | 5/1/50 | &nbsp;&nbsp; 8745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6242 |
|  | &nbsp;&nbsp;&nbsp;Kansas City Southern | 4.200% | 11/15/69 | &nbsp;&nbsp; 7136 | &nbsp;&nbsp; 5318 |
|  | &nbsp;&nbsp;&nbsp;Kennametal Inc. | 4.625% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp; 6218 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 4.550% | 10/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9145 | &nbsp;&nbsp; 9017 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 4.600% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 10374 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | 3.000% | 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp; 4120 |
|  | &nbsp;&nbsp;&nbsp;Kirby Corp. | 4.200% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.950% | 5/28/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.832% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 12246 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 3.850% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.400% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9277 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 2.900% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp; 4814 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 1.800% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19275 | &nbsp;&nbsp; 14799 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 4.854% | 4/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp; 3121 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | 5.054% | 4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 3.000% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 1.350% | 8/1/25 | &nbsp;&nbsp; 7366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6648 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | 1.700% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 1976 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.950% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.550% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9373 | &nbsp;&nbsp; 9104 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.100% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13483 | &nbsp;&nbsp; 13809 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.900% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9608 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20677 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.600% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12240 | &nbsp;&nbsp; 10854 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.500% | 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 6.150% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11685 | &nbsp;&nbsp; 12674 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.720% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3562 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.850% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.070% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15965 | &nbsp;&nbsp; 13791 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 3.800% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11365 | &nbsp;&nbsp; 9314 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.700% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12833 | &nbsp;&nbsp; 11954 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.090% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13861 | &nbsp;&nbsp; 11741 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.150% | 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14791 | &nbsp;&nbsp; 12574 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.700% | 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15060 | &nbsp;&nbsp; 15971 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 4.300% | 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | 5.900% | 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16950 | &nbsp;&nbsp; 18308 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC | 6.500% | 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13501 | &nbsp;&nbsp; 13452 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nature Conservancy | 3.957% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.850% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.650% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp; 3416 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.900% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 7.800% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.150% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4465 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.800% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8058 | &nbsp;&nbsp; 7677 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.550% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13009 | &nbsp;&nbsp; 11150 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 2.300% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4111 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.000% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 7.050% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.837% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12098 | &nbsp;&nbsp; 11124 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.950% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp; 2574 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.450% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.650% | 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp; 8101 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.942% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.150% | 2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp; 1165 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.400% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.050% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp; 9414 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.050% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6621 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.700% | 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.550% | 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4631 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 3.155% | 5/15/55 | &nbsp;&nbsp; 17192 | &nbsp;&nbsp; 11450 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | 4.100% | 5/15/21 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 2.930% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15076 | &nbsp;&nbsp; 14469 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.250% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20669 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 7.750% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3620 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.150% | 5/1/40 | &nbsp;&nbsp; 7330 | &nbsp;&nbsp; 7150 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.050% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp; 9110 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.750% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9890 | &nbsp;&nbsp; 9142 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 3.850% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp; 4213 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 4.030% | 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32882 | &nbsp;&nbsp; 27254 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | 5.250% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391 |
|  | &nbsp;&nbsp;&nbsp;nVent Finance Sarl | 4.550% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | &nbsp;&nbsp;&nbsp;Oshkosh Corp. | 4.600% | 5/15/28 | &nbsp;&nbsp; 7375 | &nbsp;&nbsp; 7008 |
|  | &nbsp;&nbsp;&nbsp;Oshkosh Corp. | 3.100% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.056% | 4/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.293% | 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20778 | &nbsp;&nbsp; 18657 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 2.565% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35207 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.112% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14798 | &nbsp;&nbsp; 10907 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | 3.362% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 0.350% | 2/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 3.150% | 6/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 2.150% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | 1.800% | 2/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 2.700% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4664 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.300% | 11/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp; 11268 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.250% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15060 | &nbsp;&nbsp; 14079 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.250% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12261 | &nbsp;&nbsp; 11914 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 3.250% | 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp; 6146 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.200% | 11/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp; 4136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 6.250% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 4188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.450% | 11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp; 4186 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.100% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | 4.000% | 6/14/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp; 7664 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 3.250% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8999 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 3.900% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5553 |
|  | &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | 4.375% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.200% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12107 | &nbsp;&nbsp; 11842 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.950% | 8/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10518 | &nbsp;&nbsp; 10281 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24453 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.125% | 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15919 | &nbsp;&nbsp; 14835 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 7.200% | 8/15/27 | &nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1111 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.125% | 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42534 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.250% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9671 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 1.900% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 8312 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.375% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 5.400% | 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3227 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.050% | 6/1/36 | &nbsp;&nbsp; 7390 | &nbsp;&nbsp; 7813 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 6.125% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.450% | 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9527 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.875% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.700% | 12/15/41 | &nbsp;&nbsp; 7075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.500% | 6/1/42 | &nbsp;&nbsp; 37798 | &nbsp;&nbsp; 34016 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.800% | 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp; 2118 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.150% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 | &nbsp;&nbsp; 7213 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.750% | 11/1/46 | &nbsp;&nbsp; 17252 | &nbsp;&nbsp; 13434 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.350% | 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp; 9115 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 4.050% | 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15950 | &nbsp;&nbsp; 13079 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.125% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 2.820% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6408 |
|  | &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp. | 3.030% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20600 | &nbsp;&nbsp; 14079 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4313 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.200% | 3/15/25 | &nbsp;&nbsp; 7059 | &nbsp;&nbsp; 6768 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 0.875% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.900% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12225 | &nbsp;&nbsp; 11411 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.375% | 11/15/27 | &nbsp;&nbsp;&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;&nbsp;70 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp; 7598 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 1.450% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8448 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 1.750% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13925 | &nbsp;&nbsp; 10704 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 6.200% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp; 4012 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | 3.050% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 3.500% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 1.750% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 4.200% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | 2.800% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp; 1139 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 3.750% | 6/9/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11912 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 3.650% | 3/18/24 | &nbsp;&nbsp; 7775 | &nbsp;&nbsp; 7617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.500% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp; 4166 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 4.625% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4948 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 1.750% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp; 1919 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.900% | 12/1/26 | &nbsp;&nbsp; 11185 | &nbsp;&nbsp; 10184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryder System Inc. | 2.850% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.250% | 5/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21372 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 3.000% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp; 3197 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 5.125% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 3.450% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | 2.625% | 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 0.650% | 4/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 0.950% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4830 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 1.600% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7770 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | 2.750% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 12697 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 4.300% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.875% | 3/1/25 | &nbsp;&nbsp; 7665 | &nbsp;&nbsp; 7465 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 4.000% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5969 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.650% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18682 | &nbsp;&nbsp; 17431 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 3.375% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4993 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | 2.450% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp; 2519 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 3.875% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 4.500% | 12/15/28 | &nbsp;&nbsp; 7320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | 4.125% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9506 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9347 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12915 | &nbsp;&nbsp; 11905 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | 4.750% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | 4.900% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 |
|  | &nbsp;&nbsp;&nbsp;Triton Container International Ltd. | 3.250% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.450% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.700% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 3.125% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 2.500% | 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | 7.125% | 10/1/37 | &nbsp;&nbsp; 7145 | &nbsp;&nbsp; 8161 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.646% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6303 | &nbsp;&nbsp; 6212 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.150% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp; 4211 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10950 | &nbsp;&nbsp; 10654 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.750% | 3/1/26 | &nbsp;&nbsp; 7208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.150% | 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp; 2159 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.000% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19123 | &nbsp;&nbsp; 17826 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4716 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.400% | 2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8262 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.375% | 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.800% | 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.375% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.891% | 4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18429 | &nbsp;&nbsp; 14610 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.600% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9429 | &nbsp;&nbsp; 7991 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.200% | 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20468 | &nbsp;&nbsp; 16057 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.050% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.350% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5024 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.250% | 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18149 | &nbsp;&nbsp; 13273 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.950% | 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 8137 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.950% | 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4254 | &nbsp;&nbsp; 4118 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.500% | 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 12085 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.875% | 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.950% | 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.839% | 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16132 | &nbsp;&nbsp; 12524 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.550% | 5/20/61 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 2.973% | 9/16/62 | &nbsp;&nbsp; 17396 | &nbsp;&nbsp; 11133 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 5.150% | 1/20/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3927 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 4.100% | 9/15/67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.750% | 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2185 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.799% | 4/6/71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18654 | &nbsp;&nbsp; 13771 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | 3.850% | 2/14/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp; 217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25486 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | &nbsp;&nbsp; 17392 | &nbsp;&nbsp; 15374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2018-1 | 3.500% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4246 | &nbsp;&nbsp; 3417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | &nbsp;&nbsp; 7696 | &nbsp;&nbsp; 7245 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.800% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4339 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.900% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14360 | &nbsp;&nbsp; 14147 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.400% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14492 | &nbsp;&nbsp; 13467 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 3/15/29 | &nbsp;&nbsp; 27550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25633 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 2.500% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3868 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.450% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 6.200% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5975 | &nbsp;&nbsp; 6618 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.200% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp; 13687 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.875% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.625% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.750% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 4.250% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11970 | &nbsp;&nbsp; 10633 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 3.400% | 9/1/49 | &nbsp;&nbsp; 7485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5780 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | 5.300% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp; 12614 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service of America Inc. | 7.620% | 4/1/30 | &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;&nbsp;571 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.000% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944 | &nbsp;&nbsp; 5121 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | 5.250% | 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 1.800% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 2.400% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | 2.950% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 4.250% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp; 2146 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.500% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16870 | &nbsp;&nbsp; 15441 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.600% | 2/1/30 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.200% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp; 10262 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 4.200% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8441 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 3.050% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp; 4146 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | 2.950% | 1/15/52 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5259 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 0.750% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8862 | &nbsp;&nbsp; 7935 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 3.150% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 1.150% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4170 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.000% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 1.500% | 3/15/31 | &nbsp;&nbsp; 17595 | &nbsp;&nbsp; 13735 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 4.150% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9508 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.950% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4651 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | 2.500% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8071 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5390 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11269 | &nbsp;&nbsp; 10505 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10675 | &nbsp;&nbsp; 10260 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 1.850% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp; 2910 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | 4.200% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 3.250% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 1.950% | 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 6874 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 2.250% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | 4.375% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699 |
|  |  |  |  |  | &nbsp;&nbsp; **4412121** |
| **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 3.350% | 7/31/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11545 | &nbsp;&nbsp; 11279 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 1.500% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8003 | &nbsp;&nbsp; 7362 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 1.850% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.050% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6824 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.700% | 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10542 | &nbsp;&nbsp; 7893 |
|  | &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc. | 2.800% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14550 | &nbsp;&nbsp; 10107 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 4.650% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp; 5016 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.050% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.450% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | 5.650% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4979 |
|  | &nbsp;&nbsp;&nbsp;Amcor Finance USA Inc. | 4.500% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp; 4212 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | &nbsp;&nbsp; 7477 | &nbsp;&nbsp; 7275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp; 2274 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8390 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp; 7014 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | &nbsp;&nbsp; 7481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 4.550% | 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3396 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.550% | 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12370 | &nbsp;&nbsp; 12468 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 4.250% | 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3573 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.800% | 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10130 | &nbsp;&nbsp; 10099 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 7.000% | 10/15/39 | &nbsp;&nbsp; 7811 | &nbsp;&nbsp; 7852 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA | 6.750% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 |
| &nbsp;&nbsp;&nbsp;Barrick Gold Corp. | 6.450% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | 5.700% | 5/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14250 | &nbsp;&nbsp; 14332 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | 5.750% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp; 1616 |
| &nbsp;&nbsp;&nbsp;Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10964 | &nbsp;&nbsp; 11233 |
| &nbsp;&nbsp;&nbsp;Berry Global Inc. | 0.950% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 7984 |
| &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.570% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp; 18751 |
| &nbsp;&nbsp;&nbsp;Berry Global Inc. | 1.650% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6821 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8804 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28285 |
| &nbsp;&nbsp;&nbsp;Cabot Corp. | 4.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 3.500% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 3.750% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2845 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | 2.750% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10955 | &nbsp;&nbsp; 9115 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 5.900% | 7/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16230 | &nbsp;&nbsp; 16221 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.050% | 3/15/25 | &nbsp;&nbsp; 17120 | &nbsp;&nbsp; 17071 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 1.400% | 8/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.165% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp; 19456 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.330% | 7/15/29 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7300 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | 6.379% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8926 |
| &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5502 |
| &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7573 |
| &nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.150% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8033 |
| &nbsp;&nbsp;&nbsp;CF Industries Inc. | 4.950% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828 |
| &nbsp;&nbsp;&nbsp;CF Industries Inc. | 5.375% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7178 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.550% | 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 766 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.800% | 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 7.375% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4287 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 2.100% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9383 | &nbsp;&nbsp; 7544 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 6.300% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5268 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.250% | 10/1/34 | &nbsp;&nbsp; 7135 | &nbsp;&nbsp; 6412 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 9.400% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5766 | &nbsp;&nbsp;&nbsp; 7611 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.250% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.375% | 11/15/42 | &nbsp;&nbsp; 17789 | &nbsp;&nbsp; 14708 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.625% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 5.550% | 11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp; 8413 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 4.800% | 5/15/49 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6448 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 3.600% | 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723 |
| &nbsp;&nbsp;&nbsp;Dow Chemical Co. | 6.900% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp; 10200 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 4.493% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13777 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 4.725% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20646 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.319% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18553 | &nbsp;&nbsp; 17979 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | 5.419% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21520 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 3.800% | 3/15/25 | &nbsp;&nbsp; 11142 | &nbsp;&nbsp; 10810 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.500% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.800% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | 4.650% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8926 | &nbsp;&nbsp; 7392 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.700% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11972 | &nbsp;&nbsp; 11133 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 1.650% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1772 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 3.250% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 5.250% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 4.800% | 3/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 1.300% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 4196 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.125% | 2/1/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5610 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.125% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1398 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.700% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6889 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | 2.750% | 8/18/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6387 |
| &nbsp;&nbsp;&nbsp;EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8464 |
| &nbsp;&nbsp;&nbsp;EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4186 |
| &nbsp;&nbsp;&nbsp;Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 |
| &nbsp;&nbsp;&nbsp;Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | &nbsp;&nbsp; 7435 | &nbsp;&nbsp; 7462 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | 4.100% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6408 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 3.200% | 10/1/26 | &nbsp;&nbsp; 7590 | &nbsp;&nbsp; 7072 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 3.450% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9939 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | 4.500% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3183 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.550% | 11/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.000% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4670 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.125% | 3/1/28 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6777 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.375% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4970 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.250% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1832 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp; 4015 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 4.625% | 8/1/30 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp; 7011 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.400% | 11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3760 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | 5.450% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp; 18926 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 8.000% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 0.625% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 1.750% | 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 | &nbsp;&nbsp; 11237 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 7.375% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 0.950% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 7.250% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 7.750% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985 |
|  | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | 8.875% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | &nbsp;&nbsp;&nbsp;Huntsman International LLC | 4.500% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5822 |
|  | &nbsp;&nbsp;&nbsp;Huntsman International LLC | 2.950% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3493 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp; 3814 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357 |
|  | &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4552 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 5.000% | 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 6.000% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 4.800% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15873 | &nbsp;&nbsp; 13827 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 4.400% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 |
|  | &nbsp;&nbsp;&nbsp;International Paper Co. | 4.350% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751 |
|  | &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | 5.950% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 | &nbsp;&nbsp; 3103 |
|  | &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | 4.500% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 4.800% | 12/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5702 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 2.650% | 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 4.700% | 12/5/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 3.200% | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4812 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 1.100% | 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 3.550% | 11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  | &nbsp;&nbsp;&nbsp;Linde Inc. | 2.000% | 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
|  | &nbsp;&nbsp;&nbsp;Lubrizol Corp. | 6.500% | 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance BV | 5.250% | 7/15/43 | &nbsp;&nbsp; 9574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8444 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance BV | 4.875% | 3/15/44 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 1.250% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4052 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.375% | 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4832 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 4.200% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8204 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.625% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22018 | &nbsp;&nbsp; 14757 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | 3.800% | 10/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 |
|  | &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | 5.750% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4942 |
|  | &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | 4.625% | 2/26/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp; 7897 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 4.250% | 7/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.450% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.500% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 2.500% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 2.400% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 4.250% | 12/15/47 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6432 |
|  | &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | 3.200% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5959 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 4.050% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 5.450% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 4.875% | 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | 5.625% | 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp; 4112 |
|  | &nbsp;&nbsp;&nbsp;NewMarket Corp. | 2.700% | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.800% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15830 | &nbsp;&nbsp; 13490 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.250% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9084 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 2.600% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13600 | &nbsp;&nbsp; 10836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Newmont Corp. | 5.875% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18056 | &nbsp;&nbsp; 18944 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 4.875% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8048 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. | 5.450% | 6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.950% | 5/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp; 2113 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12204 | &nbsp;&nbsp; 11366 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 4.300% | 5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2608 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.950% | 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.700% | 6/1/30 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 6114 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.125% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5098 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 3.850% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | 2.979% | 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16337 | &nbsp;&nbsp; 10144 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.900% | 11/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2632 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 3.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3813 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.950% | 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.000% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4662 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 2.950% | 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13542 | &nbsp;&nbsp; 11606 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.125% | 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp; 4764 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.625% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp; 4712 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 4.900% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6009 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.250% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3933 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 5.000% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11246 | &nbsp;&nbsp; 10081 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | 3.950% | 5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4582 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.650% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6390 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.400% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3409 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.000% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12703 | &nbsp;&nbsp; 10880 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 4.050% | 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2227 |
|  | &nbsp;&nbsp;&nbsp;Packaging Corp. of America | 3.050% | 10/1/51 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.400% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13920 | &nbsp;&nbsp; 13310 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 1.200% | 3/15/26 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6649 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | 2.550% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4188 |
|  | &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
|  | &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | &nbsp;&nbsp; 10511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8304 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5604 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18225 | &nbsp;&nbsp; 12093 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.750% | 3/22/42 | &nbsp;&nbsp; 6740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | 4.125% | 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7335 |
|  | &nbsp;&nbsp;&nbsp;Rohm & Haas Co. | 7.850% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 3.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 4.550% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 2.950% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3154 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 5.250% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | 4.250% | 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10630 | &nbsp;&nbsp; 7975 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.125% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.050% | 8/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.450% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp; 5219 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.250% | 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.950% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11644 | &nbsp;&nbsp; 11343 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.450% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14800 | &nbsp;&nbsp; 13887 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.950% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp; 19273 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.200% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4228 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.000% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.550% | 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 4.500% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15367 | &nbsp;&nbsp; 12915 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.800% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 3.300% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4608 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | 2.900% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3288 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | 2.250% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 7532 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | 3.125% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 3.875% | 4/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3496 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 7.500% | 7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp; 10110 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 6.750% | 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10050 | &nbsp;&nbsp; 11231 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.250% | 11/8/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16445 | &nbsp;&nbsp; 15761 |
|  | &nbsp;&nbsp;&nbsp;Southern Copper Corp. | 5.875% | 4/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16812 | &nbsp;&nbsp; 17231 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.800% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8598 | &nbsp;&nbsp; 8176 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 2.400% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2810 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 1.650% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.450% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16595 | &nbsp;&nbsp; 14607 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 15411 |
|  | &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | 3.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 6.000% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18350 | &nbsp;&nbsp; 18304 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 5.000% | 1/15/30 | &nbsp;&nbsp; 7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6993 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 3.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp; 11218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | 3.125% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 14838 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 3.900% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 |
|  | &nbsp;&nbsp;&nbsp;Teck Resources Ltd. | 6.000% | 8/15/40 | &nbsp;&nbsp; 7344 | &nbsp;&nbsp; 7043 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 3.750% | 7/8/30 | &nbsp;&nbsp; 27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23735 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 8.250% | 1/17/34 | &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;&nbsp;593 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/21/36 | &nbsp;&nbsp; 17269 | &nbsp;&nbsp; 18276 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | 6.875% | 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24502 |
|  | &nbsp;&nbsp;&nbsp;Vale SA | 5.625% | 9/11/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6546 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 3.900% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 3.500% | 6/1/30 | &nbsp;&nbsp; 7954 | &nbsp;&nbsp;&nbsp; 7012 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | 4.500% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9737 | &nbsp;&nbsp; 8138 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.600% | 8/15/26 | &nbsp;&nbsp; 7804 | &nbsp;&nbsp; 7335 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.375% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 2.875% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 5.000% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13510 | &nbsp;&nbsp; 11327 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 4.375% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.125% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 3914 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | 3.375% | 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp; 2774 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | 8.200% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | 7.950% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3376 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.000% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10620 | &nbsp;&nbsp; 10150 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.750% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14789 | &nbsp;&nbsp; 14309 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.650% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10545 | &nbsp;&nbsp; 10379 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.375% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp; 9147 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.000% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375 | &nbsp;&nbsp; 5014 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.900% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2121 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.900% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12040 | &nbsp;&nbsp; 11588 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 4.200% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4093 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | 3.000% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3192 |
|  | &nbsp;&nbsp;&nbsp;Yamana Gold Inc. | 2.630% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 |
|  |  |  |  |  | **1726459** |
| **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;Agree LP | 2.000% | 6/15/28 | &nbsp;&nbsp; 7475 | &nbsp;&nbsp; 6108 |
|  | &nbsp;&nbsp;&nbsp;Agree LP | 4.800% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 |
|  | &nbsp;&nbsp;&nbsp;Agree LP | 2.600% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | &nbsp;&nbsp; 17199 | &nbsp;&nbsp; 16643 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9089 | &nbsp;&nbsp; 8876 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11430 | &nbsp;&nbsp; 11064 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3786 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6461 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp; 11788 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24555 | &nbsp;&nbsp; 18295 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp; 2140 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 4185 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586 |
|  | &nbsp;&nbsp;&nbsp;American Assets Trust LP | 3.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.250% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 4.900% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp; 2818 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 3.625% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4189 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | 3.375% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 0.600% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5256 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 5.000% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14707 | &nbsp;&nbsp; 14675 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.375% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9290 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.950% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp; 2576 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.400% | 3/15/25 | &nbsp;&nbsp; 7485 | &nbsp;&nbsp; 7042 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.300% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.400% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4876 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.600% | 4/15/26 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6492 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.450% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.375% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18670 | &nbsp;&nbsp; 17471 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.125% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20295 | &nbsp;&nbsp; 18625 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.650% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5612 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.550% | 7/15/27 | &nbsp;&nbsp; 7860 | &nbsp;&nbsp; 7273 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.600% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.500% | 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp; 7190 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.950% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9879 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.800% | 8/15/29 | &nbsp;&nbsp; 13110 | &nbsp;&nbsp; 11922 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.900% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6854 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.100% | 6/15/30 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5549 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 1.875% | 10/15/30 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5782 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.300% | 9/15/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5450 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 4.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.700% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11082 | &nbsp;&nbsp; 7879 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 3.100% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5732 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | 2.950% | 1/15/51 | &nbsp;&nbsp; 7192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.850% | 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4856 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp; 2376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.450% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp; 4134 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.950% | 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10330 | &nbsp;&nbsp; 9616 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.900% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.350% | 5/15/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6961 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.200% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4175 | &nbsp;&nbsp; 3817 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 1.900% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1671 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 2.050% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 15726 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 5.000% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 6412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 3.900% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 | &nbsp;&nbsp; 2121 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | 4.150% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.800% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4472 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.200% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15121 | &nbsp;&nbsp; 14491 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.650% | 2/1/26 | &nbsp;&nbsp; 7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.750% | 10/1/26 | &nbsp;&nbsp; 17059 | &nbsp;&nbsp; 15384 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 6.750% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 19621 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 4.500% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4364 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.400% | 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp; 5116 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 2.900% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10914 | &nbsp;&nbsp; 8918 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | 3.250% | 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | 3.950% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20952 | &nbsp;&nbsp; 17620 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 3.850% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12425 | &nbsp;&nbsp; 11928 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.125% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15188 | &nbsp;&nbsp; 14435 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 3.900% | 3/15/27 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6663 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 2.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.125% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 4.050% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18093 | &nbsp;&nbsp; 15903 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | 2.500% | 8/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease LLC | 2.600% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp; 1817 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | 4.100% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp; 5170 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | 3.150% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9072 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | 2.800% | 5/15/30 | &nbsp;&nbsp; 27145 | &nbsp;&nbsp; 23376 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | 3.350% | 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | 4.875% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8208 | &nbsp;&nbsp; 8123 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | 2.500% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.250% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.750% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 3818 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | 2.900% | 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10650 | &nbsp;&nbsp; 7502 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.200% | 9/1/24 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp; 7490 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 1.350% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.450% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12670 | &nbsp;&nbsp; 12375 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.700% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19130 | &nbsp;&nbsp; 18182 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 1.050% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8655 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.000% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp; 2166 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.900% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.650% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9299 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.800% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 12270 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.300% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.100% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp; 4510 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.300% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12780 | &nbsp;&nbsp; 11165 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12591 | &nbsp;&nbsp; 10069 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.100% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9445 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.500% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6443 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 2.900% | 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.750% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp; 4417 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 5.200% | 2/15/49 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6965 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.000% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 4.150% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3596 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | 3.250% | 1/15/51 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 5161 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 4.000% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 3.125% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5026 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 2.250% | 12/15/28 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5858 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 4.375% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 3.000% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 2.000% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | 2.500% | 2/15/32 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5437 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 3.700% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 5.550% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp; 4128 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 4.450% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp; 7851 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | 3.600% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18375 | &nbsp;&nbsp; 16425 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 4.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 4.500% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp; 4374 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 3.750% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
| &nbsp;&nbsp;&nbsp;EPR Properties | 3.600% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.625% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp; 13108 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.250% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3623 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.450% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2638 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.900% | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9135 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.800% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 11137 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 1.550% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.000% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3374 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.200% | 11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp; 12207 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.150% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.500% | 5/15/31 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp; 6374 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.000% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 2.950% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | 3.400% | 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 2746 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.375% | 6/1/25 | &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;&nbsp;&nbsp;&nbsp;&nbsp;288 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | 2.850% | 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13030 | &nbsp;&nbsp; 12043 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.500% | 3/1/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6455 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.150% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7621 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 3.000% | 7/1/29 | &nbsp;&nbsp; 11195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9752 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 2.500% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8345 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.500% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp; 3164 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | 4.000% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp; 2148 |
|  | &nbsp;&nbsp;&nbsp;Essential Properties LP | 2.950% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.250% | 5/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.875% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8635 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp; 9314 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 1.700% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.000% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 3.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9630 | &nbsp;&nbsp; 8142 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 1.650% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1862 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.550% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.650% | 3/15/32 | &nbsp;&nbsp; 7260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 4.500% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | 2.650% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5089 | &nbsp;&nbsp; 2914 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | 2.550% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | 2.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 2.750% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.950% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.250% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp; 4319 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.200% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 3.500% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust | 4.500% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp; 5182 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.250% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9354 | &nbsp;&nbsp; 9210 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.375% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10406 | &nbsp;&nbsp; 10261 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.750% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 5.300% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 4.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP | 4.000% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.500% | 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.750% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp; 4155 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.625% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4255 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 3.100% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2856 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | 2.000% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp; 11267 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.400% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.250% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4716 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.500% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11270 | &nbsp;&nbsp; 10026 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 3.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8827 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 2.875% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4178 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc. | 6.750% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 3.875% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13850 | &nbsp;&nbsp; 12803 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2701 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 3.050% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 8717 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | 2.600% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11053 | &nbsp;&nbsp; 8169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.375% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp; 4410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 3.500% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 11549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | 2.900% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 3.950% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 5.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2880 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 4.650% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | 3.250% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3780 | &nbsp;&nbsp; 3124 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2214 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 4.150% | 4/15/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6110 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 3.450% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1915 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.375% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp; 776 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.750% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 4.250% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2609 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 3.050% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8029 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 2.500% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2739 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty LP | 2.650% | 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16850 | &nbsp;&nbsp; 11593 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.450% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.300% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.850% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.800% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp; 1740 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 1.900% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp; 13590 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.700% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 2.250% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.200% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.600% | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 | &nbsp;&nbsp; 4011 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.250% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.125% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 4.450% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2362 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp. | 3.700% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021 | &nbsp;&nbsp; 4121 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group LP | 4.000% | 10/1/26 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7269 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust | 4.750% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 3.500% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9036 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 3.875% | 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 4.000% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp; 1743 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 2.200% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1940 |
| &nbsp;&nbsp;&nbsp;Life Storage LP | 2.400% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6873 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 2.700% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust | 2.375% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.750% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 4.000% | 11/15/25 | &nbsp;&nbsp;&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;&nbsp;73 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 1.100% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8897 | &nbsp;&nbsp; 7697 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.600% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11338 | &nbsp;&nbsp; 10747 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 3.950% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4286 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 2.750% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 1.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | 2.875% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc. | 3.000% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 6121 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.900% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.000% | 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.600% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.500% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.300% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2319 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 2.500% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6785 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 4.800% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.100% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8375 | &nbsp;&nbsp; 5191 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.500% | 4/15/51 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc. | 3.000% | 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6577 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 5152 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp; 7901 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | &nbsp;&nbsp; 7173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5896 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22979 | &nbsp;&nbsp;&nbsp; 17767 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255 |
| &nbsp;&nbsp;&nbsp;Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 5511 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 4.300% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12645 | &nbsp;&nbsp; 11931 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 3.950% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2744 |
| &nbsp;&nbsp;&nbsp;Physicians Realty LP | 2.625% | 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7796 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 3.400% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4902 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 4.450% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 3.150% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4637 | &nbsp;&nbsp; 3515 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | 2.750% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.250% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3847 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.250% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7259 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.875% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.000% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.375% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3823 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.875% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.250% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14009 | &nbsp;&nbsp; 11694 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp; 7117 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.250% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6072 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.750% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 1.625% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8377 | &nbsp;&nbsp; 6476 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 4.375% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2992 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.050% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3238 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 3.000% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 |
| &nbsp;&nbsp;&nbsp;Prologis LP | 2.125% | 10/15/50 | &nbsp;&nbsp; 11618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6486 |
| &nbsp;&nbsp;&nbsp;Public Storage | 0.875% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298 |
| &nbsp;&nbsp;&nbsp;Public Storage | 1.500% | 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 |
| &nbsp;&nbsp;&nbsp;Public Storage | 3.094% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp; 6152 |
| &nbsp;&nbsp;&nbsp;Public Storage | 1.850% | 5/1/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6012 |
| &nbsp;&nbsp;&nbsp;Public Storage | 3.385% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4437 |
| &nbsp;&nbsp;&nbsp;Public Storage | 2.300% | 5/1/31 | &nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6203 |
| &nbsp;&nbsp;&nbsp;Public Storage | 2.250% | 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032 |
| &nbsp;&nbsp;&nbsp;Rayonier LP | 2.750% | 5/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.600% | 2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.875% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.875% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6688 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.625% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5835 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 0.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811 | &nbsp;&nbsp; 3319 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.875% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp; 2911 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.125% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10420 | &nbsp;&nbsp; 10125 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.000% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp; 4815 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp; 4157 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.400% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.650% | 1/15/28 | &nbsp;&nbsp; 7725 | &nbsp;&nbsp; 7213 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.200% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3001 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.250% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp; 3610 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.100% | 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp; 14500 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 3.250% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15696 | &nbsp;&nbsp; 13612 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 5.625% | 10/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1174 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 2.850% | 12/15/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5686 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 1.800% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9352 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | 4.650% | 3/15/47 | &nbsp;&nbsp; 7155 | &nbsp;&nbsp; 6301 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 3.600% | 2/1/27 | &nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 3.700% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4342 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.400% | 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4351 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | 4.650% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | 2.125% | 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | 2.150% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP | 5.125% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp; 11906 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP | 3.900% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp; 7463 |
| &nbsp;&nbsp;&nbsp;Safehold Operating Partnership LP | 2.800% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 |
| &nbsp;&nbsp;&nbsp;Safehold Operating Partnership LP | 2.850% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp; 7440 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.750% | 2/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4927 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.000% | 9/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.500% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.300% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10986 | &nbsp;&nbsp; 10281 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.375% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2185 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 6/15/27 | &nbsp;&nbsp; 17557 | &nbsp;&nbsp; 16386 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.375% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4356 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | 1.750% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp; 8719 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.450% | 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22561 | &nbsp;&nbsp; 18860 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.650% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9566 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.200% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5386 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.250% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6566 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 2.650% | 2/1/32 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6032 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 6.750% | 2/1/40 | &nbsp;&nbsp; 7250 | &nbsp;&nbsp; 7813 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.750% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 4.250% | 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.250% | 9/13/49 | &nbsp;&nbsp; 7633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5031 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | 3.800% | 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 7657 |
|  | &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 3.900% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9587 |
|  | &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 3.625% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 |
|  | &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 4.250% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 |
|  | &nbsp;&nbsp;&nbsp;SITE Centers Corp. | 4.700% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11350 | &nbsp;&nbsp; 10662 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 2.100% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 4.000% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 3.200% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 |
|  | &nbsp;&nbsp;&nbsp;Spirit Realty LP | 2.700% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 4.500% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 |
|  | &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 4.625% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | &nbsp;&nbsp;&nbsp;STORE Capital Corp. | 2.750% | 11/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1143 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | 4.200% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp; 10281 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 3.125% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4303 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 3.875% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381 |
|  | &nbsp;&nbsp;&nbsp;Tanger Properties LP | 2.750% | 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3611 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.950% | 9/1/26 | &nbsp;&nbsp; 7465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.500% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.100% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 1.900% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp; 7074 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UDR Inc. | 2.100% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | 3.100% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2580 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2989 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.750% | 5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp; 2274 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 2.650% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610 | &nbsp;&nbsp; 3418 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.500% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7687 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.125% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp; 1768 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.250% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8396 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.850% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.000% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12985 | &nbsp;&nbsp; 12003 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 3.000% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.750% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp; 717 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 5.700% | 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 917 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.375% | 2/1/45 | &nbsp;&nbsp; 5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | 4.875% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.750% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp; 12634 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 4.950% | 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9414 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 5.125% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13100 | &nbsp;&nbsp; 12143 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | 5.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7076 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 3.500% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp; 3311 |
|  | &nbsp;&nbsp;&nbsp;Vornado Realty LP | 2.150% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5845 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;WEA Finance LLC | 3.750% | 9/17/24 | &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;&nbsp;473 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.500% | 1/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 3.625% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10990 | &nbsp;&nbsp; 10754 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.000% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18665 | &nbsp;&nbsp; 18188 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16567 | &nbsp;&nbsp; 16055 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.700% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8343 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.250% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.125% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16750 | &nbsp;&nbsp; 13391 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.800% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 2.750% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 3.850% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 6.500% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 5.125% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | 4.950% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3663 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp; 10250 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7299 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 7.375% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | 4.000% | 3/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.600% | 4/1/24 | &nbsp;&nbsp; 7705 | &nbsp;&nbsp; 7632 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.000% | 2/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp; 1219 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 4.250% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 3.850% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | 2.250% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9821 |
|  |  |  |  |  | **2266182** |
| **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 1.900% | 2/1/25 | &nbsp;&nbsp; 4113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 3.250% | 2/1/25 | &nbsp;&nbsp; 11108 | &nbsp;&nbsp; 10794 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 2.150% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9841 |
|  | &nbsp;&nbsp;&nbsp;Adobe Inc. | 2.300% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15650 | &nbsp;&nbsp; 13349 |
|  | &nbsp;&nbsp;&nbsp;Amdocs Ltd. | 2.538% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.950% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 3.500% | 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5691 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 3.450% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 1.700% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6778 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.100% | 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8090 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.800% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5886 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | 2.950% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 6763 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.000% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20331 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.450% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp; 9215 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.850% | 5/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24496 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.800% | 9/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.750% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13998 | &nbsp;&nbsp; 13483 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.500% | 2/9/25 | &nbsp;&nbsp; 17788 | &nbsp;&nbsp; 17008 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.125% | 5/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24424 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.200% | 5/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18350 | &nbsp;&nbsp; 17735 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 0.550% | 8/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 10369 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 0.700% | 2/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21300 | &nbsp;&nbsp; 18928 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.250% | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61028 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.450% | 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24982 | &nbsp;&nbsp; 23197 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.050% | 9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14086 | &nbsp;&nbsp; 12868 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.350% | 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22593 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.200% | 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp; 34172 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.900% | 9/12/27 | &nbsp;&nbsp; 37855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35350 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.200% | 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24452 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.400% | 8/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20336 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.200% | 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21280 | &nbsp;&nbsp; 18384 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.650% | 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp; 15166 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.250% | 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8645 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.650% | 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 20124 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 1.700% | 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7198 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.500% | 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13180 | &nbsp;&nbsp; 13057 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.375% | 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16025 | &nbsp;&nbsp; 11339 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31963 | &nbsp;&nbsp; 27771 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.450% | 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.450% | 2/9/45 | &nbsp;&nbsp; 17678 | &nbsp;&nbsp; 14227 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.375% | 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20889 | &nbsp;&nbsp; 19298 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.650% | 2/23/46 | &nbsp;&nbsp; 37300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35467 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.850% | 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21680 | &nbsp;&nbsp; 18461 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12824 | &nbsp;&nbsp; 10704 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 3.750% | 11/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12160 | &nbsp;&nbsp; 10153 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.950% | 9/11/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16768 | &nbsp;&nbsp; 11974 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21826 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.400% | 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12653 | &nbsp;&nbsp; 7997 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.650% | 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21821 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.700% | 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 12021 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.550% | 8/20/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18802 | &nbsp;&nbsp; 11507 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.800% | 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22800 | &nbsp;&nbsp; 14630 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 2.850% | 8/5/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 6517 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | 4.100% | 8/8/62 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5910 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 3.900% | 10/1/25 | &nbsp;&nbsp; 17905 | &nbsp;&nbsp; 17518 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 3.300% | 4/1/27 | &nbsp;&nbsp; 17200 | &nbsp;&nbsp; 16343 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 1.750% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4957 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.100% | 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 5.850% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6452 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 4.350% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | 2.750% | 6/1/50 | &nbsp;&nbsp; 8117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 3.250% | 9/8/24 | &nbsp;&nbsp; 7444 | &nbsp;&nbsp; 7164 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 4.000% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2961 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 3.875% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | 2.950% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3151 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 4.375% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 3.500% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3886 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 2.850% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | 2.400% | 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13819 | &nbsp;&nbsp; 11083 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 3.375% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp; 8747 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.700% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8682 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | 1.250% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6482 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | 4.625% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | 3.000% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp; 2167 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 5.250% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13075 | &nbsp;&nbsp; 13028 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 2.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | 3.875% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6087 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. | 3.875% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40428 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. | 3.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.250% | 11/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7886 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.625% | 10/15/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 6818 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.150% | 11/15/25 | &nbsp;&nbsp; 17203 | &nbsp;&nbsp; 16312 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.459% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48778 | &nbsp;&nbsp; 45915 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 1.950% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 6762 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.110% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18660 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.750% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20982 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 5.000% | 4/15/30 | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 16123 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.150% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp; 21501 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.450% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp; 19289 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.300% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12650 | &nbsp;&nbsp; 11168 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 2.600% | 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 13493 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.419% | 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24697 | &nbsp;&nbsp; 19824 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.469% | 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22205 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.137% | 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21093 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.187% | 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28942 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 4.926% | 5/15/37 | &nbsp;&nbsp; 27471 | &nbsp;&nbsp; 24011 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.500% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20690 | &nbsp;&nbsp; 14812 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | 3.750% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 12557 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8787 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | 4.375% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 4.125% | 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 4.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC | 3.250% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | 1.450% | 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5739 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | 2.300% | 9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp; 3474 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | 3.700% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15559 | &nbsp;&nbsp; 14985 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | 6.150% | 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 3.625% | 3/4/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8360 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 3.500% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4271 | &nbsp;&nbsp; 4157 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 2.950% | 2/28/26 | &nbsp;&nbsp; 10105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9651 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 2.500% | 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3021 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.900% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12866 | &nbsp;&nbsp; 13888 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | 5.500% | 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26328 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.700% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.750% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.750% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.350% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 4.375% | 11/15/57 | &nbsp;&nbsp; 7050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5486 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.850% | 11/15/68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | 5.450% | 11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp; 9190 |
|  | &nbsp;&nbsp;&nbsp;Dell Inc. | 6.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp; 14516 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 4.000% | 7/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9814 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 5.850% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 9112 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.020% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52900 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 4.900% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22249 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.100% | 7/15/27 | &nbsp;&nbsp; 7554 | &nbsp;&nbsp; 7763 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 5.300% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18333 | &nbsp;&nbsp; 17894 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 6.200% | 7/15/30 | &nbsp;&nbsp; 7955 | &nbsp;&nbsp; 8100 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 8.100% | 7/15/36 | &nbsp;&nbsp; 11118 | &nbsp;&nbsp; 12466 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dell International LLC | 3.375% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 7052 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC | 8.350% | 7/15/46 | &nbsp;&nbsp; 7046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8083 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dell International LLC | 3.450% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8351 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | 1.800% | 9/15/26 | &nbsp;&nbsp; 7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6784 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | 2.375% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5802 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.600% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp; 2146 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.600% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5624 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 3.100% | 5/15/30 | &nbsp;&nbsp; 10310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8666 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | 2.350% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8529 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 0.600% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7575 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.150% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 11408 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 1.650% | 3/1/28 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6236 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 3.750% | 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5932 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 2.250% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp; 11563 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 3.100% | 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | 4.500% | 8/15/46 | &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;&nbsp;&nbsp;&nbsp;&nbsp;235 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.750% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20070 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.850% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14971 | &nbsp;&nbsp; 14530 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.200% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp; 19672 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.250% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp; 12233 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 4.200% | 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10411 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 3.500% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31338 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 2.650% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9223 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | 4.400% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22550 | &nbsp;&nbsp; 18340 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.750% | 6/15/25 | &nbsp;&nbsp;&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;&nbsp;73 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 3.750% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.875% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 |
|  | &nbsp;&nbsp;&nbsp;Flex Ltd. | 4.875% | 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3741 |
|  | &nbsp;&nbsp;&nbsp;Fortinet Inc. | 1.000% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371 |
|  | &nbsp;&nbsp;&nbsp;Fortinet Inc. | 2.200% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.650% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19825 | &nbsp;&nbsp; 18667 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 1.200% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 7671 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.800% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6327 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.150% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8050 | &nbsp;&nbsp; 7030 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp; 1074 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.450% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11060 | &nbsp;&nbsp; 10290 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 3.200% | 8/15/29 | &nbsp;&nbsp; 20743 | &nbsp;&nbsp; 17706 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.900% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6733 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 2.900% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 5.400% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 4.150% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6883 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | 5.950% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | 1.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | 2.650% | 7/15/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5189 |
|  | &nbsp;&nbsp;&nbsp;Harman International Industries Inc. | 4.150% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | &nbsp;&nbsp; 7867 | &nbsp;&nbsp;&nbsp; 7511 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18954 | &nbsp;&nbsp; 18765 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp; 7334 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22773 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 2.200% | 6/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14025 | &nbsp;&nbsp; 13126 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 1.450% | 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp; 13679 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 3.000% | 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14610 | &nbsp;&nbsp; 13345 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 4.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8256 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 4.000% | 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9156 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 3.400% | 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 13539 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 2.650% | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 8574 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 4.200% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8589 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 5.500% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9759 |
| &nbsp;&nbsp;&nbsp;HP Inc. | 6.000% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12970 | &nbsp;&nbsp; 12434 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.350% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.150% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp; 3123 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 3.500% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4269 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc. | 2.300% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.875% | 5/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12581 | &nbsp;&nbsp; 12251 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.400% | 3/25/25 | &nbsp;&nbsp; 27620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26890 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.700% | 7/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23209 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.600% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11340 | &nbsp;&nbsp; 10585 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.750% | 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9078 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.750% | 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5288 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 1.600% | 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9202 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.450% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24875 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.900% | 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19005 | &nbsp;&nbsp; 17831 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.000% | 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp; 10905 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.150% | 8/5/32 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9444 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.000% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp; 8515 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.600% | 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 5901 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 2.800% | 8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.800% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12072 | &nbsp;&nbsp; 11145 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.250% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.100% | 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21725 | &nbsp;&nbsp; 17685 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.734% | 12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22454 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.250% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16650 | &nbsp;&nbsp; 11340 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.750% | 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21259 | &nbsp;&nbsp; 18538 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.050% | 8/12/51 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp; 4745 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 4.900% | 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 22210 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.100% | 2/15/60 | &nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6299 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 3.200% | 8/12/61 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | 5.050% | 8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18905 | &nbsp;&nbsp; 16682 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.625% | 2/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18338 | &nbsp;&nbsp; 18060 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.000% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24434 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 7.000% | 10/30/25 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp; 8319 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.450% | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12464 | &nbsp;&nbsp; 11972 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.300% | 5/15/26 | &nbsp;&nbsp; 37800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35980 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.700% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15092 | &nbsp;&nbsp; 13261 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 6.220% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 6.500% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.500% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26880 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 1.950% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18600 | &nbsp;&nbsp; 15159 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.150% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp; 18253 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 5.600% | 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp; 5919 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.850% | 5/15/40 | &nbsp;&nbsp; 7810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.000% | 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7469 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.700% | 2/19/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.250% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30865 | &nbsp;&nbsp; 25617 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 2.950% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12255 | &nbsp;&nbsp; 7998 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 3.430% | 2/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535 | &nbsp;&nbsp; 3201 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | 4.900% | 7/27/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16571 | &nbsp;&nbsp; 15152 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | 0.950% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4098 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | 1.350% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | 1.650% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 3617 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 1.700% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.950% | 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5589 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.600% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5321 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | 3.000% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 1.200% | 12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp; 2214 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 3.750% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8041 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 2.000% | 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4257 |
|  | &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | 5.950% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3429 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.650% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp; 3119 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.100% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11041 | &nbsp;&nbsp; 10683 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.650% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 5.000% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4794 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 3.300% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25393 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 4.950% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12460 | &nbsp;&nbsp; 11694 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | 5.250% | 7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp; 7789 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 2.050% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 2.700% | 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp; 4215 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 3.150% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4477 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | 4.100% | 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.800% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.750% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 11154 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 4.000% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11580 | &nbsp;&nbsp; 11021 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 1.900% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8455 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 4.875% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5592 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 2.875% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4061 |
|  | &nbsp;&nbsp;&nbsp;Lam Research Corp. | 3.125% | 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 |
|  | &nbsp;&nbsp;&nbsp;Legrand France SA | 8.500% | 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp; 3615 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 3.625% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6636 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 4.375% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868 |
|  | &nbsp;&nbsp;&nbsp;Leidos Inc. | 2.300% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9604 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 1.650% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 2.450% | 4/15/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5886 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 4.875% | 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3568 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | 2.950% | 4/15/31 | &nbsp;&nbsp; 7065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | 4.250% | 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9711 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.975% | 2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 4.185% | 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14251 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 5.327% | 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp; 5710 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 2.703% | 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 3.366% | 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8023 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | 3.477% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.875% | 2/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45330 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.700% | 2/12/25 | &nbsp;&nbsp; 6746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6489 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.125% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28931 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.400% | 8/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38770 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.300% | 2/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39538 | &nbsp;&nbsp; 38109 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.500% | 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16825 | &nbsp;&nbsp; 15244 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.200% | 11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.450% | 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20069 | &nbsp;&nbsp;&nbsp; 17810 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 4.100% | 2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12172 | &nbsp;&nbsp; 11544 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | 5.300% | 2/8/41 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7481 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.700% | 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38375 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.525% | 6/1/50 | &nbsp;&nbsp; 74159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49420 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.921% | 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80954 | &nbsp;&nbsp; 57678 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 2.675% | 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25994 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | 3.041% | 3/17/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32088 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.875% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8339 | &nbsp;&nbsp; 8311 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.750% | 3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5839 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.250% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.250% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3830 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 2.000% | 8/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4991 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 2.750% | 8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 4192 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 5.250% | 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5297 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 4.875% | 12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3619 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.250% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.750% | 2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | 3.100% | 11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.000% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.600% | 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5817 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 4.600% | 5/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 2.300% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6669 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 2.750% | 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | 5.500% | 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995 | &nbsp;&nbsp; 2710 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 3.300% | 9/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 1.875% | 6/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3686 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 2.375% | 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3561 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | 2.700% | 6/22/30 | &nbsp;&nbsp; 32176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26389 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 0.584% | 6/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12264 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.200% | 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12155 | &nbsp;&nbsp; 11554 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1.550% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 11114 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 2.850% | 4/1/30 | &nbsp;&nbsp; 14018 | &nbsp;&nbsp; 12245 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 2.000% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 10433 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24304 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.500% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20760 | &nbsp;&nbsp; 15710 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 3.700% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507 | &nbsp;&nbsp; 2611 |
| &nbsp;&nbsp;&nbsp;NXP BV | 4.875% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 | &nbsp;&nbsp; 9176 |
| &nbsp;&nbsp;&nbsp;NXP BV | 5.350% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3474 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.875% | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.150% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7291 |
| &nbsp;&nbsp;&nbsp;NXP BV | 5.550% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5008 |
| &nbsp;&nbsp;&nbsp;NXP BV | 4.300% | 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 16684 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 |
| &nbsp;&nbsp;&nbsp;NXP BV | 2.500% | 5/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 12645 |
| &nbsp;&nbsp;&nbsp;NXP BV | 2.650% | 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp; 8760 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5977 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.125% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696 |
| &nbsp;&nbsp;&nbsp;NXP BV | 3.250% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3122 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.400% | 7/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18599 | &nbsp;&nbsp; 18141 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35443 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.500% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36210 | &nbsp;&nbsp; 34143 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16582 | &nbsp;&nbsp; 15746 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 1.650% | 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36232 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.650% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35364 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.800% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36385 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.250% | 11/15/27 | &nbsp;&nbsp; 11876 | &nbsp;&nbsp; 10911 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.300% | 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21175 | &nbsp;&nbsp; 18362 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.150% | 11/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp; 13203 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.950% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23956 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 2.875% | 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp; 33019 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.250% | 11/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp; 13336 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.300% | 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26682 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.900% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp; 13000 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16490 | &nbsp;&nbsp; 13490 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.800% | 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8204 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.500% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10388 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.125% | 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp; 10753 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/40 | &nbsp;&nbsp; 47120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34795 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | 5.375% | 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20527 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.650% | 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp; 17152 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.500% | 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9521 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.125% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21375 | &nbsp;&nbsp; 16135 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24060 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.000% | 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23765 | &nbsp;&nbsp; 17447 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.600% | 4/1/50 | &nbsp;&nbsp; 47300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32269 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.950% | 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34944 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 6.900% | 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25605 | &nbsp;&nbsp; 27708 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.375% | 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11925 | &nbsp;&nbsp; 9157 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 3.850% | 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21340 | &nbsp;&nbsp; 14277 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | 4.100% | 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15225 | &nbsp;&nbsp; 10631 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.400% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8104 | &nbsp;&nbsp; 7763 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 1.650% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp; 5169 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.650% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp; 9514 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.850% | 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16109 | &nbsp;&nbsp; 14027 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 2.300% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5541 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 4.400% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4710 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 3.250% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8940 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.050% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4563 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | 5.250% | 6/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Qorvo Inc. | 1.750% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4152 |
|  | &nbsp;&nbsp;&nbsp;Qorvo Inc. | 4.375% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7953 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 2.900% | 5/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9470 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.450% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8793 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.250% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp; 14753 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 1.300% | 5/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19868 | &nbsp;&nbsp; 16825 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 2.150% | 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14485 | &nbsp;&nbsp; 12236 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 1.650% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13048 | &nbsp;&nbsp; 10069 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.250% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 5.400% | 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21544 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.650% | 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9409 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.800% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12870 | &nbsp;&nbsp; 12076 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.300% | 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15420 | &nbsp;&nbsp; 13372 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 3.250% | 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4986 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 4.500% | 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9693 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | 6.000% | 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10683 |
|  | &nbsp;&nbsp;&nbsp;Quanta Services Inc. | 2.900% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 | &nbsp;&nbsp; 7431 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 4.000% | 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8664 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 3.000% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5598 | &nbsp;&nbsp; 4767 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | 4.750% | 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp; 5107 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.350% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8062 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.000% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 3.850% | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8878 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 3.800% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11559 | &nbsp;&nbsp; 11041 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.400% | 9/15/27 | &nbsp;&nbsp; 17709 | &nbsp;&nbsp; 15017 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 4.200% | 9/15/28 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6970 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.950% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8929 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 2.000% | 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13776 | &nbsp;&nbsp; 11014 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | 1.750% | 2/15/31 | &nbsp;&nbsp; 12742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9809 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.450% | 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5481 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 4.750% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8865 | &nbsp;&nbsp; 8763 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.700% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 11438 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 4.250% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp; 10211 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4534 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 1.250% | 8/15/30 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5691 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.900% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 13651 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.250% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 4749 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.700% | 3/1/52 | &nbsp;&nbsp; 7820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6093 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 2.300% | 8/15/60 | &nbsp;&nbsp; 7950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;S&P Global Inc. | 3.900% | 3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp; 4310 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 3.700% | 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12050 | &nbsp;&nbsp; 11583 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.500% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9826 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 1.950% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 12811 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.700% | 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14930 | &nbsp;&nbsp; 10668 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 2.900% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp; 15052 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | 3.050% | 7/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14230 | &nbsp;&nbsp; 9214 |
|  | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | 1.400% | 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp; 11887 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 1.800% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp; 5106 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | 3.000% | 6/1/31 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5483 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 1.750% | 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 |
|  | &nbsp;&nbsp;&nbsp;TD SYNNEX Corp. | 2.375% | 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 |
|  | &nbsp;&nbsp;&nbsp;Teledyne FLIR LLC | 2.500% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3638 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.625% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4297 | &nbsp;&nbsp; 4172 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.700% | 11/18/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.375% | 3/12/25 | &nbsp;&nbsp; 7863 | &nbsp;&nbsp; 7347 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.125% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.900% | 11/3/27 | &nbsp;&nbsp; 7497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.600% | 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10019 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.250% | 9/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12329 | &nbsp;&nbsp; 10660 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.750% | 5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 5186 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 1.900% | 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp; 3156 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 3.875% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp; 10147 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16533 | &nbsp;&nbsp; 14707 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | 2.700% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 1.750% | 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13050 | &nbsp;&nbsp; 11584 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.875% | 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.125% | 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp; 5418 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 2.500% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250 | &nbsp;&nbsp; 10886 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.250% | 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350 | &nbsp;&nbsp; 5154 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.125% | 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 3.250% | 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10850 | &nbsp;&nbsp; 7883 |
|  | &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | 4.500% | 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 4.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6081 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 4.125% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10090 | &nbsp;&nbsp; 9413 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 5.500% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp; 7779 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | 3.625% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.500% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10654 | &nbsp;&nbsp; 10446 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 1.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 13936 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.650% | 5/15/27 | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 16424 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 3.900% | 8/21/27 | &nbsp;&nbsp; 27579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25737 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 1.800% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6531 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 4.700% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11254 | &nbsp;&nbsp; 10470 |
|  | &nbsp;&nbsp;&nbsp;VMware Inc. | 2.200% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp; 12358 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 4.750% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 23519 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 2.850% | 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | 3.100% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.500% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14875 | &nbsp;&nbsp; 13913 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3853 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | 3.800% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 12355 |
|  | &nbsp;&nbsp;&nbsp;Xilinx Inc. | 2.950% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6302 |
|  | &nbsp;&nbsp;&nbsp;Xilinx Inc. | 2.375% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6978 |
|  |  |  |  |  | **5352821** |
| **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** | **Utilities (2.2%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.950% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp; 8763 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 2.100% | 7/1/30 | &nbsp;&nbsp; 7857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.800% | 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.000% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp; 3215 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.750% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.250% | 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.800% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp; 3074 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.150% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 2.750% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | 4.500% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5327 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | 1.375% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp; 8376 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | 2.450% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7530 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.750% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4899 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 1.450% | 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6853 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.050% | 3/15/32 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6042 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.940% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11365 | &nbsp;&nbsp; 10428 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.125% | 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp; 2019 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 6.000% | 3/1/39 | &nbsp;&nbsp; 6974 | &nbsp;&nbsp; 7251 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.850% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.150% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4906 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.750% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5308 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 4.300% | 1/2/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14950 | &nbsp;&nbsp; 12455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.450% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12473 | &nbsp;&nbsp; 9010 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.125% | 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13924 | &nbsp;&nbsp; 9615 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | 3.000% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 8001 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 2.500% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1911 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 3.650% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 1.950% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1760 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 1.750% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | 3.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8387 | &nbsp;&nbsp; 7404 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.250% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.800% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4641 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 1.550% | 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3934 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.850% | 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.150% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.700% | 12/1/47 | &nbsp;&nbsp; 7336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5831 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 4.500% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3641 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 3.250% | 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp; 4812 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 2.900% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2340 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | 5.900% | 12/1/52 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7699 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2.031% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7702 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 1.000% | 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 5.750% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5805 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.200% | 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 4.300% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5950 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 2.300% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 5.950% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3657 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.250% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2394 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | 3.875% | 2/15/62 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp; 6163 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.850% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.400% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.950% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10144 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.450% | 6/1/29 | &nbsp;&nbsp; 7120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.800% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 2.300% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6572 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.450% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp; 7867 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 6.593% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820 | &nbsp;&nbsp; 7526 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.300% | 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.000% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.750% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9296 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.450% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6348 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | 3.250% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.400% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2416 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 2.700% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 7.000% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp; 2769 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.400% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6908 |
|  | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.450% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 4.500% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8627 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Appalachian Power Co. | 3.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19445 | &nbsp;&nbsp; 14265 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.150% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4072 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.950% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.600% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2512 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 6.350% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 2104 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 5.050% | 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.500% | 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3992 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 4.200% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 3.350% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | 2.650% | 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;Atlantic City Electric Co. | 2.300% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2842 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 3.000% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp; 5414 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 2.625% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 1.500% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4284 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.450% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.500% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4660 | &nbsp;&nbsp; 4610 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.150% | 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.125% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp; 2974 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 4.125% | 3/15/49 | &nbsp;&nbsp; 7938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6509 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 3.375% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3570 | &nbsp;&nbsp; 2611 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 2.850% | 2/15/52 | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 11084 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | 5.750% | 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.150% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10495 | &nbsp;&nbsp; 10060 |
|  | &nbsp;&nbsp;&nbsp;Avangrid Inc. | 3.800% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6269 |
|  | &nbsp;&nbsp;&nbsp;Avista Corp. | 4.350% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
|  | &nbsp;&nbsp;&nbsp;Avista Corp. | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3172 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp; 7936 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4867 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3059 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | 4.550% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3578 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | &nbsp;&nbsp; 17161 | &nbsp;&nbsp; 16966 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | &nbsp;&nbsp; 7975 | &nbsp;&nbsp; 7823 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16582 | &nbsp;&nbsp; 16344 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp; 10711 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | &nbsp;&nbsp; 7498 | &nbsp;&nbsp; 5801 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp; 15023 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | &nbsp;&nbsp; 7875 | &nbsp;&nbsp; 7510 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp; 4762 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8148 | &nbsp;&nbsp; 6301 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8657 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21457 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18545 | &nbsp;&nbsp; 12196 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9233 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 1.037% | 8/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7467 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.950% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp; 4113 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.150% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp; 3117 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.050% | 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 2.500% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.350% | 5/1/33 | &nbsp;&nbsp; 4745 | &nbsp;&nbsp; 4187 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 4.200% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436 |
|  | &nbsp;&nbsp;&nbsp;Black Hills Corp. | 3.875% | 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 188 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3459 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.450% | 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2418 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp; 3105 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp; 3167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 5197 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp; 2818 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11250 | &nbsp;&nbsp; 10736 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.500% | 9/1/24 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7195 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 1.450% | 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3973 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 4.250% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1028 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.950% | 3/1/30 | &nbsp;&nbsp; 7230 | &nbsp;&nbsp; 6215 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 2.650% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | 3.700% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | &nbsp;&nbsp; 7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3962 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.400% | 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4803 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2559 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4503 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.000% | 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231 | &nbsp;&nbsp; 3011 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.450% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.875% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp; 7466 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 4.750% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3558 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | 3.750% | 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.550% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.950% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2846 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.700% | 8/15/28 | &nbsp;&nbsp; 11173 | &nbsp;&nbsp; 10526 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.150% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5254 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 5.900% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 6.450% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3770 | &nbsp;&nbsp; 4145 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.800% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9258 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.600% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.700% | 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp; 4401 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.350% | 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5556 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.650% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4689 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 4.000% | 3/1/49 | &nbsp;&nbsp; 10274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8344 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.200% | 11/15/49 | &nbsp;&nbsp; 7525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.000% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8273 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.125% | 3/15/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4878 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 2.750% | 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | 3.850% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6727 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 0.750% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp; 3313 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 3.200% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 2.050% | 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.300% | 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.150% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp; 2215 |
|  | &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp; 2917 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20792 | &nbsp;&nbsp; 17056 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp; 2017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9866 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp; 1814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9525 | &nbsp;&nbsp; 10444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 |

---

------

Total Bond Market II Index Fund

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5487 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | &nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | &nbsp;&nbsp; 7077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5656 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11646 | &nbsp;&nbsp; 10031 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | &nbsp;&nbsp; 7732 | &nbsp;&nbsp; 6618 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5834 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | &nbsp;&nbsp; 17025 | &nbsp;&nbsp; 13169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9865 | &nbsp;&nbsp; 10694 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | &nbsp;&nbsp; 7430 | &nbsp;&nbsp; 6013 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp; 2139 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375 | &nbsp;&nbsp; 7842 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 3.250% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1915 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 6.250% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 5.750% | 10/1/41 | &nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7363 |
|  | &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | 5.600% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.800% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.600% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13680 | &nbsp;&nbsp; 11323 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.250% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp; 2416 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.950% | 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.050% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.350% | 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp; 2115 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.100% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp; 7164 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 3.500% | 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 10831 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.650% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 4.200% | 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | 2.500% | 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 3011 |
|  | &nbsp;&nbsp;&nbsp;Delmarva Power & Light Co. | 4.150% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.071% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.900% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 1.450% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4545 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 2.850% | 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp; 8913 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.250% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.375% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18424 | &nbsp;&nbsp; 16232 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 2.250% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6355 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.350% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.375% | 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9936 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 6.300% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.250% | 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.950% | 6/15/35 | &nbsp;&nbsp; 7360 | &nbsp;&nbsp; 7401 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 7.000% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 3.300% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp; 4515 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.900% | 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.050% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4089 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.700% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp; 2874 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.600% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 4.850% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5581 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | 5.750% | 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 2819 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp; 2774 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5969 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5756 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.650% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5394 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.375% | 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 146 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 1.900% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5558 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.250% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20951 | &nbsp;&nbsp; 17665 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.625% | 3/1/31 | &nbsp;&nbsp; 7985 | &nbsp;&nbsp; 6774 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 4.000% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.700% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.750% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.950% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 7242 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 2.950% | 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Electric Co. | 3.250% | 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.529% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3818 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 4.220% | 11/1/24 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6888 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 1.050% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp; 7611 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.850% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30865 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 3.400% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14552 | &nbsp;&nbsp; 12943 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | 2.950% | 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.950% | 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 11/15/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.000% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3932 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5158 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.450% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5203 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.550% | 4/15/31 | &nbsp;&nbsp; 7150 | &nbsp;&nbsp; 5976 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 2.850% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4224 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.450% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp; 7069 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.100% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525 | &nbsp;&nbsp; 5762 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.000% | 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp; 4170 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 6.050% | 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp; 6518 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 5.300% | 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.250% | 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5906 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 4.000% | 9/30/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5348 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.750% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.875% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8866 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.700% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4735 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.950% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9613 | &nbsp;&nbsp;&nbsp; 7743 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.200% | 8/15/49 | &nbsp;&nbsp; 11715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8263 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.450% | 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6262 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | 3.550% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4684 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | 4/15/24 | &nbsp;&nbsp; 7025 | &nbsp;&nbsp; 6901 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 0.900% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5862 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 12/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.650% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12480 | &nbsp;&nbsp; 11530 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.150% | 8/15/27 | &nbsp;&nbsp; 7775 | &nbsp;&nbsp; 7178 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp; 2417 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.300% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.400% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.450% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 12349 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 2.550% | 6/15/31 | &nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.500% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9397 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.300% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.800% | 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.750% | 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18234 | &nbsp;&nbsp; 13586 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.950% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13187 | &nbsp;&nbsp; 10021 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 4.200% | 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4946 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.500% | 6/15/51 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 5.000% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11754 | &nbsp;&nbsp; 10545 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | 3.250% | 1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2937 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.200% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp; 10799 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.800% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9057 | &nbsp;&nbsp; 7754 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 1.750% | 6/15/30 | &nbsp;&nbsp; 7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 2.400% | 12/15/31 | &nbsp;&nbsp; 7340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5977 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.350% | 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 6.400% | 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5673 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.650% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6360 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.850% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.400% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 4.200% | 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 3.000% | 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9754 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | 5.950% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.120% | 10/15/35 | &nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.350% | 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 6.450% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 4.900% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.750% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15440 | &nbsp;&nbsp; 12011 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 | &nbsp;&nbsp; 5743 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | 2.750% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4630 | &nbsp;&nbsp; 2919 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 3.650% | 2/1/29 | &nbsp;&nbsp; 7265 | &nbsp;&nbsp; 6766 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 2.125% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 3.700% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3529 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | 4.300% | 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.250% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10966 | &nbsp;&nbsp; 10545 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp; 5318 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.450% | 3/15/29 | &nbsp;&nbsp; 11912 | &nbsp;&nbsp; 10970 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.000% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5461 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.400% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 6.300% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4544 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.100% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5323 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.375% | 3/30/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5326 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.150% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.200% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2873 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.700% | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 3214 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp; 2129 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.500% | 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 2.900% | 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10923 | &nbsp;&nbsp; 7196 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | 4.000% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | 2.000% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 |
|  | &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 4.700% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4891 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 5.750% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 3010 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 4.125% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4822 |
|  | &nbsp;&nbsp;&nbsp;Edison International | 6.950% | 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | 6.000% | 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | 5.000% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | 3.550% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | 4.750% | 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9278 |
|  | &nbsp;&nbsp;&nbsp;Enel Americas SA | 4.000% | 10/25/26 | &nbsp;&nbsp; 4115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | &nbsp;&nbsp;&nbsp;Enel Chile SA | 4.875% | 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10875 | &nbsp;&nbsp; 10591 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.700% | 6/1/24 | &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;&nbsp;&nbsp;98 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 3.500% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 4.200% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | 2.650% | 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3682 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 0.900% | 9/15/25 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6683 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.950% | 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8284 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 1.900% | 6/15/28 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5925 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.800% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 2.400% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4756 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | 3.750% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6895 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 0.950% | 10/1/24 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7360 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.590% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2130 | &nbsp;&nbsp; 2143 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 5.400% | 11/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp; 3104 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.400% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3852 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.120% | 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp; 5168 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.250% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4282 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 1.600% | 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.050% | 6/1/31 | &nbsp;&nbsp; 7055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6041 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.350% | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7957 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.000% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8875 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 3.100% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4238 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.950% | 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14306 | &nbsp;&nbsp; 11782 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.200% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5049 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 2.900% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | 4.750% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 2.850% | 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp; 7302 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | 3.850% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 4.000% | 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 1.750% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4697 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | 3.550% | 9/30/49 | &nbsp;&nbsp; 7585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5484 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 3.566% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3596 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 2.704% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 4.276% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 3.351% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | 5.300% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9411 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | 2.450% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8551 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | 2.900% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9077 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 2.550% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250 | &nbsp;&nbsp; 5749 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.100% | 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 4195 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.125% | 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5332 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.100% | 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 4.250% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3910 | &nbsp;&nbsp; 3183 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.250% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | 3.450% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp; 2718 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 5.300% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp; 5132 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | 4.200% | 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 2.900% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4003 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 0.800% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4996 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 2.900% | 3/1/27 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6635 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 4.600% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.300% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp; 8163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 4.250% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eversource Energy | 1.650% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510 | &nbsp;&nbsp; 7397 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 2.550% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2881 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.375% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 3913 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | 3.450% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.950% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22259 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.400% | 4/15/26 | &nbsp;&nbsp; 7075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6724 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 2.750% | 3/15/27 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6431 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.050% | 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15150 | &nbsp;&nbsp; 14110 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 3.350% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.950% | 6/15/35 | &nbsp;&nbsp; 7235 | &nbsp;&nbsp; 6916 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 5.625% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4355 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 5.100% | 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.450% | 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12626 | &nbsp;&nbsp; 10707 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.700% | 4/15/50 | &nbsp;&nbsp; 13011 | &nbsp;&nbsp; 11429 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Exelon Corp. | 4.100% | 3/15/52 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.250% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.850% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22726 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.125% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5791 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.450% | 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21895 | &nbsp;&nbsp; 18303 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.625% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.650% | 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.960% | 4/1/39 | &nbsp;&nbsp; 11319 | &nbsp;&nbsp; 12069 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 5.250% | 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.125% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4699 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.800% | 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 4.050% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.950% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19054 | &nbsp;&nbsp; 15822 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.990% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9122 | &nbsp;&nbsp; 7699 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 3.150% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9675 | &nbsp;&nbsp; 7028 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | 2.875% | 12/4/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 7150 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | 3.055% | 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13973 | &nbsp;&nbsp; 12980 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp; 7805 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3236 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 2.650% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8526 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.750% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp; 4914 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9678 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 4.300% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.700% | 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia Power Co. | 3.250% | 3/15/51 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 5174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Gulf Power Co. | 3.300% | 5/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp; 2192 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola International BV | 6.750% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4073 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.850% | 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 6.050% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 4.550% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9266 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.750% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 4.250% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | 3.250% | 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 3763 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.250% | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10730 | &nbsp;&nbsp; 10366 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 4.100% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.600% | 4/1/29 | &nbsp;&nbsp; 8774 | &nbsp;&nbsp; 7992 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 2.300% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6509 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 6.250% | 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.700% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp; 2116 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | 3.100% | 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 2612 |
|  | &nbsp;&nbsp;&nbsp;IPALCO Enterprises Inc. | 4.250% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp; 3911 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.650% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.250% | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4560 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 3.350% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | 5.300% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5565 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 5.125% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8303 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 4.375% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5839 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | 3.300% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 7780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | 3.300% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4451 |
|  | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | 4.250% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8269 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.500% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9765 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.100% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 6.750% | 12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 5.750% | 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 5.800% | 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.800% | 9/15/43 | &nbsp;&nbsp; 5110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4787 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.400% | 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4283 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5205 | &nbsp;&nbsp; 4412 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.950% | 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.650% | 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6351 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 4.250% | 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8524 | &nbsp;&nbsp; 7322 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | 3.150% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | 4.250% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 5.200% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 5.500% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 3.950% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 4.750% | 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 10410 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | 2.950% | 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1177 |
|  | &nbsp;&nbsp;&nbsp;National Grid USA | 5.803% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2626 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp; 8014 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.450% | 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 1013 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6954 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16657 | &nbsp;&nbsp; 14700 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 | &nbsp;&nbsp; 10685 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.800% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2817 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | &nbsp;&nbsp; 7730 | &nbsp;&nbsp;&nbsp; 7113 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5949 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 2618 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8976 | &nbsp;&nbsp; 7502 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365 | &nbsp;&nbsp; 7002 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 3.700% | 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 2.400% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8434 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.650% | 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 6.750% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5575 | &nbsp;&nbsp; 6169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 3.125% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nevada Power Co. | 5.900% | 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 2142 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11688 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp; 4103 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.255% | 9/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9309 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp; 4104 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22595 | &nbsp;&nbsp; 21310 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp; 13693 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13469 | &nbsp;&nbsp; 12254 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39525 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp; 19191 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp; 4074 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 0.950% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13258 | &nbsp;&nbsp; 11959 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.490% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9897 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 2.950% | 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6967 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.600% | 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 1.700% | 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14545 | &nbsp;&nbsp; 11077 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.950% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8021 | &nbsp;&nbsp; 8103 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.250% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4847 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 4.800% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp; 4148 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.650% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 4.375% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14975 | &nbsp;&nbsp; 12597 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 3.950% | 3/30/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | 5.000% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9344 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.250% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3317 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.250% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 6.200% | 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp; 2916 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 5.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.000% | 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp; 1716 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.600% | 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3480 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.600% | 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.900% | 3/1/50 | &nbsp;&nbsp; 7305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 2.600% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 3.200% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4543 |
|  | &nbsp;&nbsp;&nbsp;NorthWestern Corp. | 4.176% | 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.200% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5640 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 3.250% | 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5038 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.400% | 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2010 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.950% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2410 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.375% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 4.500% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | 5.250% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | 6.875% | 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4180 | &nbsp;&nbsp; 4501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 1.625% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3874 |
|  | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.150% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
|  | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 4.000% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp; 4101 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Power Co. | 2.900% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3282 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.300% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2831 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8626 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4982 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405 | &nbsp;&nbsp; 2915 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | &nbsp;&nbsp; 7725 | &nbsp;&nbsp; 7053 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | &nbsp;&nbsp; 7393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp; 2157 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6905 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | &nbsp;&nbsp; 5112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3632 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5463 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp; 7500 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 1.100% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3272 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 2.000% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.658% | 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | 4.500% | 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.750% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5872 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.450% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.150% | 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23607 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.100% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4281 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.300% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp; 18390 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.750% | 7/1/28 | &nbsp;&nbsp; 17500 | &nbsp;&nbsp; 15566 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.550% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30821 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 2.500% | 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 14772 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.250% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7722 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.400% | 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.500% | 7/1/40 | &nbsp;&nbsp; 27631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21629 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.300% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8952 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.200% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3744 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.750% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 8169 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.300% | 3/15/45 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5008 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.250% | 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.950% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9005 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 4.950% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30537 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | 3.500% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22702 | &nbsp;&nbsp; 14289 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.600% | 4/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4826 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.500% | 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7371 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 2.700% | 9/15/30 | &nbsp;&nbsp; 7473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6421 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 7.700% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.250% | 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.100% | 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.750% | 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5946 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.250% | 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp; 10000 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.350% | 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2853 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 6.000% | 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.100% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1657 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.125% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp; 12247 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 4.150% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 3.300% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20089 | &nbsp;&nbsp; 14482 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 2.900% | 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | 5.350% | 12/1/53 | &nbsp;&nbsp; 7785 | &nbsp;&nbsp; 7788 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 5.950% | 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.150% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.000% | 9/15/49 | &nbsp;&nbsp; 3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 2.800% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp; 7196 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 3.050% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 2741 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 2.850% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.600% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3617 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | 4.375% | 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3982 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10812 | &nbsp;&nbsp; 10264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.022% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.722% | 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp; 4130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 5.081% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp; 3318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12725 | &nbsp;&nbsp; 11194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3662 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327 | &nbsp;&nbsp; 7649 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4482 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp; 7415 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | 1.300% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5466 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 3.600% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6863 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 6.500% | 11/15/37 | &nbsp;&nbsp; 4118 | &nbsp;&nbsp; 4513 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | 4.150% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3546 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | 3.100% | 5/15/26 | &nbsp;&nbsp; 7779 | &nbsp;&nbsp; 7280 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 6.250% | 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.125% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 3.950% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | 4.150% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | 6.000% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6459 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.700% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 1.900% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 1.875% | 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15425 | &nbsp;&nbsp; 12281 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.100% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.250% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 6.500% | 8/1/38 | &nbsp;&nbsp;&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;&nbsp;83 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.600% | 9/15/42 | &nbsp;&nbsp; 5116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.300% | 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.800% | 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.100% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3069 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.050% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 3.200% | 3/1/50 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp; 5160 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 2.700% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19705 | &nbsp;&nbsp; 12710 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | 4.500% | 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | 3.600% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp; 1121 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 0.950% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.250% | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2803 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.200% | 5/15/29 | &nbsp;&nbsp; 7230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.450% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.100% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 4.900% | 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp; 6313 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 5.800% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp; 910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.950% | 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.650% | 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.800% | 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp; 7262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.600% | 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.850% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 5182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.150% | 1/1/50 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp; 5160 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.700% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 2.050% | 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | 3.000% | 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3754 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4489 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 5151 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16864 | &nbsp;&nbsp; 13101 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 3.650% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 2.379% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 4.100% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4652 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | 4.224% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4983 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 6.274% | 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3938 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.757% | 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.795% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 5.638% | 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.300% | 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4882 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | 4.223% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 1.700% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp; 6974 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.000% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp; 5131 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 6.000% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4653 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.500% | 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5670 | &nbsp;&nbsp; 5104 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.750% | 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4508 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 4.150% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.320% | 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4078 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | 3.700% | 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | 2.943% | 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.300% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7680 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.250% | 6/15/27 | &nbsp;&nbsp; 7595 | &nbsp;&nbsp; 7023 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.400% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14958 | &nbsp;&nbsp; 13899 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.700% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4562 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 3.800% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13250 | &nbsp;&nbsp; 10863 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 6.000% | 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8248 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 4.000% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593 |
|  | &nbsp;&nbsp;&nbsp;Sempra Energy | 4.125% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 |
|  | &nbsp;&nbsp;&nbsp;Sierra Pacific Power Co. | 2.600% | 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4799 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 1.100% | 4/1/24 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 0.975% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.700% | 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12075 | &nbsp;&nbsp; 11695 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 1.200% | 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.850% | 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6875 | &nbsp;&nbsp; 6419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.200% | 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7610 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.650% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.850% | 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9044 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.250% | 6/1/30 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.500% | 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.750% | 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.000% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.750% | 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.350% | 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.625% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.950% | 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 6.050% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 5.500% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5295 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.500% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5875 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.050% | 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16496 | &nbsp;&nbsp; 13173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.900% | 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2337 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.650% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp; 7415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.600% | 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp; 7126 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.000% | 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13531 | &nbsp;&nbsp; 10624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.125% | 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16870 | &nbsp;&nbsp; 13477 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 4.875% | 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15452 | &nbsp;&nbsp; 11358 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 2.950% | 2/1/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.650% | 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | 3.450% | 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3784 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.150% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4088 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.200% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.600% | 6/15/26 | &nbsp;&nbsp; 12015 | &nbsp;&nbsp; 11131 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.950% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp; 11088 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 2.550% | 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8530 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.750% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp; 3198 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.125% | 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 4.300% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 3717 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 3.950% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3503 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | 6.350% | 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 5618 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.475% | 8/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6359 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.150% | 10/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 2015 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 3.250% | 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20857 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.113% | 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 1.750% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 3.700% | 4/30/30 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6504 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 5.700% | 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5050 | &nbsp;&nbsp; 5160 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.250% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9824 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | 4.400% | 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23836 | &nbsp;&nbsp; 19936 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 4.000% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. | 3.750% | 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13919 | &nbsp;&nbsp; 11266 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10875 | &nbsp;&nbsp; 10163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp; 11081 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 5.150% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6389 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6297 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3556 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13495 | &nbsp;&nbsp; 10776 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 4.150% | 12/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 0.900% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 5.150% | 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4503 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | 5.250% | 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southern Power Co. | 4.950% | 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 5.800% | 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 3.700% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 2.200% | 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 4.050% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5262 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 3.800% | 9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | 4.150% | 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 1.650% | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 2.750% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266 | &nbsp;&nbsp; 5745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 4.100% | 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8506 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 6.200% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5579 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.900% | 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.850% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10024 | &nbsp;&nbsp; 7433 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | 3.250% | 11/1/51 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4629 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.300% | 6/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.500% | 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.400% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8460 | &nbsp;&nbsp; 6125 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.700% | 8/15/47 | &nbsp;&nbsp; 7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5447 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 4.400% | 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.750% | 6/15/49 | &nbsp;&nbsp; 7525 | &nbsp;&nbsp; 5761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | 3.150% | 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750 | &nbsp;&nbsp; 8169 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.875% | 7/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 2.400% | 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3645 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.100% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.350% | 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 4.300% | 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.625% | 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 3.450% | 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 3164 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | 5.000% | 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | &nbsp;&nbsp;&nbsp;Toledo Edison Co. | 6.150% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 3.050% | 3/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1916 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 1.500% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 1917 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 3.250% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | 4.850% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 6/15/27 | &nbsp;&nbsp; 17194 | &nbsp;&nbsp; 16015 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.500% | 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.950% | 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3969 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.150% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4423 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 5.300% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 8.450% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.650% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 4.000% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.250% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 2.625% | 3/15/51 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 4768 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | 3.900% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4221 |
|  | &nbsp;&nbsp;&nbsp;United Utilities plc | 6.875% | 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.450% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4489 | &nbsp;&nbsp; 4414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.100% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp; 3313 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.150% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14820 | &nbsp;&nbsp; 14133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14506 | &nbsp;&nbsp; 13555 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.500% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11552 | &nbsp;&nbsp; 10908 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.875% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2536 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.300% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20569 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.400% | 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.000% | 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp; 7071 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 6.350% | 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 8.875% | 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 1/15/43 | &nbsp;&nbsp; 17262 | &nbsp;&nbsp; 14035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.650% | 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8346 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.450% | 2/15/44 | &nbsp;&nbsp; 7656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6564 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.200% | 5/15/45 | &nbsp;&nbsp; 7384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6007 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.000% | 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9685 | &nbsp;&nbsp; 7669 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.800% | 9/15/47 | &nbsp;&nbsp; 7604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5844 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.600% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9343 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 3.300% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.450% | 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21971 | &nbsp;&nbsp; 13098 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 2.950% | 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9692 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | 4.625% | 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.796% | 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | 3.650% | 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp; 3133 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 0.800% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp; 5188 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 3.550% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.000% | 9/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 5.150% | 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 1.375% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9772 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 2.200% | 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4488 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | 1.800% | 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 3913 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 2.050% | 12/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 1.700% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2129 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.750% | 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10997 | &nbsp;&nbsp; 10806 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.625% | 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 5.700% | 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | 4.300% | 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.050% | 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp; 2120 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.000% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 6.375% | 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp; 2274 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | 3.650% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 5.350% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 3.671% | 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp; 2017 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 4.752% | 11/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3863 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | 2.850% | 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.300% | 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp; 12379 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 1.750% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 4.000% | 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13245 | &nbsp;&nbsp; 12687 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 2.600% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23005 | &nbsp;&nbsp; 19649 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.400% | 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14679 | &nbsp;&nbsp; 13093 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 2.350% | 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 4.600% | 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 6.500% | 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | 3.500% | 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6781 |
|  |  |  |  |  | &nbsp;&nbsp; **5001442** |
| **Total Corporate Bonds (Cost $69,999,995)** | **Total Corporate Bonds (Cost $69,999,995)** | **Total Corporate Bonds (Cost $69,999,995)** | **Total Corporate Bonds (Cost $69,999,995)** | **Total Corporate Bonds (Cost $69,999,995)** | &nbsp;&nbsp;&nbsp;**60492589** |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | **Coupon** | **Maturity<br> Date** | **Face<br> Amount<br> ($000)** | **Market<br> Value• ($000)** |
| **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 0.875% | 3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 0.875% | 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18725 | &nbsp;&nbsp; 16585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;African Development Bank | 4.375% | 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31353 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.625% | 1/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16550 | &nbsp;&nbsp; 16169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.375% | 6/11/24 | &nbsp;&nbsp; 54745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51475 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 4.125% | 9/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14550 | &nbsp;&nbsp; 14424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | 10/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23320 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 10/18/24 | &nbsp;&nbsp; 27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26032 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13225 | &nbsp;&nbsp; 12587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.125% | 3/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13404 | &nbsp;&nbsp; 12754 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.625% | 4/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp; 12286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.875% | 5/6/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41698 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.375% | 9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68036 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.500% | 2/4/26 | &nbsp;&nbsp; 67225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59780 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.000% | 4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.000% | 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.750% | 8/14/26 | &nbsp;&nbsp; 7666 | &nbsp;&nbsp; 7025 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.625% | 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11224 | &nbsp;&nbsp; 10574 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.375% | 8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4870 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 6.220% | 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39175 | &nbsp;&nbsp; 37426 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.500% | 11/2/27 | &nbsp;&nbsp; 46115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42694 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 2.750% | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.250% | 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15188 | &nbsp;&nbsp; 14382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.750% | 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5457 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.875% | 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9358 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 0.750% | 10/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 14781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 1.500% | 3/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28083 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.125% | 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp; 23181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asian Development Bank | 3.875% | 9/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9447 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12785 | &nbsp;&nbsp; 12348 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 12897 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp; 29145 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp; 29180 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | 3.750% | 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58336 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 1.625% | 1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25058 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 2.875% | 4/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28580 | &nbsp;&nbsp; 27614 |
|  | &nbsp;&nbsp;&nbsp;Canadian Government Bond | 0.750% | 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40032 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 1.250% | 10/26/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 17648 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 1.625% | 9/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3191 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 5.250% | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25649 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | 2.250% | 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp; 7264 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 2.500% | 2/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.375% | 6/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12775 | &nbsp;&nbsp; 12014 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 1.375% | 2/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11435 | &nbsp;&nbsp; 10714 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 3.000% | 6/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6037 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | 0.875% | 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp; 18431 |
| <sup>4,7</sup> | &nbsp;&nbsp;&nbsp;Electricite de France SA | 4.750% | 10/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.650% | 1/15/24 | &nbsp;&nbsp; 18747 | &nbsp;&nbsp; 18295 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.700% | 3/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9856 | &nbsp;&nbsp; 9718 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.250% | 11/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9939 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.875% | 4/6/25 | &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;&nbsp;479 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 1.750% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9372 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.000% | 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 7.250% | 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.625% | 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9652 | &nbsp;&nbsp; 9148 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Equinor ASA | 6.500% | 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.125% | 4/6/30 | &nbsp;&nbsp; 17391 | &nbsp;&nbsp; 15637 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 2.375% | 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26288 | &nbsp;&nbsp; 22380 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 5.100% | 8/17/40 | &nbsp;&nbsp; 11100 | &nbsp;&nbsp; 10905 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 4.250% | 11/23/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 2729 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025 | &nbsp;&nbsp; 2532 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 4.800% | 11/8/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12295 | &nbsp;&nbsp; 11554 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.250% | 11/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11671 | &nbsp;&nbsp; 8525 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | 3.700% | 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19825 | &nbsp;&nbsp; 15819 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 1.625% | 9/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp; 1901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 1.500% | 2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp; 2131 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp; 19062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp; 19789 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | 0.500% | 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26175 | &nbsp;&nbsp; 23291 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.250% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59480 | &nbsp;&nbsp; 58515 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.625% | 3/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52370 | &nbsp;&nbsp; 51071 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.250% | 6/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28195 | &nbsp;&nbsp; 27230 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 7/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp; 39167 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.500% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9922 | &nbsp;&nbsp; 9581 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.875% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15100 | &nbsp;&nbsp; 14325 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.625% | 3/14/25 | &nbsp;&nbsp; 47900 | &nbsp;&nbsp; 45142 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52600 | &nbsp;&nbsp; 47900 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.750% | 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp; 57661 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 12/15/25 | &nbsp;&nbsp; 57200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51000 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.375% | 3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65800 | &nbsp;&nbsp; 58060 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.125% | 4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23000 | &nbsp;&nbsp; 21490 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.750% | 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp; 24584 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.375% | 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp; 27727 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 2.375% | 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22528 | &nbsp;&nbsp; 20953 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.625% | 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp; 3395 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 3.250% | 11/15/27 | &nbsp;&nbsp; 27000 | &nbsp;&nbsp; 25964 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.625% | 10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp; 2621 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.875% | 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2392 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 0.750% | 9/23/30 | &nbsp;&nbsp;&nbsp; 17010 | &nbsp;&nbsp; 13320 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 1.250% | 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23015 | &nbsp;&nbsp; 18725 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | 4.875% | 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14460 | &nbsp;&nbsp; 15407 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 2.625% | 2/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp; 16496 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 3.375% | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp; 27280 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | 3.000% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp; 21040 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | 1/14/24 | &nbsp;&nbsp; 17850 | &nbsp;&nbsp;&nbsp; 17676 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 0.375% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 9514 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.000% | 9/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21150 | &nbsp;&nbsp; 20795 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.875% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400 | &nbsp;&nbsp; 12845 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.875% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 937 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.250% | 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp; 5896 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 0.625% | 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4408 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.625% | 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp; 9793 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 3.250% | 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.625% | 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp; 4937 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.375% | 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp; 3686 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.250% | 9/15/27 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp; 7562 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.250% | 9/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19450 | &nbsp;&nbsp; 14920 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 1.375% | 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp; 2596 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.125% | 1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp; 7129 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 4.500% | 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 5162 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | 2.500% | 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9825 | &nbsp;&nbsp; 6835 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hong Kong Government International Bond | 1.750% | 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 812 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 8.050% | 7/7/24 | &nbsp;&nbsp; 7240 | &nbsp;&nbsp; 7565 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hydro-Quebec | 8.500% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp; 4812 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.625% | 1/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28201 | &nbsp;&nbsp; 27567 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.000% | 2/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 12741 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.250% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14690 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.500% | 9/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp; 37288 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.125% | 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20044 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.750% | 3/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24077 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | 4/3/25 | &nbsp;&nbsp; 6114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5652 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 7.000% | 6/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp; 7125 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.625% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32302 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.875% | 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35783 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.000% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29907 | &nbsp;&nbsp; 27681 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.000% | 7/23/26 | &nbsp;&nbsp; 7715 | &nbsp;&nbsp; 7126 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.375% | 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26380 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 0.625% | 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28607 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.125% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp; 17914 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.125% | 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23624 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 2.250% | 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20700 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 1.125% | 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70825 | &nbsp;&nbsp; 56574 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.875% | 10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 3.200% | 8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6901 | &nbsp;&nbsp; 5746 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | 4.375% | 1/24/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4520 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 3/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33794 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.500% | 8/28/24 | &nbsp;&nbsp; 27910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26529 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 11/25/24 | &nbsp;&nbsp; 47197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45421 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | 1/15/25 | &nbsp;&nbsp; 17960 | &nbsp;&nbsp; 16981 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 3/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32150 | &nbsp;&nbsp; 29701 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.625% | 4/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83940 | &nbsp;&nbsp; 77004 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.375% | 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54232 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 7/29/25 | &nbsp;&nbsp; 37450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35752 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.500% | 10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp; 46719 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.125% | 11/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19620 | &nbsp;&nbsp; 18963 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 8.875% | 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.875% | 10/27/26 | &nbsp;&nbsp; 11316 | &nbsp;&nbsp; 10364 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.125% | 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95828 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13898 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44050 | &nbsp;&nbsp; 37432 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.375% | 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp; 19529 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.125% | 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20824 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 3.625% | 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16150 | &nbsp;&nbsp; 15655 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.750% | 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12680 | &nbsp;&nbsp; 10904 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.875% | 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 11930 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 0.750% | 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36870 | &nbsp;&nbsp; 28745 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.250% | 2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64406 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 1.625% | 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp; 77959 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 2.500% | 3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31750 | &nbsp;&nbsp; 27952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | 4.750% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 1.375% | 10/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12260 | &nbsp;&nbsp; 11587 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.375% | 7/16/25 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;International Finance Corp. | 2.125% | 4/7/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15290 | &nbsp;&nbsp; 14253 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | 0.750% | 8/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp; 7000 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.250% | 7/20/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18223 | &nbsp;&nbsp; 18047 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.375% | 7/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 0.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9443 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.500% | 5/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13542 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.000% | 5/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16250 | &nbsp;&nbsp; 15812 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.750% | 10/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 7942 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.125% | 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp; 13734 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 4/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26881 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 0.625% | 7/15/25 | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 15340 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.750% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp; 2160 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.375% | 4/20/26 | &nbsp;&nbsp; 2114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.250% | 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp; 16456 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 17687 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.875% | 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12775 | &nbsp;&nbsp; 11886 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.750% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20095 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.250% | 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12150 | &nbsp;&nbsp; 11354 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 3.500% | 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16150 | &nbsp;&nbsp; 15220 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.125% | 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20560 | &nbsp;&nbsp; 17827 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 2.000% | 10/17/29 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5934 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.250% | 1/21/31 | &nbsp;&nbsp; 11150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8692 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | 1.875% | 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp; 15906 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 2.750% | 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp; 7777 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 3.250% | 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28324 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 3.375% | 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4226 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 1.000% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3067 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | 1.750% | 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.625% | 2/28/24 | &nbsp;&nbsp; 47800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46626 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.250% | 3/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61626 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.375% | 8/5/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp; 20129 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.500% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39534 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.500% | 11/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49500 | &nbsp;&nbsp; 47623 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.250% | 1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42991 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.000% | 5/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16640 | &nbsp;&nbsp; 15753 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.375% | 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70958 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.625% | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58545 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.000% | 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22206 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 3.000% | 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80330 | &nbsp;&nbsp; 76605 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 2.875% | 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18635 | &nbsp;&nbsp; 17526 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 1.750% | 9/14/29 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.750% | 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34750 | &nbsp;&nbsp; 27137 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | 4/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13280 | &nbsp;&nbsp; 7589 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | 0.000% | 6/29/37 | &nbsp;&nbsp; 27892 | &nbsp;&nbsp; 15282 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.750% | 1/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp; 14223 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.250% | 2/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.125% | 10/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 0.750% | 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8665 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 3.000% | 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 1.375% | 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp; 9511 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 1.625% | 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7466 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | 2.000% | 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp; 5173 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16300 | &nbsp;&nbsp; 15518 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5628 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575 | &nbsp;&nbsp; 13887 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23629 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11696 | &nbsp;&nbsp; 10701 |
| <sup>4,10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21393 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp; 17087 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 2.250% | 5/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6091 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.375% | 9/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5119 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.375% | 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp; 19867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | 0.500% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15650 | &nbsp;&nbsp; 13931 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13175 | &nbsp;&nbsp; 12377 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21150 | &nbsp;&nbsp; 18981 |
| <sup>4,11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp; 26113 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | 3.625% | 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14616 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.375% | 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.375% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26359 | &nbsp;&nbsp; 26195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 5.750% | 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11920 | &nbsp;&nbsp; 12917 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 7.625% | 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6634 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.125% | 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 5.100% | 6/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | 4.975% | 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28321 | &nbsp;&nbsp; 27148 |
| <sup>4,12</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 2.290% | 2/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp; 219 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | 2.378% | 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 2.950% | 1/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12350 | &nbsp;&nbsp; 12107 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.875% | 11/13/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 14245 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.000% | 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12395 | &nbsp;&nbsp; 11410 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 3.300% | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp; 13259 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | 1.300% | 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of British Columbia | 6.500% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 2.250% | 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6647 | &nbsp;&nbsp; 6187 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 0.900% | 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp; 13287 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 1.300% | 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp; 6615 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | 7.250% | 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.600% | 4/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9427 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | 3.050% | 5/14/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4687 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | 2.125% | 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Manitoba | 1.500% | 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498 |
|  | &nbsp;&nbsp;&nbsp;Province of New Brunswick | 3.625% | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 5100 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.050% | 1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp; 19668 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.200% | 5/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9780 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.050% | 4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8902 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.500% | 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7494 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.300% | 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp; 18570 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 3.100% | 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51760 | &nbsp;&nbsp; 49076 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.000% | 10/2/29 | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 14623 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.125% | 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 11156 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.600% | 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48255 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | 1.800% | 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp; 7302 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Ontario | 2.125% | 1/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9973 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 7.125% | 2/9/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 | &nbsp;&nbsp; 9154 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.875% | 10/16/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9694 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.500% | 2/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16354 | &nbsp;&nbsp; 15359 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 0.600% | 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20496 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.500% | 4/20/26 | &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;&nbsp;470 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 2.750% | 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Province of Quebec | 7.500% | 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11407 | &nbsp;&nbsp; 13389 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.350% | 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp; 11485 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | 1.900% | 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp; 72911 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | 3.250% | 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7639 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.125% | 3/27/25 | &nbsp;&nbsp; 7330 | &nbsp;&nbsp; 7091 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.125% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8431 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.750% | 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 12149 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.240% | 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.450% | 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.550% | 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 2.550% | 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42853 | &nbsp;&nbsp; 33612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.500% | 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp; 17461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.100% | 5/7/41 | &nbsp;&nbsp; 28110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 4.340% | 3/7/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12504 | &nbsp;&nbsp; 10592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.500% | 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp; 14737 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 4.000% | 1/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14735 | &nbsp;&nbsp; 11422 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.100% | 1/22/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16850 | &nbsp;&nbsp; 10515 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | 3.250% | 9/21/71 | &nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789 |
|  | &nbsp;&nbsp;&nbsp;Republic of Finland | 6.950% | 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 5.375% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9990 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | 7.625% | 3/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13441 | &nbsp;&nbsp; 14649 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.500% | 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp; 18432 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.100% | 4/24/28 | &nbsp;&nbsp; 7850 | &nbsp;&nbsp; 7715 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.750% | 2/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16150 | &nbsp;&nbsp; 16177 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.400% | 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 2.850% | 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp; 6105 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.850% | 10/15/30 | &nbsp;&nbsp; 17800 | &nbsp;&nbsp; 16793 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 1.850% | 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp; 12836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 2.150% | 7/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp; 7908 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.550% | 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13545 | &nbsp;&nbsp; 12313 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.650% | 9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3343 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.350% | 1/11/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19695 | &nbsp;&nbsp; 16975 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 5.350% | 2/11/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16550 | &nbsp;&nbsp; 16158 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.700% | 10/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9072 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.500% | 2/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.200% | 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp; 15796 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.050% | 3/12/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp; 9417 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.300% | 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3788 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 5.450% | 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.200% | 9/23/61 | &nbsp;&nbsp; 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5264 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 4.450% | 4/15/70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9896 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | 3.350% | 3/12/71 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4848 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 0.875% | 5/6/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp; 18244 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 2.375% | 10/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22607 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 1.250% | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32100 | &nbsp;&nbsp; 27902 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 2.875% | 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp; 17251 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 5.375% | 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20559 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 4.000% | 10/17/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp; 15293 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | 3.875% | 5/6/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22924 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 5.625% | 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.750% | 1/19/27 | &nbsp;&nbsp; 42176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39635 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 2.500% | 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9453 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.000% | 9/16/30 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 5917 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 1.750% | 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5527 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 4.125% | 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8711 | &nbsp;&nbsp; 8015 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | 3.875% | 9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.000% | 9/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.750% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18566 | &nbsp;&nbsp; 17956 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 7.125% | 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10702 | &nbsp;&nbsp; 11315 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 8.875% | 9/30/27 | &nbsp;&nbsp; 7896 | &nbsp;&nbsp; 9108 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.875% | 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10390 | &nbsp;&nbsp; 9814 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | 9.375% | 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9968 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.160% | 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 2.252% | 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 6.400% | 2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 6.700% | 1/26/36 | &nbsp;&nbsp; 17063 | &nbsp;&nbsp; 17861 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10643 | &nbsp;&nbsp; 8192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.300% | 4/29/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16050 | &nbsp;&nbsp; 11678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 3.870% | 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22984 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | 4.500% | 1/19/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9771 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 7.350% | 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.392% | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 4.125% | 8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp; 4610 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.844% | 6/20/30 | &nbsp;&nbsp; 7925 | &nbsp;&nbsp; 6718 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.783% | 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 1.862% | 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14900 | &nbsp;&nbsp; 10895 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 8.750% | 11/21/33 | &nbsp;&nbsp; 27093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33095 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.000% | 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 6.550% | 3/14/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10180 | &nbsp;&nbsp; 10765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.300% | 3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp; 10438 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | 5.625% | 11/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22854 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.550% | 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp; 2214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 2.780% | 12/1/60 | &nbsp;&nbsp; 17250 | &nbsp;&nbsp; 10127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.600% | 1/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp; 12745 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | 3.230% | 7/28/21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14925 | &nbsp;&nbsp; 8741 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 4.000% | 1/22/24 | &nbsp;&nbsp; 17000 | &nbsp;&nbsp; 16778 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | 3.250% | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14350 | &nbsp;&nbsp; 13759 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.500% | 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13757 | &nbsp;&nbsp; 14132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Republic of Poland | 5.750% | 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11450 | &nbsp;&nbsp; 12178 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 4.200% | 1/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 9.500% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 10.625% | 3/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9635 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.500% | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9589 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.229% | 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.170% | 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp; 10420 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.000% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43255 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.750% | 1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp; 18137 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 9.500% | 2/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp; 16288 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.457% | 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp; 10323 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 7.750% | 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp; 16420 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.648% | 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4684 | &nbsp;&nbsp; 3745 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 1.950% | 1/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9075 | &nbsp;&nbsp; 7403 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 6.375% | 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11504 | &nbsp;&nbsp; 12812 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.556% | 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp; 13014 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.609% | 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp; 9184 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 6.375% | 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23423 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.000% | 1/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8899 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.950% | 1/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21329 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.700% | 3/1/41 | &nbsp;&nbsp; 17108 | &nbsp;&nbsp; 13945 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.700% | 2/2/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21838 | &nbsp;&nbsp; 17728 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.950% | 5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14130 | &nbsp;&nbsp; 10192 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 2.650% | 12/10/45 | &nbsp;&nbsp; 17528 | &nbsp;&nbsp; 11786 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 3.200% | 7/6/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21900 | &nbsp;&nbsp; 15987 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 4.200% | 3/29/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8904 | &nbsp;&nbsp; 7619 |
|  | &nbsp;&nbsp;&nbsp;Republic of the Philippines | 5.950% | 10/13/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 10707 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.875% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10713 | &nbsp;&nbsp; 10183 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.250% | 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6443 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.500% | 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 2.750% | 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12627 | &nbsp;&nbsp; 11471 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 1/30/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10330 | &nbsp;&nbsp; 9614 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.125% | 1/17/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8537 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.375% | 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31525 | &nbsp;&nbsp; 24138 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 3.875% | 7/3/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19450 | &nbsp;&nbsp; 16307 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | 4.500% | 4/3/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11950 | &nbsp;&nbsp; 10443 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.375% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13200 | &nbsp;&nbsp; 12512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.375% | 7/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.625% | 10/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.625% | 5/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14300 | &nbsp;&nbsp; 13049 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 0.500% | 8/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20750 | &nbsp;&nbsp; 18660 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 4.625% | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13851 | &nbsp;&nbsp; 13866 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | 2.250% | 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp; 10023 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.900% | 4/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10750 | &nbsp;&nbsp; 10603 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.125% | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25790 | &nbsp;&nbsp; 25150 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.150% | 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28424 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 3.750% | 1/11/28 | &nbsp;&nbsp; 27600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26090 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.500% | 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25900 | &nbsp;&nbsp; 24716 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.250% | 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28400 | &nbsp;&nbsp; 24767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 2.659% | 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32400 | &nbsp;&nbsp; 26107 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 8.300% | 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390 | &nbsp;&nbsp; 5154 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.750% | 4/27/32 | &nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 7.500% | 4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 4701 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.875% | 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20088 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.500% | 2/12/34 | &nbsp;&nbsp; 29119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 6.750% | 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4983 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 6.050% | 1/11/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29032 | &nbsp;&nbsp; 28159 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.280% | 8/14/41 | &nbsp;&nbsp; 57496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.750% | 3/8/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32580 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 5.550% | 1/21/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4599 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.600% | 1/23/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23691 | &nbsp;&nbsp; 18426 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.350% | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23583 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | 4.600% | 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31196 | &nbsp;&nbsp; 24145 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.500% | 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp; 17656 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 5.000% | 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20890 | &nbsp;&nbsp; 16998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 4.400% | 2/12/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22581 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 3.771% | 5/24/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | 5.750% | 10/12/10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24333 | &nbsp;&nbsp; 20511 |
| **Total Sovereign Bonds (Cost $8,351,864)** | **Total Sovereign Bonds (Cost $8,351,864)** | **Total Sovereign Bonds (Cost $8,351,864)** | **Total Sovereign Bonds (Cost $8,351,864)** | **Total Sovereign Bonds (Cost $8,351,864)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7458714** |
| **Taxable Municipal Bonds (0.7%)** | **Taxable Municipal Bonds (0.7%)** | **Taxable Municipal Bonds (0.7%)** | **Taxable Municipal Bonds (0.7%)** | **Taxable Municipal Bonds (0.7%)** | **Taxable Municipal Bonds (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp; 1113 |
|  | &nbsp;&nbsp;&nbsp;Alabama Federal AID Highway Finance Authority SO Revenue | 2.650% | 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848 |
|  | &nbsp;&nbsp;&nbsp;Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4431 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp; 2701 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10275 | &nbsp;&nbsp; 13218 |

---

------

Total Bond Market II Index Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3841 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15498 | &nbsp;&nbsp; 17570 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp; 6177 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | &nbsp;&nbsp; 7390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9025 |
| &nbsp;&nbsp;&nbsp;Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp; 3616 |
| &nbsp;&nbsp;&nbsp;Broward County FL Airport System Revenue | 3.477% | 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| &nbsp;&nbsp;&nbsp;California GO | 3.375% | 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8281 |
| &nbsp;&nbsp;&nbsp;California GO | 2.650% | 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4701 |
| &nbsp;&nbsp;&nbsp;California GO | 1.700% | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 |
| &nbsp;&nbsp;&nbsp;California GO | 3.500% | 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp; 5162 |
| &nbsp;&nbsp;&nbsp;California GO | 2.500% | 10/1/29 | &nbsp;&nbsp; 7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6586 |
| &nbsp;&nbsp;&nbsp;California GO | 1.750% | 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9464 | &nbsp;&nbsp; 7582 |
| &nbsp;&nbsp;&nbsp;California GO | 4.500% | 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14070 | &nbsp;&nbsp; 13525 |
| &nbsp;&nbsp;&nbsp;California GO | 7.500% | 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22580 | &nbsp;&nbsp; 27278 |
| &nbsp;&nbsp;&nbsp;California GO | 4.600% | 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11425 | &nbsp;&nbsp; 10755 |
| &nbsp;&nbsp;&nbsp;California GO | 7.550% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31220 | &nbsp;&nbsp; 39076 |
| &nbsp;&nbsp;&nbsp;California GO | 7.300% | 10/1/39 | &nbsp;&nbsp; 19015 | &nbsp;&nbsp; 23101 |
| &nbsp;&nbsp;&nbsp;California GO | 7.350% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp; 11047 |
| &nbsp;&nbsp;&nbsp;California GO | 7.625% | 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13465 | &nbsp;&nbsp; 17005 |
| &nbsp;&nbsp;&nbsp;California GO | 7.600% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26693 |
| &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Revenue | 4.353% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 3.899% | 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.897% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.975% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.719% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
| &nbsp;&nbsp;&nbsp;California State University Systemwide Revenue | 2.939% | 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 | &nbsp;&nbsp; 3801 |
| &nbsp;&nbsp;&nbsp;Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 |
| &nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3604 |
| &nbsp;&nbsp;&nbsp;Chicago IL GO Prere. | 7.045% | 1/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| &nbsp;&nbsp;&nbsp;Chicago IL GO | 7.045% | 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249 |
| &nbsp;&nbsp;&nbsp;Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424 |
| &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9529 |
| &nbsp;&nbsp;&nbsp;Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5862 |
| &nbsp;&nbsp;&nbsp;Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | &nbsp;&nbsp; 7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8285 |
| &nbsp;&nbsp;&nbsp;Clark County NV Airport System Revenue | 6.820% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 |
| &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp; 4474 |
| &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | &nbsp;&nbsp; 7450 | &nbsp;&nbsp; 6133 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Pennsylvania Revenue | 2.991% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts SO Revenue | 3.769% | 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts SO Revenue | 4.110% | 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8834 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | 5.090% | 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | 5.850% | 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10205 | &nbsp;&nbsp; 10771 |
|  | &nbsp;&nbsp;&nbsp;Cook County IL GO | 6.229% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
|  | &nbsp;&nbsp;&nbsp;Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3373 |
|  | &nbsp;&nbsp;&nbsp;Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;Dallas TX Independent School District GO | 6.450% | 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12860 | &nbsp;&nbsp; 10445 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 3.089% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4097 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | &nbsp;&nbsp;&nbsp;Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9650 | &nbsp;&nbsp; 8674 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11090 | &nbsp;&nbsp; 11521 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 |
|  | &nbsp;&nbsp;&nbsp;East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | &nbsp;&nbsp; 7015 | &nbsp;&nbsp; 7659 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14675 | &nbsp;&nbsp; 13474 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9775 | &nbsp;&nbsp; 8511 |
|  | &nbsp;&nbsp;&nbsp;Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13700 | &nbsp;&nbsp; 11218 |
|  | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9994 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6851 | &nbsp;&nbsp; 7396 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
|  | &nbsp;&nbsp;&nbsp;Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp; 1913 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3486 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2809 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2737 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4341 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3802 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5459 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23720 | &nbsp;&nbsp; 16818 |
|  | &nbsp;&nbsp;&nbsp;Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2327 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | 6.290% | 3/1/32 | &nbsp;&nbsp; 10115 | &nbsp;&nbsp; 10577 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | 3.961% | 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 |
|  | &nbsp;&nbsp;&nbsp;Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | 5.100% | 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82430 | &nbsp;&nbsp; 79111 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | 6.630% | 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951 |
|  | &nbsp;&nbsp;&nbsp;Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4530 |
|  | &nbsp;&nbsp;&nbsp;Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3058 |
|  | &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 |
|  | &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5720 |
|  | &nbsp;&nbsp;&nbsp;Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 |
|  | &nbsp;&nbsp;&nbsp;Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp; 3162 |
|  | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2697 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Revenue (Employees Retirement System) | 5.501% | 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 1.606% | 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5493 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 1.806% | 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 2.106% | 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp; 7677 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Community College District GO | 6.750% | 8/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6371 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Airports International Revenue | 4.242% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp; 1764 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp; 10006 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | &nbsp;&nbsp; 17655 | &nbsp;&nbsp; 18442 |
| &nbsp;&nbsp;&nbsp;Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | &nbsp;&nbsp; 7825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8754 |
| &nbsp;&nbsp;&nbsp;Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6680 | &nbsp;&nbsp;&nbsp; 7017 |
| &nbsp;&nbsp;&nbsp;Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 |
| &nbsp;&nbsp;&nbsp;Louisiana Gasoline & Fuel Tax Revenue | 2.952% | 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
| &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 3.615% | 2/1/29 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp; 7319 |
| &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.145% | 2/1/33 | &nbsp;&nbsp; 7725 | &nbsp;&nbsp; 7316 |
| &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.275% | 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp; 1767 |
| &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.475% | 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8265 | &nbsp;&nbsp; 7690 |
| &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869 |
| &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882 |
| &nbsp;&nbsp;&nbsp;Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.663% | 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923 | &nbsp;&nbsp; 3113 |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 5.456% | 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250 | &nbsp;&nbsp; 5511 |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.514% | 7/1/41 | &nbsp;&nbsp; 7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5202 |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.813% | 9/1/43 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054 |
| &nbsp;&nbsp;&nbsp;Massachusetts GO | 2.900% | 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803 |
| &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829 |
| &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3257 |
| &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370 | &nbsp;&nbsp; 5139 |
| &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6442 |
| &nbsp;&nbsp;&nbsp;Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871 |
| &nbsp;&nbsp;&nbsp;Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097 |
| &nbsp;&nbsp;&nbsp;Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720 |
| &nbsp;&nbsp;&nbsp;Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5682 |
| &nbsp;&nbsp;&nbsp;Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5436 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892 |
|  | &nbsp;&nbsp;&nbsp;Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3243 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University Revenue | 4.496% | 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University Revenue | 4.165% | 8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906 |
|  | &nbsp;&nbsp;&nbsp;Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377 |
|  | &nbsp;&nbsp;&nbsp;Mississippi GO | 5.245% | 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3286 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5730 | &nbsp;&nbsp; 4188 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2683 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp; 11626 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | &nbsp;&nbsp; 7680 | &nbsp;&nbsp; 7737 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4285 | &nbsp;&nbsp; 4610 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5905 | &nbsp;&nbsp; 4743 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | &nbsp;&nbsp; 17067 | &nbsp;&nbsp; 21157 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19751 | &nbsp;&nbsp; 23816 |
|  | &nbsp;&nbsp;&nbsp;New York City NY GO | 5.517% | 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3627 |
|  | &nbsp;&nbsp;&nbsp;New York City NY GO | 6.271% | 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5948 |
|  | &nbsp;&nbsp;&nbsp;New York City NY GO | 5.263% | 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6084 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp; 1103 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 | &nbsp;&nbsp; 6168 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13105 | &nbsp;&nbsp; 14343 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3779 |
|  | &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp; 3160 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9215 | &nbsp;&nbsp; 9518 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp; 611 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12575 | &nbsp;&nbsp; 10852 |
| &nbsp;&nbsp;&nbsp;New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | &nbsp;&nbsp; 7035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5341 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp; 2774 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3280 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1546 |
| &nbsp;&nbsp;&nbsp;New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4304 |
| &nbsp;&nbsp;&nbsp;New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp; 1173 |
| &nbsp;&nbsp;&nbsp;New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
| &nbsp;&nbsp;&nbsp;New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3081 |
| &nbsp;&nbsp;&nbsp;North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 |
| &nbsp;&nbsp;&nbsp;North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10215 | &nbsp;&nbsp; 12107 |
| &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953 |
| &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp; 3769 |
| &nbsp;&nbsp;&nbsp;Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5481 | &nbsp;&nbsp; 4511 |
| &nbsp;&nbsp;&nbsp;Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905 |
| &nbsp;&nbsp;&nbsp;Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 |
| &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 3.877% | 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3859 |
| &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 4.380% | 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12240 | &nbsp;&nbsp; 11115 |
| &nbsp;&nbsp;&nbsp;Oklahoma Development Finance Authority Revenue | 4.714% | 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 |
| &nbsp;&nbsp;&nbsp;Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp; 3113 |
| &nbsp;&nbsp;&nbsp;Oregon GO | 5.762% | 6/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Oregon GO | 5.892% | 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8383 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Oregon GO | 3.424% | 3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | 5.528% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University Revenue | 2.790% | 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University Revenue | 2.840% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3405 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | &nbsp;&nbsp;&nbsp;Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp; 2131 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060 | &nbsp;&nbsp; 2173 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14510 | &nbsp;&nbsp; 15152 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp; 5117 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp; 7075 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.229% | 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20006 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | &nbsp;&nbsp; 7385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6843 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804 |
|  | &nbsp;&nbsp;&nbsp;Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.987% | 9/1/36 | &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;&nbsp;&nbsp;81 |
|  | &nbsp;&nbsp;&nbsp;Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 |
|  | &nbsp;&nbsp;&nbsp;Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 |
|  | &nbsp;&nbsp;&nbsp;Riverside CA Pension Obligation Taxable Revenue Bonds | 3.857% | 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Pension Obligation Revenue Bonds | 3.818% | 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | &nbsp;&nbsp;&nbsp;Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.238% | 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3245 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6773 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308 |
|  | &nbsp;&nbsp;&nbsp;Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235 | &nbsp;&nbsp; 3158 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1791 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7458 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.248% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1928 |
|  | &nbsp;&nbsp;&nbsp;San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6835 |
|  | &nbsp;&nbsp;&nbsp;San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp; 7023 |
|  | &nbsp;&nbsp;&nbsp;San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp; 3154 |
|  | &nbsp;&nbsp;&nbsp;Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3390 | &nbsp;&nbsp; 3517 |
|  | &nbsp;&nbsp;&nbsp;South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7271 |
|  | &nbsp;&nbsp;&nbsp;State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 |
|  | &nbsp;&nbsp;&nbsp;Texas A & M University Permanent Fund Revenue | 3.660% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | 5.517% | 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11570 | &nbsp;&nbsp; 12220 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | 3.211% | 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3463 |
|  | &nbsp;&nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13225 | &nbsp;&nbsp; 10015 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 4.681% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2084 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 2.562% | 4/1/42 | &nbsp;&nbsp; 7770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission GO | 2.472% | 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12620 | &nbsp;&nbsp; 12859 |
|  | &nbsp;&nbsp;&nbsp;Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3491 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Tucson City AZ COP | 2.856% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp; 1910 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21655 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 0.883% | 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 3.063% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14321 | &nbsp;&nbsp; 13772 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 1.316% | 5/15/27 | &nbsp;&nbsp; 7550 | &nbsp;&nbsp; 6511 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 1.614% | 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4643 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.601% | 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8330 | &nbsp;&nbsp; 8181 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 5.946% | 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5808 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 3.071% | 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3947 |

---

------

Total Bond Market II Index Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.858% | 5/15/12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12189 | &nbsp;&nbsp; 10275 |
|  | &nbsp;&nbsp;&nbsp;University of California Revenue | 4.767% | 5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp; 4018 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 2.437% | 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9978 | &nbsp;&nbsp; 7178 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 2.562% | 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 3.504% | 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 4127 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan Revenue | 4.454% | 4/1/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp; 10215 |
|  | &nbsp;&nbsp;&nbsp;University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2565 |
|  | &nbsp;&nbsp;&nbsp;University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | 3.555% | 9/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 4.794% | 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp; 2174 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 3.354% | 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Financing System Revenue | 2.439% | 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5349 |
|  | &nbsp;&nbsp;&nbsp;University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 2.256% | 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11890 | &nbsp;&nbsp; 7252 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 4.179% | 9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia Revenue | 3.227% | 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345 |
|  | &nbsp;&nbsp;&nbsp;Utah GO | 4.554% | 7/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 |
|  | &nbsp;&nbsp;&nbsp;Utah GO | 3.539% | 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903 |
|  | &nbsp;&nbsp;&nbsp;Washington GO | 5.140% | 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2770 | &nbsp;&nbsp; 1911 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | &nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2148 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8446 |
| **Total Taxable Municipal Bonds (Cost $1,789,633)** | **Total Taxable Municipal Bonds (Cost $1,789,633)** | **Total Taxable Municipal Bonds (Cost $1,789,633)** | **Total Taxable Municipal Bonds (Cost $1,789,633)** | **Total Taxable Municipal Bonds (Cost $1,789,633)** | &nbsp;&nbsp;&nbsp;&nbsp;**1516094** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | Coupon | Shares | Market<br> Value• ($000) |
| **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%)** |
| <sup>17</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $2,566,774)** | 4.334% | 25671645 | **2566908** |
| **Total Investments (100.1%) (Cost $260,593,302)** | **Total Investments (100.1%) (Cost $260,593,302)** | **Total Investments (100.1%) (Cost $260,593,302)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**230201985** |
| **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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(121677)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**230080308** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $8,176,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 2 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2022. |
| 3 | U.S. government-guaranteed. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $1,067,092,000, representing 0.5% of net assets. |
| 8 | Guaranteed by the Government of Canada. |
| 9 | Guaranteed by the Government of Japan. |
| 10 | Guaranteed by the Federal Republic of Germany. |
| 11 | Guaranteed by the Republic of Austria. |
| 12 | Guaranteed by the Government of Mexico. |
| 13 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 15 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 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. |

---

---

| |
|:---|
| 12M—12-month. |
| 1YR—1-year. |
| 6M—6-month. |
| CMT—Constant Maturing Treasury Rate. |
| COP—Certificate of Participation. |
| DAC—Designated Activity Company. |
| GO—General Obligation Bond. |
| LIBOR—London Interbank Offered Rate. |
| Prere.—Prerefunded. |
| SO—Special Obligation. |
| SOFR—Secured Overnight Financing Rate. |
| UMBS—Uniform Mortgage-Backed Securities. |
| 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 December 31, 2022

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $258,026,528) | &nbsp;&nbsp;227635077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $2,566,774) | &nbsp;&nbsp;&nbsp;&nbsp;2566908 |
| Total Investments in Securities | &nbsp;&nbsp;230201985 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8337 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58955 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937204 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407802 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387363 |
| **Total Assets** | **234001646** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3787174 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128544 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**3921338** |
| **Net Assets** | **230080308** |
| <br> **At December 31, 2022, net assets consisted of:** |  |
| Paid-in Capital | 264042244 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(33961936) |
| **Net Assets** | **230080308** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 12,332,824,541 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;**115523874** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.37** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 12,229,525,037 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;**114556434** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.37** |

---

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

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Total Bond Market II Index Fund

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2022 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;5518943 |
| Total Income | &nbsp;&nbsp;&nbsp;5518943 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3873 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 |
| Shareholders' Reports—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132740 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(93) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132647 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;**5386296** |
| **Realized Net Gain (Loss) on Investment Securities Sold<sup>1</sup>** | &nbsp;&nbsp;**(3233375)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | **(36220510)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **(34067589)** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $21,099,000, $1,765,000, $4,000, and ($1753000), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

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Total Bond Market II Index Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2022<br> ($000) | &nbsp;&nbsp;&nbsp;2021<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;5386296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4344272 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(3233375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405004 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(36220510) | &nbsp;&nbsp;&nbsp;&nbsp;(8345254) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;(34067589) | &nbsp;&nbsp;&nbsp;&nbsp;(3595978) |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2850556) | &nbsp;&nbsp;&nbsp;&nbsp;(2656395) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(2711585) | &nbsp;&nbsp;&nbsp;&nbsp;(2078929) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(5562141) | &nbsp;&nbsp;&nbsp;&nbsp;(4735324) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(5423060) | &nbsp;&nbsp;&nbsp;&nbsp;17639973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;17725926 | &nbsp;&nbsp;&nbsp;&nbsp;26333401 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;12302866 | &nbsp;&nbsp;&nbsp;&nbsp;43973374 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;(27326864) | &nbsp;&nbsp;&nbsp;&nbsp;35642072 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;**257407172** | &nbsp;&nbsp;&nbsp;**221765100** |
| **End of Period** | **230080308** | &nbsp;&nbsp;&nbsp;&nbsp;**257407172** |

---

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

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Total Bond Market II Index Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** | &nbsp;&nbsp;&nbsp;**$11.01** | &nbsp;&nbsp;&nbsp;**$10.42** | &nbsp;&nbsp;&nbsp;**$10.72** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.285 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.393) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.301) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.016) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.223) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.284) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.101) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.000)<sup>2</sup> |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.231) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.299) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.284) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.37** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** | &nbsp;&nbsp;&nbsp;**$11.01** | &nbsp;&nbsp;&nbsp;**$10.42** |
| **Total Return<sup>3</sup>** | &nbsp;&nbsp;&nbsp;**-13.19%** | &nbsp;&nbsp;&nbsp;**-1.73%** | &nbsp;&nbsp;&nbsp;**7.31%** | &nbsp;&nbsp;&nbsp;**8.62%** | &nbsp;&nbsp;&nbsp;**-0.10%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$115524 | &nbsp;&nbsp;&nbsp;$141913 | &nbsp;&nbsp;&nbsp;$129026 | &nbsp;&nbsp;&nbsp;$116505 | &nbsp;&nbsp;&nbsp;$91653 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.09%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.09% | &nbsp;&nbsp;&nbsp;0.09% | &nbsp;&nbsp;&nbsp;0.09% | &nbsp;&nbsp;&nbsp;0.09% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;&nbsp;2.17% | &nbsp;&nbsp;&nbsp;2.76% | &nbsp;&nbsp;&nbsp;2.74% |
| Portfolio Turnover Rate<sup>5</sup> | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;76% | &nbsp;&nbsp;&nbsp;119% | &nbsp;&nbsp;&nbsp;66% | &nbsp;&nbsp;&nbsp;90% |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Distribution was less than $.001 per share. |
| 3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.09%. |
| 5 | Includes 29%, 38%, 32%, 12%, and 22%, respectively, attributable to mortgage-dollar-roll activity. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** | &nbsp;&nbsp;&nbsp;**$11.01** | &nbsp;&nbsp;&nbsp;**$10.42** | &nbsp;&nbsp;&nbsp;**$10.72** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.292 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.673) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.393) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.300) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.442) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.230) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.257) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.307) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.292) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.017) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.101) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.000)<sup>2</sup> |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.238) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.358) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.307) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.292) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.37** | &nbsp;&nbsp;&nbsp;**$11.05** | &nbsp;&nbsp;&nbsp;**$11.46** | &nbsp;&nbsp;&nbsp;**$11.01** | &nbsp;&nbsp;&nbsp;**$10.42** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-13.12%** | &nbsp;&nbsp;&nbsp;**-1.67%** | &nbsp;&nbsp;&nbsp;**7.38%** | &nbsp;&nbsp;&nbsp;**8.69%** | &nbsp;&nbsp;&nbsp;**-0.03%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$114556 | &nbsp;&nbsp;&nbsp;$115495 | &nbsp;&nbsp;&nbsp;$92739 | &nbsp;&nbsp;&nbsp;$81929 | &nbsp;&nbsp;&nbsp;$62455 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.02%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;0.02% | &nbsp;&nbsp;&nbsp;0.02% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;2.34% | &nbsp;&nbsp;&nbsp;1.81% | &nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;&nbsp;2.83% | &nbsp;&nbsp;&nbsp;2.81% |
| Portfolio Turnover Rate<sup>4</sup> | &nbsp;&nbsp;&nbsp;49% | &nbsp;&nbsp;&nbsp;76% | &nbsp;&nbsp;&nbsp;119% | &nbsp;&nbsp;&nbsp;66% | &nbsp;&nbsp;&nbsp;90% |

---

---

| | |
|:---|:---|
| 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 0.02%. |
| 4 | Includes 29%, 38%, 32%, 12%, and 22%, 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.

Certain of the fund's investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), acts of terrorism, 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.

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 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 or short-term investments 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 December 31, 2022, counterparties had deposited in segregated accounts cash of $1,377,000 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 similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by 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 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

------

Total Bond Market II Index Fund

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. 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.

5. 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.

6. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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 year ended December 31, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

7. 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) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

B. 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 December 31, 2022, the fund had contributed to Vanguard capital in the amount of

------

Total Bond Market II Index Fund

$8,337,000, representing less than 0.01% of the fund's net assets and 3.33% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. The fund's custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2022, custodian fee offset arrangements reduced the fund's expenses by $93,000 (an annual rate of less than 0.01% of average net assets).

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

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments as of December 31, 2022, 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;152663908 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;152663908 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503772 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5503772 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;60492589 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;60492589 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7458714 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7458714 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516094 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516094 |
| Temporary Cash Investments | 2566908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566908 |
| Total | 2566908 | &nbsp;&nbsp;&nbsp;227635077 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;230201985 |

---

E. Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; and the treatment of amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14876 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;(3063058) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(30913754) |

---

------

Total Bond Market II Index Fund

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2022<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2021<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;5373018 | &nbsp;&nbsp;&nbsp;&nbsp;4384114 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351210 |
| Total | &nbsp;&nbsp;&nbsp;5562141 | &nbsp;&nbsp;&nbsp;&nbsp;4735324 |

---

\* Includes short-term capital gains, if any.

As of December 31, 2022, 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;261115739 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517239 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;(31430993) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;(30913754) |

---

F. During the year ended December 31, 2022, the fund purchased $15,377,701,000 of investment securities and sold $13,955,557,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $112,206,199,000 and $102,157,506,000, respectively.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2022, such purchases were $1,549,139,000 and sales were $376,247,000, resulting in net realized loss of $49,142,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;14219431 | &nbsp;&nbsp;&nbsp;&nbsp;1439606 | &nbsp;&nbsp;&nbsp;&nbsp;30819257 | &nbsp;&nbsp;&nbsp;&nbsp;2765943 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;2803565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238315 |
| Redeemed | (22446056) | &nbsp;&nbsp;(2238903) | &nbsp;&nbsp;(15833077) | &nbsp;&nbsp;(1420338) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;(5423060) | &nbsp;&nbsp;&nbsp;&nbsp;(513589) | &nbsp;&nbsp;&nbsp;&nbsp;17639973 | &nbsp;&nbsp;&nbsp;&nbsp;1583920 |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;28095358 | &nbsp;&nbsp;&nbsp;&nbsp;2812568 | &nbsp;&nbsp;&nbsp;&nbsp;27710121 | &nbsp;&nbsp;&nbsp;&nbsp;2483458 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;2708708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186478 |
| Redeemed | (13078140) | &nbsp;&nbsp;(1314283) | &nbsp;&nbsp;&nbsp;&nbsp;(3453197) | &nbsp;&nbsp;&nbsp;&nbsp;(310068) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;17725926 | &nbsp;&nbsp;&nbsp;&nbsp;1774586 | &nbsp;&nbsp;&nbsp;&nbsp;26333401 | &nbsp;&nbsp;&nbsp;&nbsp;2359868 |

---

H. Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements.

------

#### Report of Independent Registered

#### Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Total Bond Market II Index Fund

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Total Bond Market II Index Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the "Fund") as of December 31, 2022, the related statement of operations for the year ended December 31, 2022, the statement of changes in net assets for each of the two years in the period ended December 31, 2022, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2022 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2022 and the financial highlights for each of the five years in the period ended December 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

#### Basis for Opinion
These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2022 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP<br> Philadelphia, Pennsylvania<br> February 16, 2023

We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.

------

Tax information (unaudited)

The fund hereby designates $1,811,497,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The fund distributed $189,123,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

The fund hereby designates 100%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income dividends eligible to be treated as interest income for purposes of section 163(j) and the regulations thereunder for the fiscal year.

The fund hereby designates 91.5%, or if subsequently determined to be different, the maximum percentage allowable by law, as interest-related dividends eligible for exemption from U.S. withholding tax for nonresident alien shareholders.

------

"Bloomberg<sup>®</sup>" and Bloomberg U.S. Aggregate Float Adjusted Index are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL), the administrator of the index (collectively, Bloomberg), and have been licensed for use for certain purposes by The Vanguard Group, Inc. (Vanguard).

The Total Bond Market II Index Fund is not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Total Bond Market II Index Fund or any member of the public regarding the advisability of investing in securities generally or in the Total Bond Market II Index Fund particularly. The only relationship of Bloomberg to Vanguard is the licensing of certain trademarks, trade names and service marks and of the Bloomberg U.S. Aggregate Float Adjusted Index, which is determined, composed and calculated by BISL without regard to Vanguard or the Total Bond Market II Index Fund. Bloomberg has no obligation to take the needs of Vanguard or the owners of the Total Bond Market II Index Fund into consideration in determining, composing or calculating the Bloomberg U.S. Aggregate Float Adjusted Index. Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Total Bond Market II Index Fund to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to Total Bond Market II Index Fund customers, in connection with the administration, marketing or trading of the Total Bond Market II Index Fund.

BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY VANGUARD, OWNERS OF THE TOTAL BOND MARKET II INDEX FUND OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES—WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE—ARISING IN CONNECTION WITH THE TOTAL BOND MARKET II INDEX FUND OR BLOOMBERG U.S. AGGREGATE FLOAT ADJUSTED INDEX OR ANY DATA OR VALUES RELATING THERETO—WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.

<sup>©</sup> 2023 Bloomberg.

Used with Permission. Source: Bloomberg Index Services Limited. Copyright 2023, Bloomberg. All rights reserved.

------

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The People Who Govern Your Fund

The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund's trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.

A majority of Vanguard's board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 206 Vanguard funds.

Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the *Statement of Additional Information*, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.

#### Interested Trustee<sup>1</sup>

#### Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018–present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Member of the board of governors of the Investment Company Institute and the board of governors of FINRA. Trustee and vice chair of The Shipley School.

#### Independent Trustees

#### Tara Bunch
Born in 1962. Trustee since November 2021. Principal occupation(s) during the past five years and other experience: head of global operations at Airbnb (2020–present). Vice president of AppleCare (2012–2020). Member of the board of directors of Out & Equal (2002–2006), the advisory board of the University of California, Berkeley School of Engineering (2020–present), and the advisory board of Santa Clara University's Leavey School of Business (2018–present).

#### Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Member of the board of directors of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, Roberts Wesleyan College, and the Rochester Philharmonic Orchestra. Trustee of the University of Rochester.

F. Joseph Loughrey

Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services). Director of the V Foundation. Member of the advisory council for the College of Arts and Letters at the University of Notre Dame. Chairman of the board of Saint Anselm College.

#### Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM's Retirement Plan Committee (2004–2013), senior vice president and general

manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.

#### Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: adjunct professor of finance at the University of Notre Dame (2020–present). Chief investment officer (retired 2020) and vice president (retired 2020) of the University of Notre Dame. Assistant professor (retired June 2020) of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Member of the board of Catholic Investment Services, Inc. (investment advisors), the board of superintendence of the Institute for the Works of Religion, and the board of directors of Paxos Trust Company (finance).

#### Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chief executive officer of Purposeful (advisory firm for CEOs and C-level executives; 2021–present). Board chair (2020), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of the Guardian Life Insurance Company of America. Member of the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, and the NewYork-Presbyterian Hospital.

#### André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Member of the board (2018–present) of RIT Capital Partners (investment firm). Member of the investment committee of Partners Health Care System.

#### Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Colin W. Brown Distinguished Professor of the Practice of Law (2021–present), professor (2020–present), Distinguished Fellow of the Global Financial Markets Center (2020–present), and Rubenstein Fellow (2017–2020) at Duke University. Trustee (2017–present) of Amherst College and member of Amherst College Investment Committee (2019–present). Member of the Regenerative Crisis Response Committee (2020–present).

#### David A. Thomas
Born in 1956. Trustee since July 2021. Principal occupation(s) during the past five years and other experience: president of Morehouse College (2018–present). Professor of business administration, emeritus at Harvard University (2017–2018). Dean (2011–2016) and professor of management (2016–2017) at the Georgetown University McDonough School of Business. Director of DTE Energy Company (2013–present). Trustee of Common Fund (2019–present).

1 Mr. Buckley is considered an "interested person," as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.

------

#### Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Member of the BMW Group Mobility Council.

#### Executive Officers

#### Jacqueline Angell
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer ‎‎(November 2022–present) of Vanguard and of each of the investment companies served by Vanguard. Chief compliance officer (2018–2022) ‎and deputy chief compliance officer (2017–2019) of State Street Corporation.

#### Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2021–present) and treasurer (2017–2022) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).

#### John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Special assistant to the President of the United States (2015).

#### Ashley Grim
Born in 1984. Principal occupation(s) during the past five years and other experience: treasurer (February 2022–present) of each of the ‎investment companies served by Vanguard. Fund transfer agent controller (2019–2022) and

director of Audit Services (2017–2019) at ‎Vanguard. Senior manager (2015–2017) at PriceWaterhouseCoopers (audit and assurance, consulting, and tax services).

#### Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.

#### Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express. Nonexecutive director of the board of National Grid (energy).

#### Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.

#### Vanguard Senior Management Team

---

| | |
|:---|:---|
| **Matthew Benchener** | **Thomas M. Rampulla** |
| **Joseph Brennan** | **Karin A. Risi** |
| **Mortimer J. Buckley** | **Anne E. Robinson** |
| **Gregory Davis** | **Michael Rollings** |
| **John James** | **Nitin Tandon** |
| **Chris D. McIsaac** | **Lauren Valente** |

---

------

![](tm231735d3_tbdm2inq6350img03.jpg)

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

#### Fund Information > 800-662-7447

#### Direct Investor Account Services > 800-662-2739

#### Institutional Investor Services > 800-523-1036

#### Text Telephone for People<br> Who Are Deaf or Hard of Hearing > 800-749-7273
This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund's current prospectus.

All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.

You can obtain a free copy of Vanguard's proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC's website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.

You can review information about your fund on the SEC's website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.© 2023 The Vanguard Group, Inc.<br> All rights reserved.<br> Vanguard Marketing Corporation, Distributor.

Q6350 022023

------

![](tm231735d3infprotdscq119i001.jpg)

#### Annual Report \| December 31, 2022
Vanguard Inflation-Protected Securities Fund

------

*Contents*

---

| | |
|:---|:---|
| [Your Fund's Performance at a Glance](#xx_232f7fef-7204-4c3a-bedf-79011982b74d_1tm231735d3_infprotdscq1190)<br>| 1 |
| [Advisor's Report](#xx_f6a23cba-58ba-41f5-ba1f-3640588f98cb_1tm231735d3_infprotdscq1190)<br>| 2 |
| [AboutYour Fund's Expenses](#xx_9c873087-3a11-4a88-986e-f333a658997f_1tm231735d3_infprotdscq1190)<br>| 4 |
| [Performance Summary](#xx_f4d0bf29-f2eb-4e5d-8635-89126723778a_1tm231735d3_infprotdscq1190)<br>| 6 |
| [Financial Statements](#xx_cb0fdddd-2fa2-4d7c-9c7e-c4ee03183f78_1tm231735d3_infprotdscq1190)<br>| 9 |

---

Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Your Fund's Performance at a Glance

• Despite some relief in midsummer and late fall, the 12 months ended December 31, 2022, were a volatile, challenging period for financial markets. All share classes of Vanguard Inflation-Protected Securities Fund
posted negative returns of almost –12%. The fund's expense-free benchmark, the Bloomberg U.S. Treasury Inflation Protected Securities Index, returned –11.85%.

• Overall, the economic backdrop deteriorated as inflation soared to multidecade highs, driven by government spending during the pandemic as well as higher energy and food prices in the wake of Russia's invasion
of Ukraine. That prompted aggressive interest rate tightening by many central banks to bring inflation back in check, which weighed on bond prices and increased fears of recession.

• The fund's overweight allocation to shorter-term TIPS added to returns, primarily in the first half of the year. Tactical duration and curve positioning also modestly added to
returns. A portion of the fund's benchmark-relative performance as of year-end 2022 was impacted by timing differences between the pricing of the benchmark and the pricing of the fund's net asset value
(NAV), which largely realigned on the first trading day of 2023.

*Market Barometer*

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;One Year | &nbsp;&nbsp;&nbsp;&nbsp;Three Years | &nbsp;&nbsp;&nbsp;&nbsp;Five Years |
| **Stocks** |  |  |  |
| Russell 1000 Index (Large-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.35% | &nbsp;&nbsp;&nbsp;&nbsp;9.13% |
| Russell 2000 Index (Small-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-20.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.10 | &nbsp;&nbsp;&nbsp;&nbsp;4.13 |
| Russell 3000 Index (Broad U.S. market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.07 | &nbsp;&nbsp;&nbsp;&nbsp;8.79 |
| FTSE All-World ex US Index (International) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-15.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61 | &nbsp;&nbsp;&nbsp;&nbsp;1.28 |
| **Bonds** |  |  |  |
| Bloomberg U.S. Aggregate Float Adjusted Index<br> (Broad taxable market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-13.07% | &nbsp;&nbsp;&nbsp;&nbsp;-2.67% | &nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Bloomberg Municipal Bond Index<br> (Broad tax-exempt market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-8.53 | &nbsp;&nbsp;&nbsp;&nbsp;-0.77 | &nbsp;&nbsp;&nbsp;&nbsp;1.25 |
| FTSE Three-Month U.S. Treasury Bill Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70 | &nbsp;&nbsp;&nbsp;&nbsp;1.24 |
| **CPI** |  |  |  |
| Consumer Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;3.78% |

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Advisor's Report

For the 12 months ended December 31, 2022, the returns for Vanguard Inflation-Protected Securities Fund ranged from –11.85% for Admiral Shares to –11.95% for Investor Shares. The fund's benchmark, the Bloomberg U.S. Treasury Inflation Protected Securities Index, returned –11.85%.

TIPS held up better than the broad investment-grade bond market (–13.07%) and nominal Treasury securities (–12.46%)—which don't include an automatic adjustment for inflation—according to the Bloomberg U.S. Aggregate Float-Adjusted Index.

#### Investment environment
The period was defined by a historic rise in interest rates, which caused ripple effects across every sector of the financial markets and brought with it renewed volatility.

Concerns that had been weighing on market sentiment in late 2021 carried into 2022. Supply-chain bottlenecks persisted, labor remained in short supply in some sectors of the economy as unemployment rates continued to fall, and year-on-year inflation readings—which had been accelerating—climbed to multidecade highs across much of the world.

In late February, Russia's invasion of Ukraine injected more uncertainty into the markets. Oil headed north of $100 per barrel and staple food prices soared. While energy prices eventually began to cool amid slowing economic growth and the U.S. government's release of some of its strategic oil reserves to boost supply, price increases broadened to other categories of goods and services, heightening concerns that inflation might remain stubbornly high.

In response, major central banks wound down their bond-purchasing programs and began raising short-term interest rates. The Federal Reserve was especially aggressive, raising the federal funds rate target from near zero in March to a range of 4.25%–4.50% by the end of 2022.

Late in the year, inflation readings did show signs of easing and the Fed began slowing the pace of its rate hikes.

The 5-year breakeven inflation rate, a measure of where market participants expect inflation to be in 5 years' time, rose from its starting point of 2.87% at the beginning of the year, but then trended lower to finish the year lower, at 2.33%.

Monetary policy tightening contributed to a steep rise in Treasury yields across the maturity spectrum, especially at the front

---

| | | |
|:---|:---|:---|
| **Yields of U.S. Treasury Inflation-Protected Securities<br> (Real Yields)** | **Yields of U.S. Treasury Inflation-Protected Securities<br> (Real Yields)** | **Yields of U.S. Treasury Inflation-Protected Securities<br> (Real Yields)** |
| Maturity | December 31,<br> 2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;December 31,<br> 2022 |
| 5 Years | -1.66% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.64% |
| 10 Years | -1.10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.57 |
| 30 Years | -0.47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.65 |
| Source: Vanguard. | Source: Vanguard. | Source: Vanguard. |

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end of the curve, and a sharp drop in prices. The 2-year U.S. Treasury yield jumped 3.70 percentage points to end the period at 4.43%, while the 10-year U.S. Treasury yield climbed 2.36 percentage points to 3.87%.

#### Management of the fund
When the period began, it seemed likely we could see more upside inflation surprises. With that expectation in mind, the fund was overweighted to shorter-term TIPS. Although in retrospect we held onto that position a little too long, this overweight was the primary driver of the fund's positive performance relative to its benchmark.

Given the rapid shifts in the markets, the surge in interest rates, and the evolution in inflation expectations, we also made some tactical trades during the year. Our trades related to duration (a measure of the sensitivity of the portfolio to changes in interest rates) and curve positioning (we overweighted bonds with certain maturities that we expected would outperform) added modestly to relative performance.

A portion of the fund's benchmark-relative performance as of year-end 2022 was impacted by timing differences between the pricing of the benchmark and the pricing of the fund's net asset value (NAV), which largely realigned on the first trading day of 2023.

#### Outlook
Economic outcomes in the U.S. for 2023—much like in the rest of the developed world—will be dominated by monetary policy efforts to get inflation back to target. Although growth slowed

materially in 2022, inflation has remained stubbornly elevated and the labor market is strong. Further slowdowns in growth and a weakening of the labor market are necessary conditions for disinflation. Compared with recent history, the current monetary tightening cycle is historic and leaves the narrowest of paths for the economy to escape without a period of recession.

With regard to inflation, there are early signs of a recovery in goods supply and softening demand could help balance supply and demand for consumption goods and bring prices lower. But expectations of a stronger pickup in services—especially the stickier component of housing-related inflation—will keep inflation from falling back quickly. We see inflation by the end of 2023 settling at 3%, which is higher than the Federal Reserve's inflation target of 2%. In other words, we do not see inflation returning to the Fed's target next year.

Whatever the markets may bring, our experienced team of portfolio managers, traders, and credit analysts will continue to seek attractive investment opportunities that will add to the fund's performance.

John Madziyire, CFA

Vanguard Fixed Income Group

January 17, 2023

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About Your Fund's Expenses

As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund's gross income, directly reduce the investment return of the fund.

A fund's expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The accompanying table illustrates your fund's costs in two ways:

**•** **Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The "Ending Account Value" shown is derived from the fund's actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.** 

To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading "Expenses Paid During Period."

**•** **Based on hypothetical 5% yearly return. This section is intended to help you compare your fund's costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund's actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.** 

Note that the expenses shown in the table are meant to highlight and help you compare *ongoing* costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a "sales load."

The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

You can find more information about the fund's expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund's current prospectus.

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---

| | | | |
|:---|:---|:---|:---|
| **Six Months Ended December 31, 2022** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning<br> Account Value<br> 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Ending<br> Account Value<br> 12/31/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Expenses<br> Paid During<br> Period |
| **Based on Actual Fund Return** |  |  |  |
| Inflation-Protected Securities Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$963.80 | &nbsp;&nbsp;&nbsp;&nbsp;$0.99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral™ Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964.40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963.80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.35 |
| **Based on Hypothetical 5% Yearly Return** |  |  |  |
| Inflation-Protected Securities Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1024.20 | &nbsp;&nbsp;&nbsp;&nbsp;$1.02 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.36 |

---

The calculations are based on expenses incurred in the most recent six-month period. The fund's annualized six-month expense ratios for that period are 0.20% for Investor Shares, 0.10% for Admiral Shares, and 0.07% for Institutional Shares. The dollar amounts shown as "Expenses Paid" are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/365).

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Performance Summary

**All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor's shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.** 

#### Cumulative Performance: December 31, 2012, Through December 31, 2022
Initial Investment of $10,000

![](tm231735d3infprotdscq119i002.jpg)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  |  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| ![](tm231735d3infprotdscq119i003.jpg) | &nbsp;&nbsp;&nbsp;Inflation-Protected Securities Fund Investor Shares | &nbsp;&nbsp;&nbsp;-11.95% | &nbsp;&nbsp;&nbsp;&nbsp;1.87% | &nbsp;&nbsp;&nbsp;&nbsp;0.91% | &nbsp;&nbsp;&nbsp;&nbsp;$10948 |
| ![](tm231735d3infprotdscq119i004.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Treasury Inflation Protected Securities Index | &nbsp;&nbsp;&nbsp;-11.85 | &nbsp;&nbsp;&nbsp;&nbsp;2.11 | &nbsp;&nbsp;&nbsp;&nbsp;1.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11173 |
| ![](tm231735d3infprotdscq119i005.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Aggregate Bond Index | &nbsp;&nbsp;&nbsp;-13.01 | &nbsp;&nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;1.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11108 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $50,000<br> Investment |
| Inflation-Protected Securities Fund Admiral Shares | &nbsp;&nbsp;&nbsp;-11.85% | &nbsp;&nbsp;&nbsp;1.97% | &nbsp;&nbsp;&nbsp;&nbsp;1.01% | &nbsp;&nbsp;&nbsp;&nbsp;$55281 |
| Bloomberg U.S. Treasury Inflation Protected Securities Index | &nbsp;&nbsp;&nbsp;-11.85 | &nbsp;&nbsp;&nbsp;2.11 | &nbsp;&nbsp;&nbsp;&nbsp;1.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55866 |
| Bloomberg U.S. Aggregate Bond Index | &nbsp;&nbsp;&nbsp;-13.01 | &nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;1.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55540 |

---

See Financial Highlights for dividend and capital gains information.

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Five<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Ten<br> Years | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $5,000,000<br> Investment |
| Inflation-Protected Securities Fund Institutional Shares | &nbsp;&nbsp;&nbsp;-11.90% | &nbsp;&nbsp;&nbsp;1.98% | &nbsp;&nbsp;&nbsp;&nbsp;1.04% | &nbsp;&nbsp;&nbsp;&nbsp;$5544240 |
| Bloomberg U.S. Treasury Inflation Protected Securities Index | &nbsp;&nbsp;&nbsp;-11.85 | &nbsp;&nbsp;&nbsp;2.11 | &nbsp;&nbsp;&nbsp;&nbsp;1.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586636 |
| Bloomberg U.S. Aggregate Bond Index | &nbsp;&nbsp;&nbsp;-13.01 | &nbsp;&nbsp;&nbsp;0.02 | &nbsp;&nbsp;&nbsp;&nbsp;1.06 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5553960 |

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Inflation-Protected Securities Fund

Distribution by Stated Maturity

As of December 31, 2022

---

| | |
|:---|:---|
| 0 - 5 Years | 46.6% |
| 5 - 10 Years | 39.5 |
| 15 - 20 Years | &nbsp;&nbsp;&nbsp;3.3 |
| 20 - 25 Years | &nbsp;&nbsp;&nbsp;6.3 |
| Over 25 Years | &nbsp;&nbsp;&nbsp;4.3 |

---

The table reflects the fund's investments, except for short-term investments and derivatives.

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Financial Statements

Schedule of Investments

As of December 31, 2022

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.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (95.6%)** | **U.S. Government and Agency Obligations (95.6%)** | **U.S. Government and Agency Obligations (95.6%)** | **U.S. Government and Agency Obligations (95.6%)** | **U.S. Government and Agency Obligations (95.6%)** |
| **U.S. Government Securities (95.6%)** | **U.S. Government Securities (95.6%)** | **U.S. Government Securities (95.6%)** | **U.S. Government Securities (95.6%)** | **U.S. Government Securities (95.6%)** |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | &nbsp;&nbsp; 514974 | &nbsp;&nbsp;&nbsp;&nbsp;504259 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;671069 | &nbsp;&nbsp;&nbsp;&nbsp;652907 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 1091485 | 1056659 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;990666 | &nbsp;&nbsp;&nbsp;&nbsp;954421 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 1044559 | 1002088 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | &nbsp;&nbsp; 617537 | &nbsp;&nbsp; 618290 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/25 | &nbsp;&nbsp; 764138 | &nbsp;&nbsp;&nbsp;&nbsp;728055 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 1095481 | &nbsp;&nbsp; 1052138 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;991635 | &nbsp;&nbsp; 942176 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;923628 | &nbsp;&nbsp;&nbsp;&nbsp;886363 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;458988 | &nbsp;&nbsp; 458401 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;553339 | &nbsp;&nbsp; 519857 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/26 | &nbsp;&nbsp; 853145 | &nbsp;&nbsp;&nbsp;&nbsp;803392 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;965048 | &nbsp;&nbsp;&nbsp;&nbsp;904698 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.375% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;705756 | &nbsp;&nbsp;&nbsp;&nbsp;665261 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;353209 | &nbsp;&nbsp;&nbsp;&nbsp;359878 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;965645 | &nbsp;&nbsp;&nbsp;&nbsp;899368 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;789335 | &nbsp;&nbsp; 743923 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 1.625% | 10/15/27 | &nbsp;&nbsp; 534128 | &nbsp;&nbsp;&nbsp;&nbsp;533445 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.500% | 1/15/28 | &nbsp;&nbsp; 977272 | &nbsp;&nbsp; 918910 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 1.750% | 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;496202 | &nbsp;&nbsp;&nbsp;&nbsp;495881 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 3.625% | 4/15/28 | &nbsp;&nbsp; 430316 | &nbsp;&nbsp;&nbsp;&nbsp;468836 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.750% | 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;859439 | &nbsp;&nbsp; 818182 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.875% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;708048 | &nbsp;&nbsp;&nbsp;&nbsp;673838 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 2.500% | 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;366631 | &nbsp;&nbsp; 381518 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 3.875% | 4/15/29 | &nbsp;&nbsp; 497080 | &nbsp;&nbsp; 557192 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.250% | 7/15/29 | &nbsp;&nbsp; 814265 | &nbsp;&nbsp; 744640 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/30 | &nbsp;&nbsp; 955474 | &nbsp;&nbsp;&nbsp;&nbsp;856902 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/30 | 1059908 | &nbsp;&nbsp;&nbsp; 947746 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/31 | 1059955 | &nbsp;&nbsp;&nbsp;&nbsp;939343 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/31 | 1095852 | &nbsp;&nbsp;&nbsp;&nbsp;965850 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/32 | 1206609 | 1054789 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 3.375% | 4/15/32 | &nbsp;&nbsp; 177992 | &nbsp;&nbsp;&nbsp;&nbsp;202771 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.625% | 7/15/32 | 1259375 | &nbsp;&nbsp; 1152289 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/40 | &nbsp;&nbsp; 225619 | &nbsp;&nbsp;&nbsp;&nbsp;236929 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;330992 | &nbsp;&nbsp; 347277 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;530308 | &nbsp;&nbsp;&nbsp;&nbsp;439964 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.625% | 2/15/43 | &nbsp;&nbsp; 410527 | &nbsp;&nbsp; 327952 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 1.375% | 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;572443 | &nbsp;&nbsp;&nbsp;&nbsp;525733 |

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Inflation-Protected Securities Fund

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/45 | &nbsp;&nbsp; 627502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/46 | &nbsp;&nbsp; 319803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.875% | 2/15/47 | &nbsp;&nbsp; 396980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/48 | &nbsp;&nbsp; 292418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/49 | &nbsp;&nbsp; 267618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221775 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.250% | 2/15/50 | &nbsp;&nbsp; 405650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 2/15/51 | &nbsp;&nbsp; 410303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | 0.125% | 2/15/52 | &nbsp;&nbsp; 514862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.000% | 7/31/28 | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.125% | 8/31/28 | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.250% | 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 1.375% | 10/31/28 | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.625% | 7/31/29 | &nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 3.875% | 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.875% | 5/15/32 | &nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | 2.750% | 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54572 |
| **Total U.S. Government and Agency Obligations (Cost $33,558,510)** | **Total U.S. Government and Agency Obligations (Cost $33,558,510)** | **Total U.S. Government and Agency Obligations (Cost $33,558,510)** | **Total U.S. Government and Agency Obligations (Cost $33,558,510)** | **Total U.S. Government and Agency Obligations (Cost $33,558,510)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30691403** |
|  |  |  |  | Shares |  |
| **Temporary Cash Investments (4.1%)** | **Temporary Cash Investments (4.1%)** | **Temporary Cash Investments (4.1%)** | **Temporary Cash Investments (4.1%)** | **Temporary Cash Investments (4.1%)** | **Temporary Cash Investments (4.1%)** |
| **Money Market Fund (4.1%)** | **Money Market Fund (4.1%)** | **Money Market Fund (4.1%)** | **Money Market Fund (4.1%)** | **Money Market Fund (4.1%)** | **Money Market Fund (4.1%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund<br> **(Cost $1,326,685)** | 4.334% |  | &nbsp;&nbsp;13268595 | **1326727** |
| **Total Investments (99.7%) (Cost $34,885,195)** | **Total Investments (99.7%) (Cost $34,885,195)** | **Total Investments (99.7%) (Cost $34,885,195)** | **Total Investments (99.7%) (Cost $34,885,195)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**32018130** |
| **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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**81511** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**32099641** |

---

Cost is in $000.

• See Note A in Notes to Financial Statements.

---

| | |
|:---|:---|
| 1 | Securities with a value of $18,471,000 have been segregated as initial margin for open futures contracts. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

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)<br> 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 | March 2023 | &nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp;235503 | &nbsp;&nbsp;&nbsp;&nbsp;(2488) |
| 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;&nbsp;366649 | &nbsp;&nbsp;&nbsp;&nbsp;(2326) |
| Ultra 10-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;6327 | &nbsp;&nbsp;&nbsp;&nbsp;748365 | &nbsp;&nbsp;&nbsp;&nbsp;(9053) |
|  |  |  |  | &nbsp;&nbsp;(13867) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 2-Year U.S. Treasury Note | March 2023 | (5032) | (1031953) | &nbsp;&nbsp;&nbsp;&nbsp;2547 |
| Ultra Long U.S. Treasury Bond | March 2023 | (3494) | &nbsp;&nbsp;&nbsp;&nbsp;(469288) | &nbsp;&nbsp;&nbsp;15658 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;18205 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;4338 |

---

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

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Statement of Assets and Liabilities

As of December 31, 2022

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;Unaffiliated Issuers (Cost $33,558,510) | &nbsp;&nbsp;30691403 |
| &nbsp;&nbsp;Affiliated Issuers (Cost $1,326,685) | &nbsp;&nbsp;&nbsp;&nbsp;1326727 |
| Total Investments in Securities | &nbsp;&nbsp;32018130 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3874 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532761 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86905 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27540 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1065 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| **Total Assets** | &nbsp;&nbsp;**32671596** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486579 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83973 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**571955** |
| **Net Assets** | **32099641** |

---

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

---

| | |
|:---|:---|
| Statement of Assets and Liabilities (continued) | Statement of Assets and Liabilities (continued) |
| <br> <br> **At December 31, 2022, net assets consisted of:** |  |
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amount |
| Paid-in Capital | &nbsp;&nbsp;35981029 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(3881388) |
| **Net Assets** | **32099641** |
| **Investor Shares—Net Assets** |  |
| **Applicable to 261,272,513 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | &nbsp;&nbsp;&nbsp;**3082068** |
| **Net Asset Value Per Share—Investor Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$11.80** |
| **Admiral Shares—Net Assets** |  |
| **Applicable to 733,437,226 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **16984606** |
| **Net Asset Value Per Share—Admiral Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$23.16** |
| **Institutional Shares—Net Assets** |  |
| **Applicable to 1,275,569,291 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **12032967** |
| **Net Asset Value Per Share—Institutional Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$9.43** |

---

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

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807138 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2807138 |
| **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;2458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7735 |
| &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;257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002 |
| &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;502 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Shareholders' Reports—Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Shareholders' Reports—Admiral Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| Shareholders' Reports—Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36836 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36830 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2770308** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(877423) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(139790) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(1017213)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6581306) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(6580561)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(4827466)** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $9,155,000, $75,000, $4,000, and $36,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2022<br> ($000) | &nbsp;&nbsp;&nbsp;2021<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;2770308 | &nbsp;&nbsp;&nbsp;&nbsp;2005404 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;(1017213) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41491 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;(6580561) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34995 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;(4827466) | &nbsp;&nbsp;&nbsp;&nbsp;2081890 |
| **Distributions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(260797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192893) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;(1498041) | &nbsp;&nbsp;&nbsp;&nbsp;(1083461) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;(1006969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(719796) |
| Total Distributions | &nbsp;&nbsp;(2765807) | &nbsp;&nbsp;&nbsp;&nbsp;(1996150) |
| **Capital Share Transactions** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investor Shares | &nbsp;&nbsp;&nbsp;&nbsp;(215595) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Admiral Shares | &nbsp;&nbsp;(1625032) | &nbsp;&nbsp;&nbsp;&nbsp;4558789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Institutional Shares | &nbsp;&nbsp;&nbsp;&nbsp;(233139) | &nbsp;&nbsp;&nbsp;&nbsp;2384095 |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;(2073766) | &nbsp;&nbsp;&nbsp;&nbsp;7381197 |
| Total Increase (Decrease) | &nbsp;&nbsp;(9667039) | &nbsp;&nbsp;&nbsp;&nbsp;7466937 |
| **Net Assets** |  |  |
| **Beginning of Period** | **41766680** | &nbsp;&nbsp;&nbsp;**34299743** |
| **End of Period** | **32099641** | &nbsp;&nbsp;&nbsp;**41766680** |

---

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

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investor Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$14.49** | &nbsp;&nbsp;&nbsp;**$14.43** | &nbsp;&nbsp;&nbsp;**$13.18** | &nbsp;&nbsp;&nbsp;**$12.47** | &nbsp;&nbsp;&nbsp;**$13.04** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.379 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.572) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.707) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.193) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.983) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.728) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.293) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.377) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.001) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.983) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.185) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.293) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.377) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$11.80** | &nbsp;&nbsp;&nbsp;**$14.49** | &nbsp;&nbsp;&nbsp;**$14.43** | &nbsp;&nbsp;&nbsp;**$13.18** | &nbsp;&nbsp;&nbsp;**$12.47** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-11.95%** | &nbsp;&nbsp;&nbsp;**5.56%** | &nbsp;&nbsp;&nbsp;**10.90%** | &nbsp;&nbsp;&nbsp;**8.06%** | &nbsp;&nbsp;&nbsp;**-1.49%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$3082 | &nbsp;&nbsp;&nbsp;$4024 | &nbsp;&nbsp;&nbsp;$3570 | &nbsp;&nbsp;&nbsp;$3402 | &nbsp;&nbsp;&nbsp;$3526 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.20%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;7.33% | &nbsp;&nbsp;&nbsp;5.26% | &nbsp;&nbsp;&nbsp;1.38% | &nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;&nbsp;2.96% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;27% |

---

---

| | |
|:---|:---|
| 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.

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Admiral Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$28.44** | &nbsp;&nbsp;&nbsp;**$28.32** | &nbsp;&nbsp;&nbsp;**$25.88** | &nbsp;&nbsp;&nbsp;**$24.48** | &nbsp;&nbsp;&nbsp;**$25.60** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.767 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5.252) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.122) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.323) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.355) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.957) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.765) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.001) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.957) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.459) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.765) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$23.16** | &nbsp;&nbsp;&nbsp;**$28.44** | &nbsp;&nbsp;&nbsp;**$28.32** | &nbsp;&nbsp;&nbsp;**$25.88** | &nbsp;&nbsp;&nbsp;**$24.48** |
| **Total Return<sup>2</sup>** | &nbsp;&nbsp;&nbsp;**-11.85%** | &nbsp;&nbsp;&nbsp;**5.68%** | &nbsp;&nbsp;&nbsp;**10.96%** | &nbsp;&nbsp;&nbsp;**8.16%** | &nbsp;&nbsp;&nbsp;**-1.39%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$16985 | &nbsp;&nbsp;&nbsp;$22745 | &nbsp;&nbsp;&nbsp;$18143 | &nbsp;&nbsp;&nbsp;$14310 | &nbsp;&nbsp;&nbsp;$13661 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10% | &nbsp;&nbsp;&nbsp;0.10% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;7.46% | &nbsp;&nbsp;&nbsp;5.37% | &nbsp;&nbsp;&nbsp;1.54% | &nbsp;&nbsp;&nbsp;2.34% | &nbsp;&nbsp;&nbsp;3.06% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;27% |

---

---

| | |
|:---|:---|
| 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.

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Institutional Shares** |  |  |  |  |  |
| For a Share Outstanding<br> Throughout Each Period | &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 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;2018 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$11.59** | &nbsp;&nbsp;&nbsp;**$11.54** | &nbsp;&nbsp;&nbsp;**$10.54** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.97** | &nbsp;&nbsp;&nbsp;**$10.43** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.317 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.462) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.145) |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.597) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.315) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.597) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.315) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.43** | &nbsp;&nbsp;&nbsp;**$11.59** | &nbsp;&nbsp;&nbsp;**$11.54** | &nbsp;&nbsp;&nbsp;**$10.54** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.97** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-11.90%** | &nbsp;&nbsp;&nbsp;**5.72%** | &nbsp;&nbsp;&nbsp;**11.05%** | &nbsp;&nbsp;&nbsp;**8.18%** | &nbsp;&nbsp;&nbsp;**-1.40%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$12033 | &nbsp;&nbsp;&nbsp;$14998 | &nbsp;&nbsp;&nbsp;$12587 | &nbsp;&nbsp;&nbsp;$10250 | &nbsp;&nbsp;&nbsp;$9591 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.07%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.07% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;7.42% | &nbsp;&nbsp;&nbsp;5.37% | &nbsp;&nbsp;&nbsp;1.56% | &nbsp;&nbsp;&nbsp;2.37% | &nbsp;&nbsp;&nbsp;3.09% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;28% | &nbsp;&nbsp;&nbsp;24% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;26% | &nbsp;&nbsp;&nbsp;27% |

---

---

| | |
|:---|:---|
| 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%. |

---

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

------

[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

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. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), acts of terrorism, 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.

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 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 year ended December 31, 2022, the fund's average investments in long and short futures contracts represented 4% and 5% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

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 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.

5. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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 year ended December 31, 2022, 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. 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

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

B. 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 December 31, 2022, the fund had contributed to Vanguard capital in the amount of $1,204,000, representing less than 0.01% of the fund's net assets and 0.48% of Vanguard's capital received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

C. The fund's custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2022, custodian fee offset arrangements reduced the fund's expenses by $6,000 (an annual rate of less than 0.01% of average net assets).

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

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

The following table summarizes the market value of the fund's investments and derivatives as of December 31, 2022, 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;30691403 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30691403 |
| Temporary Cash Investments | 1326727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1326727 |
| Total | 1326727 | &nbsp;&nbsp;&nbsp;30691403 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;32018130 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18205 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13867 |

---

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

E. Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share.

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; and the recognition of unrealized gains or losses from certain derivative contracts. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21025 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(999212) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(2903201) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2022<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2021<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;2765807 | &nbsp;&nbsp;&nbsp;&nbsp;1996150 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;2765807 | &nbsp;&nbsp;&nbsp;&nbsp;1996150 |

---

\* Includes short-term capital gains, if any.

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

Inflation-Protected Securities Fund

As of December 31, 2022, 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;34921331 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102198 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(3005399) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(2903201) |

---

F. During the year ended December 31, 2022, the fund purchased $10,454,001,000 of investment securities and sold $16,433,330,000 of investment securities, other than temporary cash investments.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2022, such purchases were $0 and sales were $327,135,000, resulting in net realized loss of $6,057,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, | Year Ended December 31, |
|  | 2022 | 2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2021 |
|  | Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) | &nbsp;&nbsp;Amount<br> ($000) | &nbsp;&nbsp;Shares<br> (000) |
| **Investor Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;633109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47025 | &nbsp;&nbsp;&nbsp;&nbsp;1347857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92566 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;243251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12390 |
| Redeemed | (1091955) | &nbsp;&nbsp;&nbsp;&nbsp;(83041) | &nbsp;&nbsp;(1088551) | &nbsp;&nbsp;&nbsp;&nbsp;(74663) |
| Net Increase (Decrease)—Investor Shares | &nbsp;&nbsp;&nbsp;(215595) | &nbsp;&nbsp;&nbsp;&nbsp;(16496) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30293 |
| **Admiral Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;4960474 | &nbsp;&nbsp;&nbsp;&nbsp;189263 | &nbsp;&nbsp;&nbsp;&nbsp;8165389 | &nbsp;&nbsp;&nbsp;&nbsp;285526 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;1315318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33526 |
| Redeemed | (7900824) | &nbsp;&nbsp;(309302) | &nbsp;&nbsp;(4557490) | &nbsp;&nbsp;(159897) |
| Net Increase (Decrease)—Admiral Shares | (1625032) | &nbsp;&nbsp;&nbsp;&nbsp;(66315) | &nbsp;&nbsp;&nbsp;&nbsp;4558789 | &nbsp;&nbsp;&nbsp;&nbsp;159155 |
| **Institutional Shares** |  |  |  |  |
| Issued | &nbsp;&nbsp;2684315 | &nbsp;&nbsp;&nbsp;&nbsp;251132 | &nbsp;&nbsp;&nbsp;&nbsp;4331190 | &nbsp;&nbsp;&nbsp;&nbsp;372295 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;954665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58902 |
| Redeemed | (3872119) | &nbsp;&nbsp;(366000) | &nbsp;&nbsp;(2627768) | &nbsp;&nbsp;(227572) |
| Net Increase (Decrease)—Institutional Shares | &nbsp;&nbsp;&nbsp;(233139) | &nbsp;&nbsp;&nbsp;&nbsp;(18986) | &nbsp;&nbsp;&nbsp;&nbsp;2384095 | &nbsp;&nbsp;&nbsp;&nbsp;203625 |

---

H. Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements.

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[**Table of Contents**](#JOB_Vangu_137eab4e-dc73-4b53-83b0-589411948ce5_TOCtm231735d3_infprotdscq1190)

#### Report of Independent Registered

#### Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Inflation-‎Protected Securities Fund

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of ‎investments, of Vanguard Inflation-Protected Securities Fund (one of the funds constituting Vanguard ‎Bond Index Funds, referred to hereafter as the "Fund") as of December 31, 2022, the related statement of ‎operations for the year ended December 31, 2022, the statement of changes in net assets for each of the ‎two years in the period ended December 31, 2022, including the related notes, and the financial highlights ‎for each of the five years in the period ended December 31, 2022 (collectively referred to as the "financial ‎statements"). In our opinion, the financial statements present fairly, in all material respects, the financial ‎position of the Fund as of December 31, 2022, the results of its operations for the year then ended, the ‎changes in its net assets for each of the two years in the period ended December 31, 2022 and the ‎financial highlights for each of the five years in the period ended December 31, 2022 in conformity with ‎accounting principles generally accepted in the United States of America. ‎

#### Basis for Opinion
These financial statements are the responsibility of the Fund's management. Our responsibility is to ‎express an opinion on the Fund's financial statements based on our audits. We are a public accounting ‎firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are ‎required to be independent with respect to the Fund in accordance with the U.S. federal securities laws ‎and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. ‎

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. ‎Those standards require that we plan and perform the audit to obtain reasonable assurance about whether ‎the financial statements are free of material misstatement, whether due to error or fraud. ‎

Our audits included performing procedures to assess the risks of material misstatement of the financial ‎statements, whether due to error or fraud, and performing procedures that respond to those risks. Such ‎procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the ‎financial statements. Our audits also included evaluating the accounting principles used and significant ‎estimates made by management, as well as evaluating the overall presentation of the financial ‎statements. Our procedures included confirmation of securities owned as of December 31, 2022 by ‎correspondence with the custodian, transfer agent and brokers; when replies were not received from ‎brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis ‎for our opinion.‎

‎ /s/PricewaterhouseCoopers LLP<br> Philadelphia, Pennsylvania<br> February 15, 2023‎

We have served as the auditor of one or more investment companies in The Vanguard Group of Funds ‎since 1975.

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Tax information (unaudited)

The fund hereby designates $2,764,785,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The fund hereby designates 100%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income dividends eligible to be treated as interest income for purposes of section 163(j) and the regulations thereunder for the fiscal year.

The fund hereby designates 100%, or if subsequently determined to be different, the maximum percentage allowable by law, as interest-related dividends eligible for exemption from U.S. withholding tax for nonresident alien shareholders.

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"Bloomberg<sup>®</sup>" and Bloomberg U.S. Treasury Inflation Protected Securities Index are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL), the administrator of the index (collectively, Bloomberg), and have been licensed for use for certain purposes by The Vanguard Group, Inc. (Vanguard).

The Inflation-Protected Securities Fund is not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Inflation-Protected Securities Fund or any member of the public regarding the advisability of investing in securities generally or in the Inflation-Protected Securities Fund particularly. The only relationship of Bloomberg to Vanguard is the licensing of certain trademarks, trade names and service marks and of the Bloomberg U.S. Treasury Inflation Protected Securities Index, which is determined, composed and calculated by BISL without regard to Vanguard or the Inflation-Protected Securities Fund. Bloomberg has no obligation to take the needs of Vanguard or the owners of the Inflation-Protected Securities Fund into consideration in determining, composing or calculating the Bloomberg U.S. Treasury Inflation Protected Securities Index. Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Inflation-Protected Securities Fund to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to Inflation-Protected Securities Fund customers, in connection with the administration, marketing or trading of the Inflation-Protected Securities Fund.

BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE BLOOMBERG U.S. TREASURY INFLATION PROTECTED SECURITIES INDEX OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY VANGUARD, OWNERS OF THE INFLATION-PROTECTED SECURITIES FUND OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG U.S. TREASURY INFLATION PROTECTED SECURITIES INDEX OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG U.S. TREASURY INFLATION PROTECTED SECURITIES INDEX OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES—WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE—ARISING IN CONNECTION WITH THE INFLATION-PROTECTED SECURITIES FUND OR BLOOMBERG U.S. TREASURY INFLATION PROTECTED SECURITIES INDEX OR ANY DATA OR VALUES RELATING THERETO—WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.© 2023 Bloomberg.

Used with Permission. Source: Bloomberg Index Services Limited. Copyright 2023, Bloomberg. All rights reserved.

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The People Who Govern Your Fund

The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund's trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.

A majority of Vanguard's board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 206 Vanguard funds.

Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the *Statement of Additional Information*, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.

#### Interested Trustee<sup>1</sup>

#### Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018–present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Member of the board of governors of the Investment Company Institute and the board of governors of FINRA. Trustee and vice chair of The Shipley School.

#### Independent Trustees

#### Tara Bunch
Born in 1962. Trustee since November 2021. Principal occupation(s) during the past five years and other experience: head of global operations at Airbnb (2020–present). Vice president of AppleCare (2012–2020). Member of the board of directors of Out & Equal (2002–2006), the advisory board of the University of California, Berkeley School of Engineering (2020–present), and the advisory board of Santa Clara University's Leavey School of Business (2018–present).

#### Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Member of the board of directors of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, Roberts Wesleyan College, and the Rochester Philharmonic Orchestra. Trustee of the University of Rochester.

1 Mr. Buckley is considered an "interested person," as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.

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F. Joseph Loughrey

Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services). Director of the V Foundation. Member of the advisory council for the College of Arts and Letters at the University of Notre Dame. Chairman of the board of Saint Anselm College.

#### Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM's Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.

#### Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: adjunct professor of finance at the University of Notre Dame (2020–present). Chief investment officer (retired 2020) and vice president (retired 2020) of the University of Notre Dame. Assistant professor (retired June 2020) of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Member of the board of Catholic Investment Services, Inc. (investment advisors), the board of superintendence of the Institute for the Works of Religion, and the board of directors of Paxos Trust Company (finance).

#### Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chief executive officer of Purposeful (advisory firm for CEOs and C-level executives; 2021–present). Board chair (2020), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of the Guardian Life Insurance Company of America. Member of the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, and the NewYork-Presbyterian Hospital.

#### André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Member of the board (2018–present) of RIT Capital Partners (investment firm). Member of the investment committee of Partners Health Care System.

#### Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Colin W. Brown Distinguished Professor of the Practice of Law (2021–present), professor (2020–present), Distinguished Fellow of the Global Financial Markets Center (2020–present), and Rubenstein Fellow (2017–2020) at Duke University. Trustee (2017–present) of Amherst College and member of Amherst College Investment Committee (2019–present). Member of the Regenerative Crisis Response Committee (2020–present).

#### David A. Thomas
Born in 1956. Trustee since July 2021. Principal occupation(s) during the past five years and other experience: president of Morehouse College (2018–present). Professor of business administration, emeritus at Harvard University (2017–2018). Dean (2011–2016) and professor of management (2016–2017) at the Georgetown University McDonough School of Business. Director of DTE Energy Company (2013–present). Trustee of Common Fund (2019–present).

#### Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Member of the BMW Group Mobility Council.

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#### Executive Officers

#### Jacqueline Angell
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer ‎‎(November 2022–present) of Vanguard and of each of the investment companies served by Vanguard. Chief compliance officer (2018–2022) ‎and deputy chief compliance officer (2017–2019) of State Street Corporation.

#### Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2021–present) and treasurer (2017–2022) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).

#### John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Special assistant to the President of the United States (2015).

#### Ashley Grim
Born in 1984. Principal occupation(s) during the past five years and other experience: treasurer (February 2022–present) of each of the ‎investment companies served by Vanguard. Fund transfer agent controller (2019–2022) and director of Audit Services (2017–2019) at ‎Vanguard. Senior manager (2015–2017) at PriceWaterhouseCoopers (audit and assurance, consulting, and tax services).

#### Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.

#### Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express. Nonexecutive director of the board of National Grid (energy).

#### Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.

#### Vanguard Senior Management Team

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| | |
|:---|:---|
| **Matthew Benchener** | **Thomas M. Rampulla** |
| **Joseph Brennan** | **Karin A. Risi** |
| **Mortimer J. Buckley** | **Anne E. Robinson** |
| **Gregory Davis** | **Michael Rollings** |
| **John James** | **Nitin Tandon** |
| **Chris D. McIsaac** | **Lauren Valente** |

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![](tm231735d3infprotdscq119i006.jpg)

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

#### Fund Information > 800-662-7447

#### Direct Investor Account Services > 800-662-2739

#### Institutional Investor Services > 800-523-1036

#### Text Telephone for People<br> Who Are Deaf or Hard of Hearing > 800-749-7273
This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund's current prospectus.

All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.

You can obtain a free copy of Vanguard's proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC's website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.

You can review information about your fund on the SEC's website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.

CFA® is a registered trademark owned by CFA Institute.© 2023 The Vanguard Group, Inc.<br> All rights reserved.<br> Vanguard Marketing Corporation, Distributor.

Q1190 022023

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![](tm231735d3ultssrtndq9310i001.jpg)

#### Annual Report \| December 31, 2022
Vanguard Ultra-Short Bond ETF

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Contents

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| | |
|:---|:---|
| Your Fund's Performance at a Glance<br>| 1 |
| Advisor's Report<br>| 2 |
| About Your Fund's Expenses<br>| 5 |
| Performance Summary<br>| 7 |
| Financial Statements<br>| 9 |

---

Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

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Your Fund's Performance at a Glance

• Despite some relief in midsummer and late fall, the 12 months ended December 31, 2022, were a volatile, challenging period for financial markets. For the 12 months ended December 31, 2022, Vanguard Ultra-Short Bond
ETF returned –0.43%, based on net asset value. The ETF lagged its benchmark, the Bloomberg U.S. Treasury Bellwethers: 1 Year Index, which returned –0.12%.

• Overall, the economic backdrop deteriorated as inflation soared to multidecade highs, driven by government spending during the pandemic as well as higher energy and food prices in the wake of Russia's invasion
of Ukraine. That prompted aggressive interest rate tightening by many central banks to bring inflation back in check, which caused bond prices to drop sharply and increased fears of recession.

• Treasury yields jumped higher across the maturity spectrum, but especially at the front end of the curve, and credit spreads widened.

• Unlike its benchmark, which consists of the most recently issued U.S. Treasury note, the ETF invests in a diversified portfolio of primarily high-quality securities in the credit
sector, including investment-grade corporates and asset-backed securities. With the widening in credit spreads that occurred over the period, the ETF modestly underperformed its benchmark.

#### Market Barometer

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| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;One Year | &nbsp;&nbsp;&nbsp;&nbsp;Three Years | &nbsp;&nbsp;&nbsp;&nbsp;Five Years |
| **Stocks** |  |  |  |
| Russell 1000 Index (Large-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.13% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.35% | &nbsp;&nbsp;&nbsp;&nbsp;9.13% |
| Russell 2000 Index (Small-caps) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-20.44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.10 | &nbsp;&nbsp;&nbsp;&nbsp;4.13 |
| Russell 3000 Index (Broad U.S. market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-19.21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.07 | &nbsp;&nbsp;&nbsp;&nbsp;8.79 |
| FTSE All-World ex US Index (International) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-15.49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.61 | &nbsp;&nbsp;&nbsp;&nbsp;1.28 |
| **Bonds** |  |  |  |
| Bloomberg U.S. Aggregate Float Adjusted Index<br> (Broad taxable market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-13.07% | &nbsp;&nbsp;&nbsp;&nbsp;-2.67% | &nbsp;&nbsp;&nbsp;&nbsp;0.06% |
| Bloomberg Municipal Bond Index<br> (Broad tax-exempt market) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-8.53 | &nbsp;&nbsp;&nbsp;&nbsp;-0.77 | &nbsp;&nbsp;&nbsp;&nbsp;1.25 |
| FTSE Three-Month U.S. Treasury Bill Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70 | &nbsp;&nbsp;&nbsp;&nbsp;1.24 |
| **CPI** |  |  |  |
| Consumer Price Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.45% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.92% | &nbsp;&nbsp;&nbsp;&nbsp;3.78% |

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Advisor's Report

For the 12 months ended December 31, 2022, Vanguard Ultra-Short Bond ETF returned –0.43%, based on net asset value. The ETF lagged its benchmark, the Bloomberg U.S. Treasury Bellwethers: 1 Year Index, which returned –0.12%.

With interest rates rising sharply, the ETF's 30-day SEC yield stood at 4.65% as of December 31, up from 0.64% a year earlier. The 30-day SEC yield is a proxy for a portfolio's potential annualized rate of income.

#### Investment environment
The period was defined by a historic rise in interest rates, which caused ripple effects across every sector of the financial markets and brought with it renewed volatility.

Concerns that had been weighing on market sentiment in late 2021 carried into 2022. Supply-chain bottlenecks persisted, labor remained in short supply in some sectors of the economy as unemployment rates continued to fall, and year-on-year inflation readings—which had been accelerating—climbed to multidecade highs across much of the world.

In late February, Russia's invasion of Ukraine injected more uncertainty into the markets. Oil headed north of $100 per barrel and staple food prices soared. While energy prices eventually began to cool amid slowing economic growth and the U.S. government's release of some of its strategic oil reserves to boost supply, price increases broadened to other categories of goods and services,

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| | | |
|:---|:---|:---|
| **Yields of U.S. Treasury Securities**  |  |  |
| Maturity | December 31,<br> 2021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;December 31,<br> 2022 |
| 2 years | 0.73% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.43% |
| 5 years | &nbsp;&nbsp;1.26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00 |
| 10 years | &nbsp;&nbsp;1.51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.87 |
| 30 years | &nbsp;&nbsp;1.90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.96 |
| Source: Vanguard. | Source: Vanguard. | Source: Vanguard. |

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heightening concerns that inflation might remain stubbornly high.

In response, major central banks wound down their bond-purchasing programs and began raising short-term interest rates. The Federal Reserve was especially aggressive, raising the federal funds rate target from near zero in March to a range of 4.25%–4.5% by the end of 2022.

Inflation readings did begin to ease down from multidecade highs late in the year, however, and the Fed began slowing the pace of its rate hikes.

Monetary policy tightening contributed to a steep rise across the maturity spectrum, but especially at the front end of the curve. The 2-year U.S. Treasury yield jumped 3.70 percentage points to end the period at 4.43%, while the 10-year U.S. Treasury yield climbed 2.36 percentage points to 3.87%. The average yield of corporate bonds over U.S. Treasuries widened during the period, leading them to underperform.

#### Management of the portfolio
The ETF's benchmark consists of the most recently issued U.S. Treasury note with a maturity of 1 year. While we target the same average duration as the benchmark, we take on credit exposure, which is expected to be a primary driver of excess returns for the ETF over time as credit securities offer a yield premium over the Treasury benchmark.

In the first part of the year, we reduced the overall credit risk in the ETF and moved the portfolio up in quality based on

our expectation that rising interest rates and Fed tightening would lead to a slowdown in the economy and wider credit spreads.

Despite our adoption of an even more conservative stance, which benefited the ETF, its return trailed that of its benchmark index as credit underperformed Treasuries for the period.

#### Outlook
The recent significant negative annual returns have understandably been distressing for bond investors.

With the repricing that has occurred, however, the outlook is substantially better than it was a year ago. That is likely to attract flows back into this asset class, especially given how strong fundamentals are from a credit standpoint.

Although the bond market may continue to see volatility as the Fed is likely to make more rate hikes, today's higher yields mean bonds can offer more of a cushion against further price declines.

Energy supply-and-demand concerns, diminishing capital flows, declining trade volumes, and falling output per person will probably lead to a global recession in the coming year. While we had upgraded the portfolio's credit quality based on that outlook, we are open to opportunistically increasing our credit exposure because of the widening in spreads that has taken place. At the same time, we are also favoring some sectors that tend to be more defensive in downturns.

------

Whatever the markets may bring, our experienced team of portfolio managers, traders, and credit analysts will continue to seek attractive investment opportunities that will add to the ETF's performance.

Portfolio Managers:

Daniel Shaykevich, Principal

Arvind Narayanan, CFA, Principal

Samuel C. Martinez, CFA

Vanguard Fixed Income Group

January 13, 2023

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About Your Fund's Expenses

As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund's gross income, directly reduce the investment return of the fund.

A fund's expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The accompanying table illustrates your fund's costs in two ways:

**•** **Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The "Ending Account Value" shown is derived from the fund's actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.** 

To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading "Expenses Paid During Period."

**•** **Based on hypothetical 5% yearly return. This section is intended to help you compare your fund's costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund's actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.** 

Note that the expenses shown in the table are meant to highlight and help you compare *ongoing* costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a "sales load."

The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

You can find more information about the fund's expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund's current prospectus.

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---

| | | | |
|:---|:---|:---|:---|
| **Period Ended December 31, 2022** |  |  |  |
| Ultra-Short Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning<br> Account Value<br> 6/30/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Ending<br> Account Value<br> 12/31/2022 | &nbsp;&nbsp;&nbsp;&nbsp;Expenses<br> Paid During<br> Period |
| Based on Actual Fund Return | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1007.60 | &nbsp;&nbsp;&nbsp;&nbsp;$0.51 |
| Based on Hypothetical 5% Yearly Return | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024.70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.51 |

---

The calculations are based on expenses incurred in the most recent six-month period. The fund's annualized six-month expense ratio for that period is 0.10%. The dollar amounts shown as "Expenses Paid" are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/365).

------

Ultra-Short Bond ETF

Performance Summary

**All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor's shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.**

#### Cumulative Performance: April 05, 2021, Through December 31, 2022
Initial Investment of $10,000

![](tm231735d3ultssrtndq9310i002.jpg)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;Average Annual Total Returns<br> Periods Ended December 31, 2022 |  |
|  |  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;Since<br> Inception<br> (4/5/2021) | &nbsp;&nbsp;&nbsp;&nbsp;Final Value<br> of a $10,000<br> Investment |
| ![](tm231735d3ultssrtndq9310i003.jpg) | &nbsp;&nbsp;&nbsp;Ultra-Short Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;-0.43% | &nbsp;&nbsp;&nbsp;&nbsp;-0.18% | &nbsp;&nbsp;&nbsp;&nbsp;$9969 |
|  | &nbsp;&nbsp;&nbsp;Ultra-Short Bond ETF Market Price | &nbsp;&nbsp;&nbsp;&nbsp;-0.39 | &nbsp;&nbsp;&nbsp;&nbsp;-0.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9979 |
| ![](tm231735d3ultssrtndq9310i004.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Treasury Bellwethers: 1 Year Index | &nbsp;&nbsp;&nbsp;&nbsp;-0.12 | &nbsp;&nbsp;&nbsp;&nbsp;-0.09 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 |
| ![](tm231735d3ultssrtndq9310i005.jpg) | &nbsp;&nbsp;&nbsp;Bloomberg U.S. Aggregate Bond Index | &nbsp;&nbsp;&nbsp;-13.01 | &nbsp;&nbsp;&nbsp;&nbsp;-6.81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8846 |

---

"Since Inception" performance is calculated from the fund's inception date for both the fund and its comparative standard(s).

#### Cumulative Returns of ETF Shares: April 05, 2021, Through December 31, 2022
Initial Investment of $10,000

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;One<br> Year | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Since<br> Inception<br> (4/05/2021) |
| Ultra-Short Bond ETF Market Price | &nbsp;&nbsp;&nbsp;-0.39% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0.21% |
| Ultra-Short Bond ETF Net Asset Value | &nbsp;&nbsp;&nbsp;-0.43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0.31 |
| Bloomberg U.S. Treasury Bellwethers: 1 Year Index | &nbsp;&nbsp;&nbsp;-0.12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;-0.16 |

---

For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares' market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares' market price was above or below the NAV.

See Financial Highlights for dividend and capital gains information.

------

Ultra-Short Bond ETF

Fund Allocation

As of December 31, 2022

---

| | |
|:---|:---|
| Asset-Backed/Commercial Mortgage-Backed Securities | 10.8% |
| Corporate Bonds | 62.9 |
| Short-Term Reserves | &nbsp;&nbsp;&nbsp;4.4 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;1.4 |
| Treasury/Agency | 20.5 |

---

The table reflects the fund's investments, except for derivatives. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.

------

Ultra-Short Bond ETF

Financial Statements

Schedule of Investments

As of December 31, 2022

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.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value•  ($000) |
| **U.S. Government and Agency Obligations (4.0%)** | **U.S. Government and Agency Obligations (4.0%)** | **U.S. Government and Agency Obligations (4.0%)** | **U.S. Government and Agency Obligations (4.0%)** | **U.S. Government and Agency Obligations (4.0%)** | **U.S. Government and Agency Obligations (4.0%)** |
| **U.S. Government Securities (4.0%)** | **U.S. Government Securities (4.0%)** | **U.S. Government Securities (4.0%)** | **U.S. Government Securities (4.0%)** | **U.S. Government Securities (4.0%)** | **U.S. Government Securities (4.0%)** |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | 12/31/24 | &nbsp;&nbsp; 130000 | &nbsp;&nbsp; 129553 |
| **Total U.S. Government and Agency Obligations (Cost $129,547)** | **Total U.S. Government and Agency Obligations (Cost $129,547)** | **Total U.S. Government and Agency Obligations (Cost $129,547)** | **Total U.S. Government and Agency Obligations (Cost $129,547)** | **Total U.S. Government and Agency Obligations (Cost $129,547)** | &nbsp;&nbsp;&nbsp;**129553** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (11.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.1%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (11.1%)** |
| <sup>1</sup> | Ally Auto Receivables Trust Class A2 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.670% | 4/15/25 | &nbsp;&nbsp; 6842 | &nbsp;&nbsp; 6774 |
| <sup>1</sup> | Ally Auto Receivables Trust Class A2 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | 10/15/25 | &nbsp;&nbsp; 12500 | &nbsp;&nbsp; 12435 |
| <sup>1</sup> | Ally Auto Receivables Trust Class A3 Series 2019-3 | &nbsp;&nbsp;&nbsp;&nbsp;1.930% | 5/15/24 | &nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>1</sup> | Ally Auto Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.310% | 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3403 |
| <sup>1,2</sup> | American Credit Acceptance Receivables Trust Class A Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | 9/15/25 | &nbsp;&nbsp; 81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>1,2</sup> | American Credit Acceptance Receivables Trust Class B Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.860% | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 |
| <sup>1</sup> | AmeriCredit Automobile Receivables Trust Class A2 Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.260% | 11/18/24 | &nbsp;&nbsp; 81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>1</sup> | AmeriCredit Automobile Receivables Trust Class A2A Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | 12/18/25 | &nbsp;&nbsp; 10468 | &nbsp;&nbsp; 10381 |
| <sup>1</sup> | AmeriCredit Automobile Receivables Trust Class A3 Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.340% | 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp; 2912 |
| <sup>1,2</sup> | ARI Fleet Lease Trust Class A2 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.370% | 3/15/30 | &nbsp;&nbsp; 3536 | &nbsp;&nbsp; 3476 |
| <sup>1,2</sup> | ARI Fleet Lease Trust Class A2 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.120% | 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 |
| <sup>1,2</sup> | ARI Fleet Lease Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.430% | 1/15/31 | &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;478 |
| <sup>1,2</sup> | Avis Budget Rental Car Funding AESOP LLC Class A Series 2017-2A | &nbsp;&nbsp;&nbsp;&nbsp;2.970% | 3/20/24 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1745 |
| <sup>1</sup> | BMW Vehicle Lease Trust Class A2 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.670% | 5/28/24 | &nbsp;&nbsp; 1433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422 |
| <sup>1</sup> | BMW Vehicle Owner Trust Class A2A Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.520% | 12/26/24 | &nbsp;&nbsp; 4759 | &nbsp;&nbsp; 4712 |
| <sup>1</sup> | BMW Vehicle Owner Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.210% | 8/25/26 | &nbsp;&nbsp; 4250 | &nbsp;&nbsp; 4142 |
| <sup>1</sup> | Capital One Prime Auto Receivables Trust Class A2 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.320% | 2/18/25 | &nbsp;&nbsp; 663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
| <sup>1</sup> | Capital One Prime Auto Receivables Trust Class A2a Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.740% | 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7913 |
| <sup>1</sup> | CarMax Auto Owner Trust Class A2 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.910% | 2/18/25 | &nbsp;&nbsp; 2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523 |
| <sup>1</sup> | CarMax Auto Owner Trust Class A2A Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;0.290% | 9/16/24 | &nbsp;&nbsp; 762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 |
| <sup>1</sup> | CarMax Auto Owner Trust Class A2A Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.240% | 11/15/24 | &nbsp;&nbsp; 493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>1</sup> | CarMax Auto Owner Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp; 1167 |
| <sup>1</sup> | Carvana Auto Receivables Trust Class A2 Series 2021-P3 | &nbsp;&nbsp;&nbsp;&nbsp;0.380% | 1/10/25 | &nbsp;&nbsp; 396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>1</sup> | Carvana Auto Receivables Trust Class A3 Series 2022-P1 | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 |
| <sup>1,2</sup> | Chase Auto Owner Trust Class A2 Series 2022-AA | &nbsp;&nbsp;&nbsp;&nbsp;3.860% | 10/27/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451 |
| <sup>1</sup> | CNH Equipment Trust Class A2 Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | 1/15/25 | &nbsp;&nbsp; 644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1</sup> | CNH Equipment Trust Class A2 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.940% | 12/15/25 | &nbsp;&nbsp; 2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756 |
| <sup>1</sup> | CNH Equipment Trust Class A2 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.420% | 7/15/26 | &nbsp;&nbsp; 5630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651 |
| <sup>1</sup> | CNH Equipment Trust Class A3 Series 2020-A | &nbsp;&nbsp;&nbsp;&nbsp;1.160% | 6/16/25 | &nbsp;&nbsp; 123 | &nbsp;&nbsp; 121 |
| <sup>1,2,3</sup> | Connecticut Avenue Securities Trust Class 1M1 Series 2021-R01, SOFR30A + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp;3.747% | 10/25/41 | &nbsp;&nbsp; 732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| <sup>1</sup> | Daimler Trucks Retail Trust Class A2 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.070% | 9/16/24 | &nbsp;&nbsp; 4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 |
| <sup>1,2</sup> | Dell Equipment Finance Trust Class A2 Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | 12/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
| <sup>1,2</sup> | Dell Equipment Finance Trust Class A2 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.030% | 7/22/27 | &nbsp;&nbsp; 3270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 |
| <sup>1,2</sup> | DLL LLC Class A4 Series 2019-MT3 | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | 9/21/26 | &nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| <sup>1,2</sup> | DLLAA LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;0.360% | 5/17/24 | &nbsp;&nbsp; 799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 |
| <sup>1,2</sup> | DLLAD LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;0.350% | 9/20/24 | &nbsp;&nbsp; 1836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809 |
| <sup>1,2</sup> | Dllmt LLC Class A2 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.600% | 3/20/24 | &nbsp;&nbsp; 859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 |
| <sup>1,2</sup> | DLLST LLC Class A3 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2926 |
| <sup>1,2</sup> | DLLST LLC Class A4 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.690% | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437 |
| <sup>1,2</sup> | Donlen Fleet Lease Funding 2 LLC Class A2 Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.560% | 12/11/34 | &nbsp;&nbsp; 1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1069 |
| <sup>1</sup> | Drive Auto Receivables Trust Class A3 Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;0.790% | 10/15/25 | &nbsp;&nbsp; 942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
| <sup>1</sup> | Drive Auto Receivables Trust Class B Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | 7/15/25 | &nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>1</sup> | Drive Auto Receivables Trust Class D Series 2018-5 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | 4/15/26 | &nbsp;&nbsp; 3985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3978 |
| <sup>1</sup> | Drive Auto Receivables Trust Class D Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.090% | 6/15/26 | &nbsp;&nbsp; 127 | &nbsp;&nbsp; 127 |
| <sup>1,2</sup> | DT Auto Owner Trust Class A Series 2021-2A | &nbsp;&nbsp;&nbsp;&nbsp;0.410% | 3/17/25 | &nbsp;&nbsp; 302 | &nbsp;&nbsp; 301 |
| <sup>1,2</sup> | DT Auto Owner Trust Class A Series 2021-3A | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | 4/15/25 | &nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 |
| <sup>1,2</sup> | DT Auto Owner Trust Class A Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.560% | 9/15/25 | &nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>1,2</sup> | DT Auto Owner Trust Class A Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;2.880% | 6/15/26 | &nbsp;&nbsp; 3505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448 |
| <sup>1,2</sup> | Enterprise Fleet Financing LLC Class A2 Series 2019-3 | &nbsp;&nbsp;&nbsp;&nbsp;2.060% | 5/20/25 | &nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>1,2</sup> | Enterprise Fleet Financing LLC Class A2 Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.480% | 5/20/27 | &nbsp;&nbsp; 3525 | &nbsp;&nbsp; 3374 |
| <sup>1</sup> | Exeter Automobile Receivables Trust Class A3 Series 2021-4A | &nbsp;&nbsp;&nbsp;&nbsp;0.680% | 7/15/25 | &nbsp;&nbsp; 223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 |
| <sup>1</sup> | Exeter Automobile Receivables Trust Class A3 Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | 11/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp; 2474 |
| <sup>1,2,3,4</sup> | Fannie Mae Connecticut Avenue Securities Class 2M1 Series 2021-R02, SOFR + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp;3.897% | 11/25/41 | &nbsp;&nbsp; 1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 |
| <sup>1,2</sup> | Flagship Credit Auto Trust Class A Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.370% | 12/15/26 | &nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 |
| <sup>1,2</sup> | Flagship Credit Auto Trust Class A Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;0.360% | 7/15/27 | &nbsp;&nbsp; 893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
| <sup>1,2</sup> | Flagship Credit Auto Trust Class A Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.810% | 7/17/26 | &nbsp;&nbsp; 893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
| <sup>1</sup> | Ford Credit Auto Lease Trust Class A2 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.240% | 4/15/24 | &nbsp;&nbsp; 743 | &nbsp;&nbsp; 742 |
| <sup>1</sup> | Ford Credit Auto Lease Trust Class A3 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.370% | 10/15/24 | &nbsp;&nbsp; 3780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692 |
| <sup>1</sup> | Ford Credit Auto Lease Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.370% | 7/15/25 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 |
| <sup>1</sup> | Ford Credit Auto Lease Trust Class C Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.780% | 9/15/25 | &nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 |
| <sup>1</sup> | Ford Credit Auto Lease Trust Class C Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;4.180% | 10/15/25 | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 |
| <sup>1,2</sup> | Ford Credit Auto Owner Trust Class A Series 2018-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.470% | 1/15/30 | &nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1835 |
| <sup>1,2</sup> | Ford Credit Auto Owner Trust Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.520% | 7/15/30 | &nbsp;&nbsp; 6330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6206 |
| <sup>1</sup> | Ford Credit Auto Owner Trust Class A2 Series 2022-D | &nbsp;&nbsp;&nbsp;&nbsp;5.370% | 8/15/25 | &nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3757 |
| <sup>1</sup> | Ford Credit Auto Owner Trust Class A2A Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.440% | 2/15/25 | &nbsp;&nbsp; 8380 | &nbsp;&nbsp; 8315 |
| <sup>1</sup> | Ford Credit Auto Owner Trust Class A2A Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;4.520% | 4/15/25 | &nbsp;&nbsp; 3530 | &nbsp;&nbsp; 3516 |
| <sup>1</sup> | Ford Credit Auto Owner Trust Class A4 Series 2019-A | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | 8/15/24 | &nbsp;&nbsp; 484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>1</sup> | Ford Credit Auto Owner Trust Class A4 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.300% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992 |
| <sup>1</sup> | Ford Credit Floorplan Master Owner Trust Class A Series 2020-1B | &nbsp;&nbsp;&nbsp;&nbsp;0.980% | 9/15/25 | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>1</sup> | Ford Credit Floorplan Master Owner Trust Class A1 Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | 9/15/25 | &nbsp;&nbsp; 4720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568 |
| <sup>1</sup> | Ford Credit Floorplan Master Owner Trust Class D Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.120% | 9/15/25 | &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;486 |
| <sup>1,2,3,4</sup> | Freddie Mac STACR REMIC Trust Class M1 Series 2021-DNA6, SOFR30A + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp;3.797% | 10/25/41 | &nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1,2</sup> | GLS Auto Receivables Issuer Trust Class A Series 2021-3A | &nbsp;&nbsp;&nbsp;&nbsp;0.420% | 1/15/25 | &nbsp;&nbsp; 180 | &nbsp;&nbsp; 179 |
| <sup>1,2</sup> | GLS Auto Receivables Issuer Trust Class A Series 2021-4A | &nbsp;&nbsp;&nbsp;&nbsp;0.840% | 7/15/25 | &nbsp;&nbsp; 639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
| <sup>1,2</sup> | GLS Auto Receivables Trust Class A Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;1.980% | 8/15/25 | &nbsp;&nbsp; 1016 | &nbsp;&nbsp; 1001 |
| <sup>1</sup> | GM Financial Automobile Leasing Trust Class A4 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | 5/20/26 | &nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 |
| <sup>1</sup> | GM Financial Automobile Leasing Trust Class B Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.020% | 5/20/26 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698 |
| <sup>1</sup> | GM Financial Consumer Automobile Receivables Trust Class A2 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.760% | 2/18/25 | &nbsp;&nbsp; 1836 | &nbsp;&nbsp; 1811 |
| <sup>1</sup> | GM Financial Consumer Automobile Receivables Trust Class A2A Series 2022-3 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 9/16/25 | &nbsp;&nbsp; 9720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9627 |
| <sup>1</sup> | GM Financial Consumer Automobile Receivables Trust Class A2a Series 2022-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | 11/17/25 | &nbsp;&nbsp; 12500 | &nbsp;&nbsp; 12443 |
| <sup>1,3</sup> | GS Mortgage Securities Trust Class B Series 2013-GC12 | &nbsp;&nbsp;&nbsp;&nbsp;3.777% | 6/10/46 | &nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>1</sup> | Harley-Davidson Motorcycle Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.060% | 2/15/27 | &nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1215 |
| <sup>1,2</sup> | Hertz Vehicle Financing III LLC Class A Series 2022-3A | &nbsp;&nbsp;&nbsp;&nbsp;3.370% | 3/25/25 | &nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1716 |
| <sup>1,2</sup> | Hertz Vehicle Financing III LLC Class C Series 2022-3A | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | 3/25/25 | &nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| <sup>1</sup> | Honda Auto Receivables Owner Trust Class A2 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.810% | 3/18/25 | &nbsp;&nbsp; 4750 | &nbsp;&nbsp; 4710 |
| <sup>1</sup> | Honda Auto Receivables Owner Trust Class A3 Series 2019-4 | &nbsp;&nbsp;&nbsp;&nbsp;1.830% | 1/18/24 | &nbsp;&nbsp; 226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>1,2</sup> | HPEFS Equipment Trust Class A2 Series 2021-2A | &nbsp;&nbsp;&nbsp;&nbsp;0.300% | 9/20/28 | &nbsp;&nbsp; 647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| <sup>1,2</sup> | HPEFS Equipment Trust Class A2 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;1.020% | 5/21/29 | &nbsp;&nbsp; 1094 | &nbsp;&nbsp; 1076 |
| <sup>1,2</sup> | HPEFS Equipment Trust Class A3 Series 2021-2A | &nbsp;&nbsp;&nbsp;&nbsp;0.360% | 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 |
| <sup>1,2</sup> | HPEFS Equipment Trust Class A3 Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | 9/20/29 | &nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1742 |
| <sup>1,2</sup> | Hyundai Auto Lease Securitization Trust Class A2 Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.240% | 1/16/24 | &nbsp;&nbsp; 981 | &nbsp;&nbsp; 976 |
| <sup>1,2</sup> | Hyundai Auto Lease Securitization Trust Class A2 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;0.810% | 4/15/24 | &nbsp;&nbsp; 2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649 |
| <sup>1,2</sup> | Hyundai Auto Lease Securitization Trust Class A3 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.330% | 6/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 |
| <sup>1,2</sup> | Hyundai Auto Lease Securitization Trust Class B Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.610% | 10/15/25 | &nbsp;&nbsp; 4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048 |
| <sup>1</sup> | Hyundai Auto Receivables Trust Class A2 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.640% | 5/15/25 | &nbsp;&nbsp; 5190 | &nbsp;&nbsp; 5137 |
| <sup>1</sup> | Hyundai Auto Receivables Trust Class A2a Series 2020-C | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | 11/17/25 | &nbsp;&nbsp; 5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5242 |
| <sup>1</sup> | Hyundai Auto Receivables Trust Class A2A Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.360% | 10/15/24 | &nbsp;&nbsp; 3349 | &nbsp;&nbsp; 3311 |
| <sup>1</sup> | John Deere Owner Trust Class A2 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.730% | 6/16/25 | &nbsp;&nbsp; 3180 | &nbsp;&nbsp; 3152 |
| <sup>1,2</sup> | JPMorgan Chase Bank NA - CACLN Class B Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.889% | 12/26/28 | &nbsp;&nbsp; 2586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485 |
| <sup>1,2</sup> | Kubota Credit Owner Trust Class A2 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.070% | 6/17/25 | &nbsp;&nbsp; 3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3869 |
| <sup>1</sup> | Mercedes-Benz Auto Lease Trust Class A3 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.400% | 11/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4859 |
| <sup>1</sup> | Mercedes-Benz Auto Receivables Trust Class A2 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.260% | 10/15/25 | &nbsp;&nbsp; 7690 | &nbsp;&nbsp; 7704 |
| <sup>1</sup> | Nissan Auto Lease Trust Class A2 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.300% | 12/15/23 | &nbsp;&nbsp; 659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>1</sup> | Nissan Auto Receivables Owner Trust Class A2 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 8/15/25 | &nbsp;&nbsp; 6530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480 |
| <sup>1,2,3</sup> | RESIMAC Bastille Trust Class A1B Series 2021-2NCA, SOFR + 0.740% | &nbsp;&nbsp;&nbsp;&nbsp;3.762% | &nbsp;&nbsp;&nbsp;&nbsp;2/3/53 | &nbsp;&nbsp; 981 | &nbsp;&nbsp; 974 |
| <sup>1,2</sup> | Santander Bank NA - SBCLN Class B Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;1.833% | 12/15/31 | &nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>1</sup> | Santander Drive Auto Receivables Trust Class A3 Series 2022-3 | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4521 |
| <sup>1</sup> | Santander Drive Auto Receivables Trust Class A3 Series 2022-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.140% | 2/16/27 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 |
| <sup>1</sup> | Santander Drive Auto Receivables Trust Class A3 Series 2022-5 | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp; 4112 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1</sup> | Santander Drive Auto Receivables Trust Class A3 Series 2022-6 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | 11/16/26 | &nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1108 |
| <sup>1</sup> | Santander Drive Auto Receivables Trust Class B Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.590% | 9/15/25 | &nbsp;&nbsp; 2077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 |
| <sup>1,2</sup> | Santander Retail Auto Lease Trust Class A2 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.310% | 1/22/24 | &nbsp;&nbsp; 418 | &nbsp;&nbsp; 417 |
| <sup>1,2</sup> | Santander Retail Auto Lease Trust Class A2 Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.290% | 4/22/24 | &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>1,2</sup> | Santander Retail Auto Lease Trust Class A3 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.510% | 8/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903 |
| <sup>1,2</sup> | Santander Retail Auto Lease Trust Class A3 Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | 3/20/25 | &nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| <sup>1,2</sup> | Santander Retail Auto Lease Trust Class A4 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.330% | 10/20/26 | &nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1199 |
| <sup>1,2</sup> | Santander Retail Auto Lease Trust Class B Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | 3/22/27 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
| <sup>1,2</sup> | Tesla Auto Lease Trust Class A2 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.360% | 9/22/25 | &nbsp;&nbsp; 1249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221 |
| <sup>1,2</sup> | Tesla Auto Lease Trust Class A3 Series 2020-A | &nbsp;&nbsp;&nbsp;&nbsp;0.680% | 12/20/23 | &nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>1</sup> | Toyota Auto Receivables Owner Trust Class A2A Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.830% | 8/15/25 | &nbsp;&nbsp; 7250 | &nbsp;&nbsp; 7178 |
| <sup>1</sup> | Toyota Auto Receivables Owner Trust Class A2a Series 2022-D | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | 1/15/26 | &nbsp;&nbsp; 8150 | &nbsp;&nbsp; 8161 |
| <sup>1,2</sup> | Toyota Lease Owner Trust Class A3 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.420% | 10/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 |
| <sup>1,2</sup> | USAA Auto Owner Trust Class A2 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | 2/18/25 | &nbsp;&nbsp; 10140 | &nbsp;&nbsp; 10110 |
| <sup>1</sup> | Verizon Master Trust Class A1a Series 2022-5 | &nbsp;&nbsp;&nbsp;&nbsp;3.720% | 7/20/27 | &nbsp;&nbsp; 7500 | &nbsp;&nbsp; 7392 |
| <sup>1</sup> | Verizon Master Trust Class B Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.270% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 |
| <sup>1</sup> | Verizon Master Trust Class B Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.390% | 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466 |
| <sup>1</sup> | Verizon Owner Trust Class C Series 2019-C | &nbsp;&nbsp;&nbsp;&nbsp;2.160% | 4/22/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2990 |
| <sup>1</sup> | Verizon Owner Trust Class C Series 2020-B | &nbsp;&nbsp;&nbsp;&nbsp;0.830% | 2/20/25 | &nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2637 |
| <sup>1</sup> | Volkswagen Auto Lease Trust Class A2 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | 10/21/24 | &nbsp;&nbsp; 9262 | &nbsp;&nbsp; 9144 |
| <sup>1,2</sup> | Westlake Automobile Receivables Trust Class A2A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp;0.390% | 10/15/24 | &nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>1,2</sup> | Westlake Automobile Receivables Trust Class A2A Series 2021-2A | &nbsp;&nbsp;&nbsp;&nbsp;0.320% | 4/15/25 | &nbsp;&nbsp; 1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254 |
| <sup>1,2</sup> | Westlake Automobile Receivables Trust Class A3 Series 2021-3A | &nbsp;&nbsp;&nbsp;&nbsp;0.950% | 6/16/25 | &nbsp;&nbsp; 2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 |
| <sup>1,2</sup> | Westlake Automobile Receivables Trust Class A3 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;2.420% | 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 |
| <sup>1,2</sup> | Wheels Fleet Lease Funding 1 LLC Class A Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;2.470% | 10/18/36 | &nbsp;&nbsp; 681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>1</sup> | World Omni Auto Receivables Trust Class A2 Series 2021-D | &nbsp;&nbsp;&nbsp;&nbsp;0.350% | 12/16/24 | &nbsp;&nbsp; 814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 |
| <sup>1</sup> | World Omni Auto Receivables Trust Class A2 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.730% | 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7896 |
| <sup>1</sup> | World Omni Auto Receivables Trust Class A2a Series 2022-D | &nbsp;&nbsp;&nbsp;&nbsp;5.510% | 3/16/26 | &nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7003 |
| <sup>1</sup> | World Omni Automobile Lease Securitization Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.340% | 6/15/27 | &nbsp;&nbsp; 540 | &nbsp;&nbsp; 519 |
| <sup>1</sup> | World Omni Automobile Lease Securitization Trust Class B Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.670% | 6/15/27 | &nbsp;&nbsp; 790 | &nbsp;&nbsp; 764 |
| <sup>1</sup> | World Omni Select Auto Trust Class A2 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.290% | 2/18/25 | &nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $366,938)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $366,938)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $366,938)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $366,938)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $366,938)** | &nbsp;&nbsp;&nbsp;**362203** |
| **Corporate Bonds (64.8%)** | **Corporate Bonds (64.8%)** | **Corporate Bonds (64.8%)** | **Corporate Bonds (64.8%)** | **Corporate Bonds (64.8%)** | **Corporate Bonds (64.8%)** |
| **Communications (2.5%)** | **Communications (2.5%)** | **Communications (2.5%)** | **Communications (2.5%)** | **Communications (2.5%)** | **Communications (2.5%)** |
|  | AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.900% | 3/25/24 | &nbsp;&nbsp; 199 | &nbsp;&nbsp; 189 |
|  | British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 12/4/23 | &nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
|  | Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/24 | &nbsp;&nbsp; 1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273 |
|  | Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | 4/15/24 | &nbsp;&nbsp; 1136 | &nbsp;&nbsp; 1119 |
| <sup>2</sup> | Cox Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | 6/30/23 | &nbsp;&nbsp; 9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9450 |
| <sup>2</sup> | Deutsche Telekom International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;2.485% | 9/19/23 | &nbsp;&nbsp; 11829 | &nbsp;&nbsp; 11579 |
|  | Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.030% | 1/25/24 | &nbsp;&nbsp; 4098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049 |
|  | Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | 4/15/24 | &nbsp;&nbsp; 4096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 |
| <sup>2</sup> | Magallanes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.428% | 3/15/24 | &nbsp;&nbsp; 3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 |
| <sup>2</sup> | NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.583% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/24 | &nbsp;&nbsp; 10660 | &nbsp;&nbsp;&nbsp; 10111 |
| <sup>2</sup> | NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.142% | 7/26/24 | &nbsp;&nbsp; 5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5452 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | 10/1/23 | &nbsp;&nbsp; 928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
|  | Sprint LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | 9/15/23 | &nbsp;&nbsp; 7895 | &nbsp;&nbsp; 8013 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | 3/28/24 | &nbsp;&nbsp; 14702 | &nbsp;&nbsp; 14349 |
| <sup>5</sup> | Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 2/17/23 | &nbsp;&nbsp; 4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | 3/22/24 | &nbsp;&nbsp; 3303 | &nbsp;&nbsp; 3135 |
|  | Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | 2/19/23 | &nbsp;&nbsp; 299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**81659** |
| **Consumer Discretionary (5.7%)** | **Consumer Discretionary (5.7%)** | **Consumer Discretionary (5.7%)** | **Consumer Discretionary (5.7%)** | **Consumer Discretionary (5.7%)** | **Consumer Discretionary (5.7%)** |
|  | Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | 2/22/23 | &nbsp;&nbsp; 138 | &nbsp;&nbsp; 138 |
|  | Amazon.Com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | 11/29/24 | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14993 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | 5/10/23 | &nbsp;&nbsp; 1352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/7/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | 7/14/23 | &nbsp;&nbsp; 1453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | &nbsp;&nbsp;&nbsp;&nbsp;9/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3395 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 10/10/23 | &nbsp;&nbsp; 22631 | &nbsp;&nbsp;&nbsp;&nbsp;22405 |
|  | American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | 1/12/24 | &nbsp;&nbsp; 4182 | &nbsp;&nbsp; 4124 |
|  | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | 1/15/23 | &nbsp;&nbsp; 1511 | &nbsp;&nbsp; 1510 |
|  | AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 7/15/23 | &nbsp;&nbsp; 6561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6481 |
| <sup>2</sup> | BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/23 | &nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 |
| <sup>2</sup> | BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | 4/12/23 | &nbsp;&nbsp; 6480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6453 |
| <sup>2</sup> | BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | 9/15/23 | &nbsp;&nbsp; 6446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 |
| <sup>2</sup> | BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;0.800% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/24 | &nbsp;&nbsp; 2615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
| <sup>2</sup> | BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | 4/18/24 | &nbsp;&nbsp; 2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 |
| <sup>2</sup> | Daimler Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | 3/10/23 | &nbsp;&nbsp; 5320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5289 |
| <sup>2</sup> | Daimler Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/4/23 | &nbsp;&nbsp; 547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
| <sup>2</sup> | Daimler Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 2/22/24 | &nbsp;&nbsp; 4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4206 |
| <sup>2</sup> | Daimler Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/24 | &nbsp;&nbsp; 3514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408 |
| <sup>2</sup> | ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | 11/1/23 | &nbsp;&nbsp; 13691 | &nbsp;&nbsp; 13377 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/5/23 | &nbsp;&nbsp; 3850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;5/9/23 | &nbsp;&nbsp; 2893 | &nbsp;&nbsp; 2876 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | 6/19/23 | &nbsp;&nbsp; 5119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | 1/17/24 | &nbsp;&nbsp; 2282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 |
| <sup>2</sup> | Harley-Davidson Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | 2/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;997 |
|  | Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 9/15/23 | &nbsp;&nbsp; 1602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 |
| <sup>2</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | 3/15/23 | &nbsp;&nbsp; 4252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4233 |
| <sup>2</sup> | Nissan Motor Acceptance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 9/21/23 | &nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 |
| <sup>2</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.043% | 9/15/23 | &nbsp;&nbsp; 5337 | &nbsp;&nbsp; 5215 |
|  | Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | 10/1/23 | &nbsp;&nbsp; 1132 | &nbsp;&nbsp; 1120 |
|  | Stellantis NV | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | 4/15/23 | &nbsp;&nbsp; 2954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  | Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.681% | 3/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | 1/10/23 | &nbsp;&nbsp; 4236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | 1/11/23 | &nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/24 | &nbsp;&nbsp; 12250 | &nbsp;&nbsp; 12053 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | 3/22/24 | &nbsp;&nbsp;&nbsp; 7765 | &nbsp;&nbsp; 7536 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | 9/20/24 | &nbsp;&nbsp; 4482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4444 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | Volkswagen Financial Services Australia Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | 4/17/23 | &nbsp;&nbsp; 2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
| <sup>2</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 5/12/23 | &nbsp;&nbsp; 6205 | &nbsp;&nbsp; 6158 |
| <sup>2</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | 11/22/23 | &nbsp;&nbsp; 15698 | &nbsp;&nbsp; 15073 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**187849** |
| **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** |
| <sup>2</sup> | 7-Eleven Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.800% | 2/10/24 | &nbsp;&nbsp; 16013 | &nbsp;&nbsp; 15232 |
|  | Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 1/31/24 | &nbsp;&nbsp; 10360 | &nbsp;&nbsp; 10254 |
|  | Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | 2/14/24 | &nbsp;&nbsp; 4944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 |
|  | BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.222% | 8/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 |
| <sup>2</sup> | CK Hutchison International 17 II Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 3/29/23 | &nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
| <sup>2</sup> | Coca-Cola Europacific Partners plc | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 |
| <sup>2</sup> | Danone SA | &nbsp;&nbsp;&nbsp;&nbsp;2.589% | 11/2/23 | &nbsp;&nbsp; 14967 | &nbsp;&nbsp; 14643 |
|  | Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 9/18/23 | &nbsp;&nbsp; 4154 | &nbsp;&nbsp; 4112 |
|  | GSK Consumer Healthcare Capital US LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.024% | 3/24/24 | &nbsp;&nbsp; 3760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3648 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.130% | 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4703 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | 3/15/24 | &nbsp;&nbsp; 931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 |
|  | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1181 |
|  | Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | 3/17/24 | &nbsp;&nbsp; 1136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | 5/10/23 | &nbsp;&nbsp; 4712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4661 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | 11/15/23 | &nbsp;&nbsp; 14610 | &nbsp;&nbsp; 14440 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/24 | &nbsp;&nbsp; 281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | 11/15/24 | &nbsp;&nbsp; 11781 | &nbsp;&nbsp; 11791 |
|  | Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | 9/15/23 | &nbsp;&nbsp; 2820 | &nbsp;&nbsp; 2812 |
|  | Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 3/22/23 | &nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
|  | Walgreens Boots Alliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.950% | 11/17/23 | &nbsp;&nbsp; 8571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8266 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**110636** |
| **Energy (3.7%)** | **Energy (3.7%)** | **Energy (3.7%)** | **Energy (3.7%)** | **Energy (3.7%)** | **Energy (3.7%)** |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | 6/30/24 | &nbsp;&nbsp; 1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/24 | &nbsp;&nbsp; 9930 | &nbsp;&nbsp; 9618 |
|  | Ecopetrol SA | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | 9/18/23 | &nbsp;&nbsp; 4545 | &nbsp;&nbsp; 4519 |
|  | Enable Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | 5/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949 |
|  | Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 10/1/23 | &nbsp;&nbsp; 9930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9828 |
|  | Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | 10/4/23 | &nbsp;&nbsp; 4382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236 |
| <sup>3</sup> | Enbridge Inc., SOFR + 0.630% | &nbsp;&nbsp;&nbsp;&nbsp;3.342% | 2/16/24 | &nbsp;&nbsp; 1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596 |
|  | Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | 1/15/23 | &nbsp;&nbsp; 82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
|  | Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | 3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4490 |
|  | Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | 9/15/23 | &nbsp;&nbsp; 2210 | &nbsp;&nbsp; 2191 |
|  | Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | 1/15/24 | &nbsp;&nbsp; 894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 |
|  | Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/24 | &nbsp;&nbsp; 5220 | &nbsp;&nbsp; 5156 |
|  | Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 4/15/24 | &nbsp;&nbsp; 252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
|  | EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | 3/15/23 | &nbsp;&nbsp; 5146 | &nbsp;&nbsp; 5119 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | 2/15/23 | &nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/24 | &nbsp;&nbsp; 4796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4734 |
|  | Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/24 | &nbsp;&nbsp; 2977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | 1/15/23 | &nbsp;&nbsp; 633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>2</sup> | Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | 11/15/23 | &nbsp;&nbsp; 5707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5708 |
|  | MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 7/15/23 | &nbsp;&nbsp; 7130 | &nbsp;&nbsp; 7099 |
|  | Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;0.900% | 2/15/24 | &nbsp;&nbsp; 9594 | &nbsp;&nbsp; 9182 |
|  | Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp; 4917 |
| <sup>2</sup> | Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | 11/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 192 |
|  | Schlumberger Investment SA | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 12/1/23 | &nbsp;&nbsp; 6185 | &nbsp;&nbsp; 6107 |
|  | Sinopec Group Overseas Development 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | 10/17/23 | &nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
|  | Thai Oil PCL | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 1/23/23 | &nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | Thaioil Treasury Center Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 1/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
|  | TotalEnergies Capital Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 7/15/23 | &nbsp;&nbsp; 3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | 1/15/24 | &nbsp;&nbsp; 536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529 |
|  | TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 10/16/23 | &nbsp;&nbsp; 5796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 11/15/23 | &nbsp;&nbsp; 9345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9275 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/24 | &nbsp;&nbsp; 5211 | &nbsp;&nbsp; 5143 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**120988** |
| **Financials (29.3%)** | **Financials (29.3%)** | **Financials (29.3%)** | **Financials (29.3%)** | **Financials (29.3%)** | **Financials (29.3%)** |
|  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | 10/29/23 | &nbsp;&nbsp; 572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 |
|  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | 1/16/24 | &nbsp;&nbsp; 2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233 |
| <sup>3</sup> | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, SOFR + 0.680% | &nbsp;&nbsp;&nbsp;&nbsp;3.733% | 9/29/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
|  | Affiliated Managers Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | 2/15/24 | &nbsp;&nbsp; 1704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1684 |
|  | Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | 1/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999 |
|  | Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 1/15/23 | &nbsp;&nbsp; 4855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 |
|  | Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;7/3/23 | &nbsp;&nbsp; 2812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788 |
|  | Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 9/15/23 | &nbsp;&nbsp; 3375 | &nbsp;&nbsp; 3313 |
|  | Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | 2/15/24 | &nbsp;&nbsp; 1837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1736 |
|  | Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;6/5/23 | &nbsp;&nbsp; 7807 | &nbsp;&nbsp; 7723 |
|  | Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | 10/2/23 | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9687 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 2/27/23 | &nbsp;&nbsp; 4391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4382 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/23 | &nbsp;&nbsp; 8723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8658 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 2/22/24 | &nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
|  | American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/3/24 | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12742 |
| <sup>2</sup> | ANZ New Zealand International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | 2/13/23 | &nbsp;&nbsp; 2966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 |
| <sup>2</sup> | ANZ New Zealand International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 3/19/24 | &nbsp;&nbsp; 4863 | &nbsp;&nbsp; 4760 |
|  | Aon plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 11/27/23 | &nbsp;&nbsp; 13614 | &nbsp;&nbsp; 13479 |
|  | Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 2/10/23 | &nbsp;&nbsp; 716 | &nbsp;&nbsp; 714 |
| <sup>2</sup> | ASB Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 6/14/23 | &nbsp;&nbsp; 281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>2</sup> | Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | 5/26/23 | &nbsp;&nbsp; 1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 |
| <sup>2</sup> | Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | 10/13/23 | &nbsp;&nbsp; 17773 | &nbsp;&nbsp;&nbsp; 17162 |
| <sup>3,5</sup> | Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5.029% | 7/26/29 | &nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 |
|  | Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 2/23/23 | &nbsp;&nbsp; 7645 | &nbsp;&nbsp; 7623 |
|  | Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;3.848% | 4/12/23 | &nbsp;&nbsp; 6681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6653 |
|  | Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;2.706% | 6/27/24 | &nbsp;&nbsp; 11800 | &nbsp;&nbsp; 11327 |
|  | Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;0.701% | 6/30/24 | &nbsp;&nbsp; 5698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 |
| <sup>3,5</sup> | Banco Santander SA, 3M Australian Bank Bill Rate + 1.650% | &nbsp;&nbsp;&nbsp;&nbsp;4.612% | 1/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
|  | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/5/24 | &nbsp;&nbsp; 10333 | &nbsp;&nbsp; 10294 |
|  | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.486% | 5/19/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.523% | 6/14/24 | &nbsp;&nbsp; 1919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
|  | Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | 3/15/25 | &nbsp;&nbsp; 5376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5238 |
|  | Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;0.400% | 9/15/23 | &nbsp;&nbsp; 15137 | &nbsp;&nbsp; 14654 |
|  | Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | 12/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 192 |
|  | Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/24 | &nbsp;&nbsp; 14161 | &nbsp;&nbsp; 13897 |
|  | Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | 9/14/24 | &nbsp;&nbsp; 3491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | 8/16/23 | &nbsp;&nbsp; 228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 12/7/23 | &nbsp;&nbsp; 1609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/24 | &nbsp;&nbsp; 1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/23 | &nbsp;&nbsp; 13897 | &nbsp;&nbsp; 13727 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;0.400% | 9/15/23 | &nbsp;&nbsp; 9285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8984 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | 9/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
|  | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 2/11/24 | &nbsp;&nbsp; 2797 | &nbsp;&nbsp; 2749 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;2.440% | 3/11/24 | &nbsp;&nbsp; 779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | 4/15/24 | &nbsp;&nbsp; 483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>2</sup> | Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | 2/27/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;28406 |
|  | Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.338% | 5/16/24 | &nbsp;&nbsp; 3967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 |
| <sup>3,5</sup> | Barclays plc, 3M Australian Bank Bill Rate + 1.800% | &nbsp;&nbsp;&nbsp;&nbsp;4.553% | 6/15/23 | &nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 |
| <sup>2</sup> | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | 1/10/24 | &nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4668 |
| <sup>2</sup> | BNZ International Funding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/23 | &nbsp;&nbsp; 2122 | &nbsp;&nbsp; 2117 |
| <sup>2</sup> | BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 1/11/23 | &nbsp;&nbsp; 1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
| <sup>2</sup> | BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 9/12/23 | &nbsp;&nbsp; 4160 | &nbsp;&nbsp; 4109 |
| <sup>2</sup> | BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | 10/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp; 5764 |
|  | BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 4/15/24 | &nbsp;&nbsp; 14263 | &nbsp;&nbsp; 14020 |
| <sup>3,5</sup> | BPCE SA, 3M Australian Bank Bill Rate + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp;4.129% | 4/26/23 | &nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>2</sup> | Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.600% | 6/28/23 | &nbsp;&nbsp; 10575 | &nbsp;&nbsp; 10335 |
| <sup>2</sup> | Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | 12/15/23 | &nbsp;&nbsp; 851 | &nbsp;&nbsp; 815 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | 6/22/23 | &nbsp;&nbsp; 9540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9336 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;0.950% | 6/23/23 | &nbsp;&nbsp; 6787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6660 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 9/13/23 | &nbsp;&nbsp; 5324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5261 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | 12/14/23 | &nbsp;&nbsp; 1426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1366 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | 5/11/23 | &nbsp;&nbsp; 5547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 6/15/23 | &nbsp;&nbsp; 1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | 1/29/24 | &nbsp;&nbsp; 732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 |
|  | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/24 | &nbsp;&nbsp; 1424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403 |
|  | Chubb INA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | 3/13/23 | &nbsp;&nbsp; 1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 5/15/23 | &nbsp;&nbsp; 5550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5521 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 10/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4954 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.678% | 5/15/24 | &nbsp;&nbsp; 7423 | &nbsp;&nbsp; 7318 |
|  | Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.044% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/24 | &nbsp;&nbsp; 3318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 |
| <sup>2</sup> | Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | 3/16/23 | &nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
|  | Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 8/22/24 | &nbsp;&nbsp; 2335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2295 |
| <sup>2</sup> | Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.400% | 9/13/23 | &nbsp;&nbsp; 10344 | &nbsp;&nbsp; 10012 |
| <sup>2</sup> | Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | 12/8/23 | &nbsp;&nbsp; 5902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653 |
| <sup>2</sup> | Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 4/24/23 | &nbsp;&nbsp; 4313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290 |
| <sup>2</sup> | Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 9/12/23 | &nbsp;&nbsp; 115 | &nbsp;&nbsp; 113 |
|  | Discover Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/23 | &nbsp;&nbsp; 1744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 |
|  | Discover Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;8/8/23 | &nbsp;&nbsp; 6311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6268 |
| <sup>2</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/6/23 | &nbsp;&nbsp; 6939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6855 |
| <sup>2</sup> | Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | 11/17/23 | &nbsp;&nbsp; 10024 | &nbsp;&nbsp; 9616 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/23 | &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;494 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | 1/16/24 | &nbsp;&nbsp; 3101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3071 |
|  | First Republic Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.912% | 2/12/24 | &nbsp;&nbsp; 3238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224 |
| <sup>2,6</sup> | Five Corners Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.419% | 11/15/23 | &nbsp;&nbsp; 37505 | &nbsp;&nbsp; 37148 |
| <sup>2</sup> | GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | 12/8/23 | &nbsp;&nbsp; 1228 | &nbsp;&nbsp; 1181 |
| <sup>2</sup> | GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;4/8/24 | &nbsp;&nbsp; 7590 | &nbsp;&nbsp;&nbsp; 7112 |
|  | GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | 3/30/23 | &nbsp;&nbsp; 721 | &nbsp;&nbsp; 717 |
|  | GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 2/15/24 | &nbsp;&nbsp; 2334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | 5/16/23 | &nbsp;&nbsp; 2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.217% | 12/6/23 | &nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12550 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 2/20/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4424 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.673% | &nbsp;&nbsp;&nbsp;&nbsp;3/8/24 | &nbsp;&nbsp; 3168 | &nbsp;&nbsp; 3130 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 3/15/24 | &nbsp;&nbsp; 18000 | &nbsp;&nbsp; 17553 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.925% | 10/21/24 | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
| <sup>3,5</sup> | Goldman Sachs Group Inc., 3M Australian Bank Bill Rate + 1.200% | &nbsp;&nbsp;&nbsp;&nbsp;3.503% | 5/16/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 136 |
|  | HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | 5/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | 2/16/24 | &nbsp;&nbsp; 3163 | &nbsp;&nbsp; 2148 |
|  | HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | 5/18/24 | &nbsp;&nbsp; 12765 | &nbsp;&nbsp; 12656 |
|  | HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;0.732% | 8/17/24 | &nbsp;&nbsp; 12477 | &nbsp;&nbsp; 12027 |
| <sup>3,5</sup> | HSBC Holdings plc, 3M Australian Bank Bill Rate + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | 2/16/24 | &nbsp;&nbsp; 1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 |
|  | HSBC USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 5/24/24 | &nbsp;&nbsp; 5540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5437 |
|  | Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | 10/6/23 | &nbsp;&nbsp; 5924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 |
| <sup>2</sup> | ING Bank NV | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | 9/25/23 | &nbsp;&nbsp; 2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624 |
|  | ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | 10/2/23 | &nbsp;&nbsp; 4871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4831 |
|  | Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 1/30/24 | &nbsp;&nbsp; 8720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8650 |
|  | Jackson Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | 11/22/23 | &nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
| <sup>2</sup> | Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | 1/30/24 | &nbsp;&nbsp; 246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/23 | &nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | 5/18/23 | &nbsp;&nbsp; 3394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.697% | 3/16/24 | &nbsp;&nbsp; 7228 | &nbsp;&nbsp; 7155 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.559% | 4/23/24 | &nbsp;&nbsp; 11951 | &nbsp;&nbsp; 11874 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 5/13/24 | &nbsp;&nbsp; 5319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5230 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.514% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/24 | &nbsp;&nbsp; 1277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.797% | 7/23/24 | &nbsp;&nbsp; 5849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5793 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 6/14/25 | &nbsp;&nbsp; 4240 | &nbsp;&nbsp; 4149 |
| <sup>2</sup> | Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | 6/15/23 | &nbsp;&nbsp; 4024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988 |
| <sup>5</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 3/20/23 | &nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | 8/16/23 | &nbsp;&nbsp; 10300 | &nbsp;&nbsp; 10229 |
| <sup>5</sup> | Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | 11/23/23 | &nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | 3/12/24 | &nbsp;&nbsp; 612 | &nbsp;&nbsp; 601 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;0.695% | 5/11/24 | &nbsp;&nbsp; 21960 | &nbsp;&nbsp;&nbsp;&nbsp;21532 |
|  | Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | 5/15/23 | &nbsp;&nbsp; 8443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8362 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | 10/15/23 | &nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 3/15/24 | &nbsp;&nbsp; 10961 | &nbsp;&nbsp; 10809 |
| <sup>2</sup> | MassMutual Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp;0.480% | 8/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1941 |
| <sup>2</sup> | Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/24 | &nbsp;&nbsp; 1233 | &nbsp;&nbsp; 1165 |
| <sup>2</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 1/10/23 | &nbsp;&nbsp; 3011 | &nbsp;&nbsp; 3010 |
| <sup>2</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;0.400% | &nbsp;&nbsp;&nbsp;&nbsp;1/7/24 | &nbsp;&nbsp; 9161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8734 |
| <sup>2</sup> | Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | 1/11/24 | &nbsp;&nbsp; 7294 | &nbsp;&nbsp; 7184 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.761% | 7/26/23 | &nbsp;&nbsp; 15000 | &nbsp;&nbsp; 14884 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.527% | 9/13/23 | &nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.407% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5300 | &nbsp;&nbsp; 5183 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.848% | 9/15/24 | &nbsp;&nbsp; 268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.241% | 7/10/24 | &nbsp;&nbsp; 3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | 5/22/23 | &nbsp;&nbsp; 2453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2444 |
| <sup>3</sup> | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.598% | 11/10/23 | &nbsp;&nbsp; 10296 | &nbsp;&nbsp; 10256 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;0.529% | 1/25/24 | &nbsp;&nbsp; 2567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2551 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;0.731% | &nbsp;&nbsp;&nbsp;&nbsp;4/5/24 | &nbsp;&nbsp; 4593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4526 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.737% | 4/24/24 | &nbsp;&nbsp; 3441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421 |
|  | Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 4/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939 |
| <sup>2</sup> | MUFG Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/23 | &nbsp;&nbsp; 580 | &nbsp;&nbsp; 576 |
| <sup>2</sup> | MUFG Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 3/10/24 | &nbsp;&nbsp; 2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |
|  | National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | 4/12/23 | &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;298 |
| <sup>2</sup> | Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | 1/27/23 | &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;299 |
|  | NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 9/12/23 | &nbsp;&nbsp; 2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592 |
|  | NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.519% | 6/25/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 |
| <sup>2</sup> | NatWest Markets plc | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | 5/21/23 | &nbsp;&nbsp; 2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 |
| <sup>2</sup> | New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp;5/5/23 | &nbsp;&nbsp; 526 | &nbsp;&nbsp; 519 |
| <sup>2</sup> | New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | 1/17/24 | &nbsp;&nbsp; 594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 |
| <sup>2</sup> | Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/23 | &nbsp;&nbsp; 1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 8/30/23 | &nbsp;&nbsp; 4640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594 |
|  | Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 8/30/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4950 |
| <sup>2</sup> | Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | 3/14/23 | &nbsp;&nbsp; 1523 | &nbsp;&nbsp; 1515 |
| <sup>2</sup> | Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/23 | &nbsp;&nbsp; 2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2681 |
| <sup>2</sup> | Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/24 | &nbsp;&nbsp; 3447 | &nbsp;&nbsp; 3374 |
|  | PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/23 | &nbsp;&nbsp; 2914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 |
|  | PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | 7/25/23 | &nbsp;&nbsp; 1159 | &nbsp;&nbsp; 1150 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 1/23/24 | &nbsp;&nbsp; 7334 | &nbsp;&nbsp; 7221 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | 4/29/24 | &nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1156 |
| <sup>2</sup> | Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343 |
|  | Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 5/15/23 | &nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 |
| <sup>2</sup> | Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;1/8/24 | &nbsp;&nbsp; 7059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6732 |
| <sup>2</sup> | Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | 4/12/24 | &nbsp;&nbsp; 4246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005 |
| <sup>2</sup> | Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.502% | 4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp; 5137 |
| <sup>2</sup> | Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.391% | &nbsp;&nbsp;&nbsp;&nbsp;7/7/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
| <sup>2</sup> | Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.631% | 10/13/23 | &nbsp;&nbsp; 4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4609 |
|  | Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.631% | 10/13/23 | &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;290 |
| <sup>2</sup> | Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp;0.473% | 1/12/24 | &nbsp;&nbsp; 2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 |
|  | Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | 9/15/23 | &nbsp;&nbsp; 246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
| <sup>2</sup> | Reliance Standard Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | 1/21/23 | &nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
| <sup>2</sup> | Reliance Standard Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | 9/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5620 |
|  | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | 10/5/23 | &nbsp;&nbsp; 13115 | &nbsp;&nbsp; 12987 |
|  | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | 10/26/23 | &nbsp;&nbsp; 2702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2606 |
|  | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;0.425% | 1/19/24 | &nbsp;&nbsp; 5304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5062 |
|  | Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | 7/26/24 | &nbsp;&nbsp; 19498 | &nbsp;&nbsp; 19231 |
| <sup>2</sup> | Santander UK plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | 11/7/23 | &nbsp;&nbsp; 2365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2339 |
| <sup>2</sup> | Skandinaviska Enskilda Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 6253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6066 |
|  | State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 9/28/23 | &nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | 5/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6257 |
|  | State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | 11/20/23 | &nbsp;&nbsp; 281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | Sumitomo Mitsui Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | 1/10/24 | &nbsp;&nbsp; 477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>5</sup> | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.604% | &nbsp;&nbsp;&nbsp;&nbsp;3/7/23 | &nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | 7/19/23 | &nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.936% | 10/16/23 | &nbsp;&nbsp; 3021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.508% | 1/12/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>2</sup> | Sumitomo Mitsui Trust Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;0.800% | 9/12/23 | &nbsp;&nbsp; 3889 | &nbsp;&nbsp; 3768 |
| <sup>2</sup> | Sumitomo Mitsui Trust Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;0.850% | 3/25/24 | &nbsp;&nbsp; 8560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8096 |
| <sup>2</sup> | Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/23 | &nbsp;&nbsp; 3050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | 6/12/23 | &nbsp;&nbsp; 1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 7/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp; 3474 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | 9/11/23 | &nbsp;&nbsp; 4949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | &nbsp;&nbsp;&nbsp;&nbsp;3/4/24 | &nbsp;&nbsp; 10210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9697 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | 3/11/24 | &nbsp;&nbsp; 5339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5226 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.285% | 9/13/24 | &nbsp;&nbsp; 4654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597 |
|  | Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.689% | &nbsp;&nbsp;&nbsp;&nbsp;8/2/24 | &nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2170 |
| <sup>2</sup> | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 1228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
| <sup>2</sup> | UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | &nbsp;&nbsp;&nbsp;&nbsp;2/9/24 | &nbsp;&nbsp; 1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359 |
| <sup>2</sup> | UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;1.008% | 7/30/24 | &nbsp;&nbsp; 16110 | &nbsp;&nbsp; 15679 |
|  | US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;2/5/24 | &nbsp;&nbsp; 6502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6390 |
| <sup>2</sup> | USAA Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/23 | &nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | 8/15/23 | &nbsp;&nbsp; 7027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6981 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.654% | &nbsp;&nbsp;&nbsp;&nbsp;6/2/24 | &nbsp;&nbsp; 4456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 |
|  | Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 5/15/23 | &nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.800% | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**955432** |
| **Health Care (5.8%)** | **Health Care (5.8%)** | **Health Care (5.8%)** | **Health Care (5.8%)** | **Health Care (5.8%)** | **Health Care (5.8%)** |
|  | AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 11/14/23 | &nbsp;&nbsp; 1206 | &nbsp;&nbsp; 1194 |
|  | Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | 6/15/23 | &nbsp;&nbsp; 11180 | &nbsp;&nbsp; 11065 |
|  | AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.737% | 3/15/23 | &nbsp;&nbsp; 3117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091 |
|  | AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | 5/15/24 | &nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2119 |
|  | Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | 8/19/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 |
|  | Anthem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | 1/15/23 | &nbsp;&nbsp; 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 |
|  | Anthem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.450% | 3/15/23 | &nbsp;&nbsp; 481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 |
|  | AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;0.300% | 5/26/23 | &nbsp;&nbsp; 6285 | &nbsp;&nbsp; 6174 |
|  | Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.868% | 12/1/23 | &nbsp;&nbsp; 586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 |
| <sup>3</sup> | Baxter International Inc., SOFR + 0.260% | &nbsp;&nbsp;&nbsp;&nbsp;3.113% | 12/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp; 7934 |
| <sup>2</sup> | Bayer US Finance II LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 12/15/23 | &nbsp;&nbsp; 15299 | &nbsp;&nbsp; 15062 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | 2/20/23 | &nbsp;&nbsp; 3247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.537% | 11/13/23 | &nbsp;&nbsp; 3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 5/15/24 | &nbsp;&nbsp; 1317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | 7/26/24 | &nbsp;&nbsp; 807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | 3/15/23 | &nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
|  | Cigna Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944 |
|  | Cigna Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467 |
|  | Cigna Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 6/15/24 | &nbsp;&nbsp; 1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 |
|  | CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 12/5/23 | &nbsp;&nbsp; 379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
| <sup>2</sup> | GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | 11/15/24 | &nbsp;&nbsp; 9867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9899 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 3736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3673 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | 9/29/23 | &nbsp;&nbsp; 8779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8505 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/24 | &nbsp;&nbsp; 1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 |
|  | Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | &nbsp;&nbsp;&nbsp;&nbsp;8/3/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 |
|  | Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | 3/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5933 |
|  | McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | 3/15/23 | &nbsp;&nbsp; 2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862 |
| <sup>2</sup> | Mylan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 1/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 |
|  | Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/24 | &nbsp;&nbsp; 2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048 |
|  | PerkinElmer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | 9/15/23 | &nbsp;&nbsp; 13386 | &nbsp;&nbsp; 12948 |
| <sup>2</sup> | Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | 9/17/23 | &nbsp;&nbsp; 4737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 |
|  | Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;9/2/23 | &nbsp;&nbsp; 14169 | &nbsp;&nbsp; 13731 |
|  | Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | 9/23/23 | &nbsp;&nbsp; 6157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 |
|  | SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.688% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15907 |
|  | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | 11/26/23 | &nbsp;&nbsp; 10446 | &nbsp;&nbsp; 10362 |
|  | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.797% | 10/18/23 | &nbsp;&nbsp; 11815 | &nbsp;&nbsp; 11434 |
| <sup>3</sup> | Thermo Fisher Scientific Inc., SOFR + 0.350% | &nbsp;&nbsp;&nbsp;&nbsp;3.409% | 4/18/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4995 |
|  | Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/23 | &nbsp;&nbsp; 149 | &nbsp;&nbsp; 149 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**188787** |
| **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** | **Industrials (3.5%)** |
|  | Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.167% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/23 | &nbsp;&nbsp; 1984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977 |
|  | Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.508% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/23 | &nbsp;&nbsp; 8940 | &nbsp;&nbsp; 8911 |
|  | Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp;2/4/24 | &nbsp;&nbsp; 4535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4338 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 3/15/23 | &nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 2194 | &nbsp;&nbsp; 2178 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | 3/15/23 | &nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/23 | &nbsp;&nbsp; 533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 |
|  | Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | 5/15/23 | &nbsp;&nbsp; 2088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/2/23 | &nbsp;&nbsp; 7563 | &nbsp;&nbsp; 7434 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | 1/15/24 | &nbsp;&nbsp; 5448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5373 |
|  | CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 8/15/23 | &nbsp;&nbsp; 2844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2825 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
|  | Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 10/1/23 | &nbsp;&nbsp; 8107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031 |
| <sup>2</sup> | Daimler Trucks Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | 12/14/23 | &nbsp;&nbsp; 6170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5926 |
|  | Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | 2/15/23 | &nbsp;&nbsp; 543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
|  | Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 12/1/23 | &nbsp;&nbsp; 2892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.670% | 8/16/23 | &nbsp;&nbsp; 15062 | &nbsp;&nbsp; 14621 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;1/6/23 | &nbsp;&nbsp; 136 | &nbsp;&nbsp; 136 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.250% | 1/17/23 | &nbsp;&nbsp; 242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | 1/27/23 | &nbsp;&nbsp; 104 | &nbsp;&nbsp; 104 |
|  | John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | 10/11/24 | &nbsp;&nbsp; 5881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5864 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | 6/15/23 | &nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | 1/15/24 | &nbsp;&nbsp; 526 | &nbsp;&nbsp; 519 |
| <sup>5</sup> | QPH Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/7/23 | &nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
|  | Raytheon Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 12/15/23 | &nbsp;&nbsp; 2976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942 |
|  | Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | 5/15/23 | &nbsp;&nbsp; 2749 | &nbsp;&nbsp; 2745 |
|  | Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.350% | 8/15/23 | &nbsp;&nbsp; 3185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096 |
|  | Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/9/23 | &nbsp;&nbsp; 123 | &nbsp;&nbsp; 122 |
|  | Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | 12/1/23 | &nbsp;&nbsp; 3530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 |
|  | Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 3/18/24 | &nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>2</sup> | Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | 3/11/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 |
| <sup>2</sup> | Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 3/16/24 | &nbsp;&nbsp; 474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463 |
|  | Trane Technologies Global Holding Co Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | 6/15/23 | &nbsp;&nbsp; 2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 |
|  | Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 4/15/23 | &nbsp;&nbsp; 3226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203 |
|  | Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;6/8/23 | &nbsp;&nbsp; 7983 | &nbsp;&nbsp; 7929 |
|  | Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/24 | &nbsp;&nbsp; 1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321 |
|  | Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | 5/15/23 | &nbsp;&nbsp; 3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3892 |
| <sup>5</sup> | WSO Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 7/14/23 | &nbsp;&nbsp; 1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**115179** |
| **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** |
|  | Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 |
|  | Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;5/8/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1933 |
|  | Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;7/5/24 | &nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1115 |
| <sup>2</sup> | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/23 | &nbsp;&nbsp; 7579 | &nbsp;&nbsp; 7527 |
| <sup>2</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.734% | 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 |
|  | Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | 1/15/24 | &nbsp;&nbsp; 1761 | &nbsp;&nbsp; 1814 |
|  | Indonesia Asahan Aluminium Persero PT | &nbsp;&nbsp;&nbsp;&nbsp;5.710% | 11/15/23 | &nbsp;&nbsp; 4126 | &nbsp;&nbsp; 4125 |
|  | LYB International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 7/15/23 | &nbsp;&nbsp; 3210 | &nbsp;&nbsp; 3186 |
|  | LyondellBasell Industries NV | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | 4/15/24 | &nbsp;&nbsp; 2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 |
|  | Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | 7/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897 |
|  | Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | 11/15/23 | &nbsp;&nbsp; 15001 | &nbsp;&nbsp; 14869 |
|  | Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | 5/13/23 | &nbsp;&nbsp; 9555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9439 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**55265** |
| **Real Estate (3.0%)** | **Real Estate (3.0%)** | **Real Estate (3.0%)** | **Real Estate (3.0%)** | **Real Estate (3.0%)** | **Real Estate (3.0%)** |
|  | American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | 6/15/23 | &nbsp;&nbsp; 10664 | &nbsp;&nbsp; 10555 |
|  | American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.600% | 1/15/24 | &nbsp;&nbsp; 4251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051 |
|  | American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | 2/15/24 | &nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | 3/15/23 | &nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | 12/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5945 |
|  | Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 10757 | &nbsp;&nbsp; 10581 |
|  | Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/24 | &nbsp;&nbsp; 3774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3708 |
|  | Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | 6/15/23 | &nbsp;&nbsp; 5526 | &nbsp;&nbsp; 5510 |
|  | Crown Castle International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | 7/15/23 | &nbsp;&nbsp; 7446 | &nbsp;&nbsp; 7361 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | Federal Realty Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | 1/15/24 | &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;494 |
| <sup>5</sup> | General Property Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.591% | 11/7/23 | &nbsp;&nbsp; 3380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2282 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
|  | Kimco Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/24 | &nbsp;&nbsp; 1221 | &nbsp;&nbsp; 1182 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | 10/15/23 | &nbsp;&nbsp; 7889 | &nbsp;&nbsp; 7829 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/23 | &nbsp;&nbsp; 3553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525 |
|  | Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;2/6/24 | &nbsp;&nbsp; 4950 | &nbsp;&nbsp; 4917 |
| <sup>5</sup> | Shopping Centres Australasia Property Group | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/7/24 | &nbsp;&nbsp; 1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 19698 | &nbsp;&nbsp; 19489 |
|  | Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/24 | &nbsp;&nbsp; 3599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3546 |
|  | Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 4/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 |
|  | Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | 1/15/24 | &nbsp;&nbsp; 2469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2445 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**99192** |
| **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** | **Technology (2.3%)** |
|  | Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp;2/1/23 | &nbsp;&nbsp; 2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 |
|  | Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | 1/13/23 | &nbsp;&nbsp; 195 | &nbsp;&nbsp; 195 |
|  | Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | 1/15/23 | &nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>2</sup> | Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | 6/15/23 | &nbsp;&nbsp; 866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 |
|  | Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | 6/15/23 | &nbsp;&nbsp; 6074 | &nbsp;&nbsp; 6074 |
|  | Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/23 | &nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
|  | Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | 10/1/23 | &nbsp;&nbsp; 11840 | &nbsp;&nbsp; 11718 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 3637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3608 |
|  | Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 3699 | &nbsp;&nbsp; 3676 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | 10/2/23 | &nbsp;&nbsp; 15157 | &nbsp;&nbsp; 15065 |
|  | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | 2/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4485 |
|  | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | 7/15/23 | &nbsp;&nbsp; 699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 |
|  | Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | 9/15/23 | &nbsp;&nbsp; 8893 | &nbsp;&nbsp; 8713 |
|  | Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.900% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | &nbsp;&nbsp;&nbsp;&nbsp;4/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
|  | VMware Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.600% | 8/15/23 | &nbsp;&nbsp; 8726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8479 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**73567** |
| **Utilities (3.9%)** | **Utilities (3.9%)** | **Utilities (3.9%)** | **Utilities (3.9%)** | **Utilities (3.9%)** | **Utilities (3.9%)** |
|  | Abu Dhabi National Energy Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;5/6/24 | &nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  | American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | 11/1/23 | &nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908 |
|  | Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;3/9/23 | &nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
|  | Baltimore Gas and Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/23 | &nbsp;&nbsp; 2239 | &nbsp;&nbsp; 2219 |
|  | Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | 11/15/23 | &nbsp;&nbsp; 2892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2859 |
|  | Connecticut Light and Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | 1/15/23 | &nbsp;&nbsp; 3960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 |
|  | Consolidated Edison Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | 12/1/23 | &nbsp;&nbsp; 2446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 |
|  | Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | 8/15/23 | &nbsp;&nbsp; 1529 | &nbsp;&nbsp; 1514 |
|  | Delmarva Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 11/15/23 | &nbsp;&nbsp; 404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 |
| <sup>2</sup> | Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | 1/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985 |
|  | DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | 3/15/24 | &nbsp;&nbsp; 7655 | &nbsp;&nbsp; 7528 |
|  | Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | 10/15/23 | &nbsp;&nbsp; 8132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8061 |
|  | Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;9/1/23 | &nbsp;&nbsp; 108 | &nbsp;&nbsp; 107 |
|  | Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | 11/1/23 | &nbsp;&nbsp; 9071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950 |
|  | Edison International | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | 3/15/23 | &nbsp;&nbsp; 5620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587 |
|  | Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;0.620% | 11/17/23 | &nbsp;&nbsp; 5062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4872 |
|  | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;5/1/23 | &nbsp;&nbsp; 2443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 |
|  | Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | 12/1/23 | &nbsp;&nbsp; 5344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 |
| <sup>3</sup> | Eversource Energy, SOFR + 0.250% | &nbsp;&nbsp;&nbsp;&nbsp;2.941% | 8/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2387 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | 9/15/23 | &nbsp;&nbsp; 1382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1368 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.650% | &nbsp;&nbsp;&nbsp;&nbsp;3/1/23 | &nbsp;&nbsp; 4965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.940% | 3/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3896 |
| <sup>3</sup> | NextEra Energy Capital Holdings Inc., SOFR + 0.400% | &nbsp;&nbsp;&nbsp;&nbsp;3.012% | 11/3/23 | &nbsp;&nbsp; 7300 | &nbsp;&nbsp; 7271 |
|  | Oklahoma Gas and Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.553% | 5/26/23 | &nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
|  | Public Service Electric and Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | 5/15/23 | &nbsp;&nbsp; 2556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.841% | 11/8/23 | &nbsp;&nbsp; 5368 | &nbsp;&nbsp; 5170 |
|  | Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp;4/3/23 | &nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 |
|  | Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp;6/1/23 | &nbsp;&nbsp; 1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 |
|  | Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp;8/1/23 | &nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 |
|  | Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 10/1/23 | &nbsp;&nbsp; 7643 | &nbsp;&nbsp; 7548 |
|  | Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/23 | &nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 |
|  | Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | 2/26/24 | &nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | 10/1/23 | &nbsp;&nbsp; 2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588 |
|  | State Grid Overseas Investment 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | 5/22/23 | &nbsp;&nbsp; 1258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
| <sup>2</sup> | State Grid Overseas Investment BVI Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;5/2/23 | &nbsp;&nbsp; 2353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2343 |
| <sup>5</sup> | United Energy Distribution Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | 9/12/23 | &nbsp;&nbsp; 4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2883 |
|  | Virginia Electric and Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 3/15/23 | &nbsp;&nbsp; 170 | &nbsp;&nbsp; 169 |
|  | WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.550% | 9/15/23 | &nbsp;&nbsp; 9300 | &nbsp;&nbsp; 9001 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | 10/15/23 | &nbsp;&nbsp; 6813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6559 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**128866** |
| **Total Corporate Bonds (Cost $2,140,286)** | **Total Corporate Bonds (Cost $2,140,286)** | **Total Corporate Bonds (Cost $2,140,286)** | **Total Corporate Bonds (Cost $2,140,286)** | **Total Corporate Bonds (Cost $2,140,286)** | **2117420** |
| **Sovereign Bonds (1.5%)** | **Sovereign Bonds (1.5%)** | **Sovereign Bonds (1.5%)** | **Sovereign Bonds (1.5%)** | **Sovereign Bonds (1.5%)** | **Sovereign Bonds (1.5%)** |
| <sup>5</sup> | Airservices Australia | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | 5/15/23 | &nbsp;&nbsp; 1060 | &nbsp;&nbsp; 719 |
|  | Export-Import Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | 1/14/23 | &nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
| <sup>7</sup> | Korea Monetary Stabilization Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;7/9/23 | 40000000 | &nbsp;&nbsp;&nbsp;&nbsp;31504 |
| <sup>7</sup> | Korea Monetary Stabilization Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.310% | &nbsp;&nbsp;&nbsp;&nbsp;9/9/23 | 9000000 | &nbsp;&nbsp; 7100 |
|  | Republic of Croatia | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;4/4/23 | &nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | 2/21/23 | &nbsp;&nbsp; 3478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 |
|  | Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | 3/25/24 | &nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
|  | Romania | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | 8/22/23 | &nbsp;&nbsp; 2388 | &nbsp;&nbsp; 2376 |
| **Total Sovereign Bonds (Cost $46,767)** | **Total Sovereign Bonds (Cost $46,767)** | **Total Sovereign Bonds (Cost $46,767)** | **Total Sovereign Bonds (Cost $46,767)** | **Total Sovereign Bonds (Cost $46,767)** | &nbsp;&nbsp;&nbsp;&nbsp;**48349** |
|  |  |  |  | Shares |  |
| **Temporary Cash Investments (21.6%)** | **Temporary Cash Investments (21.6%)** | **Temporary Cash Investments (21.6%)** | **Temporary Cash Investments (21.6%)** | **Temporary Cash Investments (21.6%)** | **Temporary Cash Investments (21.6%)** |
| **Money Market Fund (4.4%)** | **Money Market Fund (4.4%)** | **Money Market Fund (4.4%)** | **Money Market Fund (4.4%)** | **Money Market Fund (4.4%)** | **Money Market Fund (4.4%)** |
| <sup>8</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp;4.334% |  | &nbsp;&nbsp; 1459574 | &nbsp;&nbsp; 145943 |

---

------

Ultra-Short Bond ETF

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Coupon | Maturity<br> Date | Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (17.2%)** | **U.S. Government and Agency Obligations (17.2%)** | **U.S. Government and Agency Obligations (17.2%)** | **U.S. Government and Agency Obligations (17.2%)** | **U.S. Government and Agency Obligations (17.2%)** | **U.S. Government and Agency Obligations (17.2%)** |
| <sup>9</sup> | United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;4.815% | 11/30/23 | &nbsp;&nbsp; 231425 | &nbsp;&nbsp;&nbsp;&nbsp;221892 |
| <sup>9</sup> | United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;4.770% | 12/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp;&nbsp;339070 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**560962** |
| **Total Temporary Cash Investments (Cost $706,644)** | **Total Temporary Cash Investments (Cost $706,644)** | **Total Temporary Cash Investments (Cost $706,644)** | **Total Temporary Cash Investments (Cost $706,644)** | **Total Temporary Cash Investments (Cost $706,644)** | &nbsp;&nbsp;&nbsp;**706905** |
| **Total Investments (103.0%) (Cost $3,390,182)** | **Total Investments (103.0%) (Cost $3,390,182)** | **Total Investments (103.0%) (Cost $3,390,182)** | **Total Investments (103.0%) (Cost $3,390,182)** | **Total Investments (103.0%) (Cost $3,390,182)** | **3364430** |
| **Other Assets and Liabilities—Net (-3.0%)** | **Other Assets and Liabilities—Net (-3.0%)** | **Other Assets and Liabilities—Net (-3.0%)** | **Other Assets and Liabilities—Net (-3.0%)** | **Other Assets and Liabilities—Net (-3.0%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(99157)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3265273** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | 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. |
| 2 | 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 December 31, 2022, the aggregate value was $612,789,000, representing 18.8% of net assets. |
| 3 | 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. |
| 4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 5 | Face amount denominated in Australian dollars. |
| 6 | Securities with a value of $1,589,000 have been segregated as initial margin for open futures contracts. |
| 7 | Face amount denominated in Korean won. |
| 8 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 9 | Securities with a value of $2,139,000 have been segregated as collateral for open forward currency contracts. |
|  | 3M—3-month. |
|  | DAC—Designated Activity Company. |
|  | REMIC—Real Estate Mortgage Investment Conduits. |
|  | SOFR—Secured Overnight Financing Rate. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |

---

------

#### 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)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2023 | 1308 | 268242 | &nbsp;&nbsp;(460) |
| Short Futures Contracts |  |  |  |  |
| 5-Year U.S. Treasury Note | March 2023 | &nbsp;&nbsp;&nbsp;&nbsp;(21) | &nbsp;&nbsp;&nbsp;&nbsp;(2267) | &nbsp;&nbsp;28 |
|  |  |  |  | &nbsp;&nbsp;(432) |

---

------

Ultra-Short Bond ETF

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;Contract Amount (000) | Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;Receive | &nbsp;&nbsp;Receive | &nbsp;&nbsp;Deliver | &nbsp;&nbsp;Deliver | Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Citibank, N.A. | 1/31/23 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;5557 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3789 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Citibank, N.A. | 1/31/23 | &nbsp;&nbsp;AUD | 117 | &nbsp;&nbsp;USD | 79 | 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 1/31/23 | &nbsp;&nbsp;USD | 28862 | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42675 |  | &nbsp;&nbsp;&nbsp;&nbsp;(232) |
| JPMorgan Chase Bank, N.A. | 7/10/23 | &nbsp;&nbsp;USD | &nbsp;&nbsp;17551 | &nbsp;&nbsp;KRW | 24000000 |  | (1580) |
| Citibank, N.A. | 7/10/23 | &nbsp;&nbsp;USD | 16199 | &nbsp;&nbsp;KRW | 21000000 |  | &nbsp;&nbsp;&nbsp;&nbsp;(540) |
| BNP Paribas | 7/10/23 | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;4387 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;6000000 |  | &nbsp;&nbsp;&nbsp;&nbsp;(396) |
|  |  |  |  |  |  | 1 | &nbsp;&nbsp;(2749) |

---

AUD—Australian dollar. <br> KRW—Korean won. <br> USD—U.S. dollar.

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

------

Ultra-Short Bond ETF

Statement of Assets and Liabilities

As of December 31, 2022

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $3,244,239) | &nbsp;&nbsp;3218487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $145,943) | &nbsp;&nbsp;&nbsp;&nbsp;145943 |
| Total Investments in Securities | 3364430 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 |
| Foreign Currency, at Value (Cost $668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15810 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17143 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Total Assets** | **3398223** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;129788 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**132950** |
| **Net Assets** | **3265273** |
| **At December 31, 2022, net assets consisted of:** |  |
| Paid-in Capital | 3320424 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(55151) |
| **Net Assets** | **3265273** |
| **Net Assets** |  |
| **Applicable to 66,700,000 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3265273** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$48.95** |

---

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

------

Ultra-Short Bond ETF

Statement of Operations

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Year Ended<br> December 31, 2022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1,2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47428 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47428 |
| **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;198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2671 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**44762** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1,3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24518) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7580) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6094 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(564) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(26568)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19282) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(421) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3357) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(22975)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(4781)** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $1,116,000, ($52000), less than $1,000, and $3,000, respectively. Purchases and sales are for temporary cash investment purposes. |
| 2 | Interest is net of foreign withholding taxes of $84,000. |
| 3 | Includes ($147000) of net gain (loss) resulting from in-kind redemptions. |

---

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

------

Ultra-Short Bond ETF

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;April 5,<br> 2021<sup>1</sup> to<br> December 31, 2021 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(26568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(22975) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5873) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4781) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2250) |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(44433) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3834) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;1533919 | &nbsp;&nbsp;&nbsp;2150606 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | &nbsp;&nbsp;&nbsp;(259042) | &nbsp;&nbsp;&nbsp;&nbsp;(104912) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;1274877 | &nbsp;&nbsp;&nbsp;2045694 |
| Total Increase (Decrease) | 1225663 | &nbsp;&nbsp;&nbsp;2039610 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;**2039610** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** |
| **End of Period** | **3265273** | &nbsp;&nbsp;&nbsp;**2039610** |

---

1 Inception.

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

------

Ultra-Short Bond ETF

Financial Highlights

---

| | | |
|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Year<br> Ended<br> December 31, | &nbsp;&nbsp;&nbsp;April 5,<br> 2021<sup>1</sup> to<br> December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$49.93** | &nbsp;&nbsp;&nbsp;**$50.00** |
| **Investment Operations** |  |  |
| Net Investment Income<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.138 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1.044) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.077) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.217) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.061 |
| **Distributions** |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.123) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.008) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.131) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$48.95** | &nbsp;&nbsp;&nbsp;**$49.93** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**-0.43%** | &nbsp;&nbsp;&nbsp;**0.12%** |
| **Ratios/Supplemental Data** |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$3265 | &nbsp;&nbsp;&nbsp;$2040 |
| Ratio of Total Expenses to Average Net Assets | &nbsp;&nbsp;&nbsp;0.10%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.10%<sup>4</sup> |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;1.68% | &nbsp;&nbsp;&nbsp;0.37%<sup>4</sup> |
| Portfolio Turnover Rate<sup>5</sup> | &nbsp;&nbsp;&nbsp;73% | &nbsp;&nbsp;&nbsp;22% |

---

---

| | |
|:---|:---|
| 1 | Inception. |
| 2 | Calculated based on average shares outstanding. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.10%. |
| 4 | Annualized. |
| 5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund's capital shares, including ETF Creation Units. |

---

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

------

Ultra-Short Bond ETF

Notes to Financial Statements

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

Certain of the fund's investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries.

Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), acts of terrorism, 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.

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

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

3. 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

------

Ultra-Short Bond ETF

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.

During the year ended December 31, 2022, the fund's average investments in long and short futures contracts represented 7% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

During the year ended December 31, 2022, the fund's average investment in forward currency contracts represented 2% of net assets, based on the average of the notional amounts at each quarter-end during the period.

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.

------

Ultra-Short Bond ETF

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 $4.4 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 year ended December 31, 2022, 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.

**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 December 31, 2022, the fund had contributed to Vanguard capital in the amount of $107,000, representing less than 0.01% of the fund's net assets and 0.04% of Vanguard's capital

------

Ultra-Short Bond ETF

received pursuant to the FSA. The fund's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** The fund's custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2022, custodian fee offset
arrangements reduced the fund's expenses by $5,000 (an annual rate of less than 0.01% of average net assets).

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

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of December 31, 2022, 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;129553 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129553 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;362203 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;362203 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2117420 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;2117420 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48349 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48349 |
| Temporary Cash Investments | 145943 | &nbsp;&nbsp;&nbsp;&nbsp;560962 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;706905 |
| Total | 145943 | &nbsp;&nbsp;&nbsp;3218487 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3364430 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Total | &nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;460 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2749 |
| Total | 460 | &nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3209 |

---

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.

------

Ultra-Short Bond ETF

**E.** At December 31, 2022, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

---

| | | | |
|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28 |
| Unrealized Appreciation—Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;1 |
| Total Assets | 28 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;29 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;460 |
| Unrealized Depreciation—Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;2749 |
| Total Liabilities | 460 | &nbsp;&nbsp;&nbsp;2749 | &nbsp;&nbsp;&nbsp;3209 |

---

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 year ended December 31, 2022, were:

---

| | | | |
|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (7580) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(7580) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;6094 | &nbsp;&nbsp;&nbsp;&nbsp;6094 |
| Realized Net Gain (Loss) on Derivatives | (7580) | &nbsp;&nbsp;&nbsp;&nbsp;6094 | &nbsp;&nbsp;&nbsp;(1486) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | Change in Unrealized Appreciation (Depreciation) on Derivatives | Change in Unrealized Appreciation (Depreciation) on Derivatives | Change in Unrealized Appreciation (Depreciation) on Derivatives |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(421) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(421) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3357) | &nbsp;&nbsp;&nbsp;(3357) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | &nbsp;&nbsp;&nbsp;(421) | &nbsp;&nbsp;&nbsp;(3357) | &nbsp;&nbsp;&nbsp;(3778) |

---

**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable in-kind redemptions and foreign currency transactions were
reclassified between the following accounts:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;(147) |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;147 |

---

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the deferral of losses from wash sales; the recognition of unrealized gains or losses from certain derivative contracts; and the recognition of gain or loss

------

Ultra-Short Bond ETF

from foreign currency hedges. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;(28964) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(26547) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2022<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2021<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;44433 | &nbsp;&nbsp;&nbsp;&nbsp;3758 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| Total | &nbsp;&nbsp;&nbsp;44433 | &nbsp;&nbsp;&nbsp;&nbsp;3834 |

---

\* Includes short-term capital gains, if any.

As of December 31, 2022, 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;3390977 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28732) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26547) |

---

**G.** During the year ended December 31, 2022, the fund purchased $1,840,733,000 of investment securities and sold $1,228,632,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $237,422,000 and $235,910,000, respectively. Purchases and sales include $510,263,000 and $30,691,000, respectively, in connection with in-kind
purchases and redemptions of the fund's capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2022, such purchases were $476,870,000 and sales were $18,375,000, resulting in net realized loss of $51,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

------

Ultra-Short Bond ETF

**H.** Capital shares issued and redeemed were:

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, 2022 | &nbsp;&nbsp;&nbsp;April 5, 2021<sup>1</sup> to December 31, 2021 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | 31100 | &nbsp;&nbsp;&nbsp;42950 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Redeemed | (5250) | &nbsp;&nbsp;&nbsp;(2100) |
| Net Increase (Decrease) in Shares Outstanding | 25850 | &nbsp;&nbsp;&nbsp;40850 |

---

1 Inception.

At December 31, 2022, one shareholder was a record or beneficial owner of 34% of the fund's net assets. If this shareholder were to redeem its investment in the fund, the redemption might result in an increase in the fund's expense ratio, cause the fund to incur higher transaction costs, or lead to the realization of taxable capital gains.

**I.** Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements.

------

Report of Independent Registered Public Accounting Firm

To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Ultra-Short Bond ETF

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Ultra-Short Bond ETF (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the "Fund") as of December 31, 2022, the related statement of operations for the year ended December 31, 2022 and the statements of changes in net assets and the financial highlights for the year ended December 31, 2022 and for the period April 5, 2021 (inception) through December 31, 2022, including the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2022, and the results of its operations for the year ended December 31, 2022, and the changes in its net assets and the financial highlights for the year ended December 31, 2022 and for the period April 5, 2021 (inception) through December 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

#### Basis for Opinion
These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audit. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audit of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audit included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audit also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2022 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audit provides a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP<br> Philadelphia, Pennsylvania<br> February 16, 2023

We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.

------

#### Tax information (unaudited)
The fund hereby designates $10,751,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The fund hereby designates 100%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income dividends eligible to be treated as interest income for purposes of Section 163(j) and the regulations thereunder for the fiscal year.

The fund hereby designates 79.4%, or if subsequently determined to be different, the maximum percentage allowable by law, as interest-related dividends eligible for exemption from U.S. withholding tax for nonresident alien shareholders.

------

"Bloomberg®" and Bloomberg U.S. Treasury Bellwethers: 1 Year Index are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL), the administrator of the index (collectively, Bloomberg), and have been licensed for use for certain purposes by The Vanguard Group, Inc. (Vanguard).

The Ultra-Short Bond ETF is not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Ultra-Short Bond ETF or any member of the public regarding the advisability of investing in securities generally or in the Ultra-Short Bond ETF particularly. The only relationship of Bloomberg to Vanguard is the licensing of certain trademarks, trade names and service marks and of the Bloomberg U.S. Treasury Bellwethers: 1 Year Index, which is determined, composed and calculated by BISL without regard to Vanguard or the Ultra-Short Bond ETF. Bloomberg has no obligation to take the needs of Vanguard or the owners of the Ultra-Short Bond ETF into consideration in determining, composing or calculating the Bloomberg U.S. Treasury Bellwethers: 1 Year Index. Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Ultra-Short Bond ETF to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to Ultra-Short Bond ETF customers, in connection with the administration, marketing or trading of the Ultra-Short Bond ETF.

BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE BLOOMBERG U.S. TREASURY BELLWETHERS: 1 YEAR INDEX OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY VANGUARD, OWNERS OF THE ULTRA-SHORT BOND ETF OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG U.S. TREASURY BELLWETHERS: 1 YEAR INDEX OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG U.S. TREASURY BELLWETHERS: 1 YEAR INDEX OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES—WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE—ARISING IN CONNECTION WITH THE ULTRA-SHORT BOND ETF OR BLOOMBERG U.S. TREASURY BELLWETHERS: 1 YEAR INDEX OR ANY DATA OR VALUES RELATING THERETO—WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.© 2023 Bloomberg.

Used with Permission. Source: Bloomberg Index Services Limited. Copyright 2023, Bloomberg. All rights reserved.

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The People Who Govern Your Fund

The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund's trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.

A majority of Vanguard's board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 206 Vanguard funds.

Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the *Statement of Additional Information*, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.

#### Interested Trustee<sup>1</sup>

#### Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018–present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Member of the board of governors of the Investment Company Institute and the board of governors of FINRA. Trustee and vice chair of The Shipley School.

#### Independent Trustees

#### Tara Bunch
Born in 1962. Trustee since November 2021. Principal occupation(s) during the past five years and other experience: head of global operations at Airbnb (2020–present). Vice president of AppleCare (2012–2020). Member of the board of directors of Out & Equal (2002–2006), the advisory board of the University of California, Berkeley School of Engineering (2020–present), and the advisory board of Santa Clara University's Leavey School of Business (2018–present).

#### Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Member of the board of directors of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, Roberts Wesleyan College, and the Rochester Philharmonic Orchestra. Trustee of the University of Rochester.

F. Joseph Loughrey

Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services). Director of the V Foundation. Member of the advisory council for the College of Arts and Letters at the University of Notre Dame. Chairman of the board of Saint Anselm College.

#### Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other

1 Mr. Buckley is considered an "interested person," as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.

------

experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM's Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.

#### Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: adjunct professor of finance at the University of Notre Dame (2020–present). Chief investment officer (retired 2020) and vice president (retired 2020) of the University of Notre Dame. Assistant professor (retired June 2020) of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Member of the board of Catholic Investment Services, Inc. (investment advisors), the board of superintendence of the Institute for the Works of Religion, and the board of directors of Paxos Trust Company (finance).

#### Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chief executive officer of Purposeful (advisory firm for CEOs and C-level executives; 2021–present). Board chair (2020), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of the Guardian Life Insurance Company of America. Member of the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, and the NewYork-Presbyterian Hospital.

#### André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Member of the board (2018–present) of RIT Capital Partners (investment firm). Member of the investment committee of Partners Health Care System.

#### Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for

the State of Maryland. Colin W. Brown Distinguished Professor of the Practice of Law (2021–present), professor (2020–present), Distinguished Fellow of the Global Financial Markets Center (2020–present), and Rubenstein Fellow (2017–2020) at Duke University. Trustee (2017–present) of Amherst College and member of Amherst College Investment Committee (2019–present). Member of the Regenerative Crisis Response Committee (2020–present).

#### David A. Thomas
Born in 1956. Trustee since July 2021. Principal occupation(s) during the past five years and other experience: president of Morehouse College (2018–present). Professor of business administration, emeritus at Harvard University (2017–2018). Dean (2011–2016) and professor of management (2016–2017) at the Georgetown University McDonough School of Business. Director of DTE Energy Company (2013–present). Trustee of Common Fund (2019–present).

#### Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Member of the BMW Group Mobility Council.

------

#### Executive Officers

#### Jacqueline Angell
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (November 2022–present) of Vanguard and of each of the investment companies served by Vanguard. Chief compliance officer (2018–2022) and deputy chief compliance officer (2017–2019) of State Street Corporation.

#### Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2021–present) and treasurer (2017–2022) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).

#### John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Special assistant to the President of the United States (2015).

#### Ashley Grim
Born in 1984. Principal occupation(s) during the past five years and other experience: treasurer (February 2022–present) of each of the investment companies served by Vanguard. Fund transfer agent controller (2019–2022) and director of Audit Services (2017–2019) at Vanguard. Senior manager (2015–2017) at PriceWaterhouseCoopers (audit and assurance, consulting, and tax services).

#### Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.

#### Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express. Nonexecutive director of the board of National Grid (energy).

#### Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.

#### Vanguard Senior Management Team

---

| | |
|:---|:---|
| **Matthew Benchener** | **Thomas M. Rampulla** |
| **Joseph Brennan** | **Karin A. Risi** |
| **Mortimer J. Buckley** | **Anne E. Robinson** |
| **Gregory Davis** | **Michael Rollings** |
| **John James** | **Nitin Tandon** |
| **Chris D. Mclsaac** | **Lauren Valente** |

---

------

![](tm231735d3ultssrtndq9310i006.jpg)

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

#### Fund Information > 800-662-7447

#### Direct Investor Account Services > 800-662-2739

#### Institutional Investor Services > 800-523-1036

#### Text Telephone for People Who Are Deaf or Hard of Hearing > 800-749-7273
This material may be used in conjunction with the offering of shares of any Vanguard fund if preceded or accompanied by the fund's current prospectus.

You can obtain a free copy of Vanguard's proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC's website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.

You can review information about your fund on the SEC's website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.© 2023 The Vanguard Group, Inc.<br> All rights reserved.<br> Vanguard Marketing Corporation, Distributor.

Q9310 022023

------

**Item 2**: Code of Ethics.

The Registrant has adopted a code of ethics that applies to the Registrant's principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.

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

All members of the Audit Committee have been determined by the Registrant's Board of Trustees to be Audit Committee Financial Experts and to be independent: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.

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

(a) Audit Fees.

Audit Fees of the Registrant.

Fiscal Year Ended December 31, 2022: $393,000<br> Fiscal Year Ended December 31, 2021: $494,000

Aggregate Audit Fees of Registered Investment Companies in the Vanguard Group.

Fiscal Year Ended December 31, 2022: $10,494,508<br> Fiscal Year Ended December 31, 2021: $11,244,694

Includes fees billed in connection with audits of the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.

(b) Audit-Related Fees.

Fiscal Year Ended December 31, 2022: $2,757,764<br> Fiscal Year Ended December 31, 2021: $2,955,181

Includes fees billed in connection with assurance and related services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.

(c) Tax Fees.

Fiscal Year Ended December 31, 2022: $5,202,689<br> Fiscal Year Ended December 31, 2021: $2,047,574

Includes fees billed in connection with tax compliance, planning, and advice services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.

(d) All Other Fees.

Fiscal Year Ended December 31, 2022: $298,000<br> Fiscal Year Ended December 31, 2021: $280,000

Includes fees billed for services related to tax reported information provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.

(e) (1) Pre-Approval Policies. The policy of the Registrant's Audit Committee is to consider, and, if appropriate, approve before the principal accountant is engaged for such services, all specific audit and non-audit services provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant. In making a determination, the Audit Committee considers whether the services are consistent with maintaining the principal accountant's independence.

In the event of a contingency situation in which the principal accountant is needed to provide services in between scheduled Audit Committee meetings, the Chairman of the Audit Committee would be called on to consider and, if appropriate, pre-approve audit or permitted non-audit services in an amount sufficient to complete services through the next Audit Committee meeting, and to determine if such services would be consistent with maintaining the accountant's independence. At the next scheduled Audit Committee meeting, services and fees would be presented to the Audit Committee for formal consideration, and, if appropriate, approval by the entire Audit Committee. The Audit Committee would again consider whether such services and fees are consistent with maintaining the principal accountant's independence.

The Registrant's Audit Committee is informed at least annually of all audit and non-audit services provided by the principal accountant to the Vanguard complex, whether such services are provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., or other entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) No percentage of the principal accountant's fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

(f) For the most recent fiscal year, over 50% of the hours worked under the principal accountant's engagement were <u>not</u> performed by persons other than full-time, permanent employees of the principal accountant.

(g) Aggregate Non-Audit Fees.

Fiscal Year Ended December 31, 2022: $5,500,689<br> Fiscal Year Ended December 31, 2021: $2,327,574

Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.

(h) For the most recent fiscal year, the Audit Committee has determined that the provision of all non-audit services was consistent with maintaining the principal accountant's independence.

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

The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 ("Exchange Act"). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant's audit committee members are: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.

**Item 6**: Investments.

Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.

**Item 7**: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

**Item 8**: Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

**Item 9**: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

**Item 10**: Submission of Matters to a Vote of Security Holders.

Not applicable.

**Item 11**: 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 significant changes in the Registrant's Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.

**Item 12**: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

**Item 13**: Exhibits.

---

| | |
|:---|:---|
| [(a)(1)](tm234376d1_ex99-codeeth.htm) | [Code of Ethics filed herewith.](tm234376d1_ex99-codeeth.htm) |
| [(a)(2)](tm231735d3_ex99-cert.htm) | [Certifications filed herewith.](tm231735d3_ex99-cert.htm) |
| [(b)](tm231735d3_ex99-906cert.htm) | [Certifications filed herewith.](tm231735d3_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/ MORTIMER J. BUCKLEY\* |
|  | &nbsp;&nbsp;&nbsp;MORTIMER J. BUCKLEY |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: February 17, 2023

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/ MORTIMER J. BUCKLEY\* |
|  | &nbsp;&nbsp;&nbsp;MORTIMER J. BUCKLEY |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: February 17, 2023

---

| | |
|:---|:---|
|  | VANGUARD BOND INDEX FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

---

Date: February 17, 2023

---

| | |
|:---|:---|
| \* By: | /s/ Anne E. Robinson |

---

Anne E. Robinson, pursuant to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/1021882/000168386322006693/f23389d2.htm) filed on October 11, 2022 (see File Number 333-11763), Incorporated by Reference.

## Ex-99.Code

**Exhibit 99.CODEETH**

![](tm234376d1_coeimg01.jpg)

&nbsp;&nbsp; **Access Person Code of Conduct**<br>Effective Date: 01 March 2022 \| Contact: Code_of_Ethics@vanguard.com<br>

**Background – Why This Access Person Code of Conduct Matters** 

Vanguard was founded with a singular focus on clients and serving their best interests, and this has been the foundation of our strong ethical culture. One way in which we consistently seek to earn and maintain the trust and loyalty of our clients is by adhering to the highest standards of ethical behavior. Acting with integrity and complying with applicable laws and regulations necessarily extends to your conduct in general and to your personal investing and trading activities in particular.

Some crew and contingent workers at Vanguard, by virtue of their role or department, are designated as an "Access Person" (i.e., an Advisor Access Person, Fund Access Person, or Investment Access Person) because they or their department are authorized to know about present or future transactions by Vanguard funds, or have the authority to influence those transactions, or otherwise have access to sensitive market or client activity. Because of that knowledge, authority, and access, Access Persons are subject to additional standards of business conduct, stricter personal investment rules, and greater oversight, among other things. These standards and rules, as set forth in this Access Person Code of Conduct (APCC)<sup>1</sup>, have been adopted with the goals of ensuring we comply with applicable law and avoiding conflicts of interest or the appearance of conflicts of interest. This is especially true regarding any potential conflicts of interest that could arise between the securities trading that Vanguard undertakes on behalf of the Vanguard funds or our clients and the personal securities trading by crew, contingent workers, and their household or family members.

**Policy Coverage**

**To Whom Does the APCC Apply?** 

This policy<sup>2</sup> applies to ***all crew members and contingent workers globally who are in a role that has been designated as an "Access Person" role***. Certain provisions of this policy also apply to Associated Persons.

**Are you an Access Person?** Visit Appendix A to learn whether the role you're in is an Access Person role, and if so, which Access Person "designation" applies.

**What about Non-Access Persons?** Any crew member or contingent worker who is <u>not</u> in a role that has been designated as an Access Person role is a "Non-Access Person" and must comply with the Personal Investment Activity Policy for Non-Access Persons, not this policy.

**Are you a contingent worker?** A "contingent worker" is any person other than a crew member who provides services to or on behalf of Vanguard through staffing firms, consulting

<sup>1</sup> The APCC constitutes the code of ethics that the Vanguard funds have adopted in compliance with U.S. SEC Rules 17j-1 and 204A-1.

<sup>2</sup> The APCC is a policy that has been created and approved, and is governed, similar to other policies at Vanguard. As used herein, references to "this policy" mean the APCC.

Page **1** of **37**

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firms, service providers, or as independent contractors. Like crew, a contingent worker can be in either an Access Person or Non-Access Person role.

**What about Associated Persons?** For U.S. crew and contingent workers who are Associated Persons (to reiterate, not Access Persons, but *Associated* Persons) under FINRA rules and regulations, please note you have additional investment-related obligations under the FINRA Licensing Policy, including the Securities Account Reporting Obligations for Associated Persons. Please review and comply with those documents, as well.

**Policy Overview** 

There are four primary sections to this policy:

**Section 1** **– Standards of Business Conduct**, sets forth rules and expectations regarding your behavior and conduct.

**Section 2** **– Personal Investment Activities**, contains rules on how you and your Household or Family Members may own and trade securities for your own personal benefit. Note that some of these rules differ based on your Access Person designation. While the details are set forth in Section 2, at a high level there are four subsections applicable to you and your personal investment activities:

A – Reminders on who is covered

B – Brokerage firms you may use

C – Disclosure obligations

D – Investment and trading restrictions

**Section 3** **– Penalties and Sanctions**, describes how violations of this policy are addressed and enforced.

**Section 4** **– Defined terms**, provides definitions for the capitalized terms used in this policy.

Please carefully read the rest of this policy and ensure you understand and comply with its terms. Understanding and following this policy is one of the most important ways we can ensure our clients' interests always come first.

Be sure you are familiar with the following other Vanguard policies that relate to your ethical conduct and personal investment activities:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Standards of Conduct Policy

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Conflicts of Interest Policy

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Insider Trading Policy

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Outside Business Activity Policy

Please also ensure you are familiar with Vanguard's Code of Ethical Conduct.

**Policy Requirements** 

**Section 1 – Standards of Business Conduct** 

Everyone at Vanguard is expected to promote high standards of integrity and manage the company's affairs honestly and ethically. We all have a personal responsibility to conduct ourselves

Page **2** of **37**

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in a manner that reflects a commitment to ethics and compliance with all applicable laws and regulations. Doing so is part and parcel of Vanguard's mission to "take a stand for all investors, to treat them fairly, and to give them the best chance for investment success."

Putting these values into practice means having and adhering to expected standards of business conduct. The Vanguard policy that explains these standards is the Standards of Conduct Policy, which is incorporated herein by reference. You must comply with that policy, including the following standards of conduct that are explained therein:

&nbsp;&nbsp;&nbsp;&nbsp;1. Always put Vanguard clients' interests first and
treat them fairly.

&nbsp;&nbsp;&nbsp;&nbsp;2. Avoid conflicts of interest.

&nbsp;&nbsp;&nbsp;&nbsp;3. Be candid and clear with clients and provide them with
accurate information.

&nbsp;&nbsp;&nbsp;&nbsp;4. Comply with applicable laws, rules, regulations, and policies.

&nbsp;&nbsp;&nbsp;&nbsp;5. Comply with applicable professional standards.

&nbsp;&nbsp;&nbsp;&nbsp;6. Complete mandatory training and regularly certify that
you are compliant with our policies.

&nbsp;&nbsp;&nbsp;&nbsp;7. Maintain accurate, timely, and complete business records.

&nbsp;&nbsp;&nbsp;&nbsp;8. Protect against fraud.

&nbsp;&nbsp;&nbsp;&nbsp;9. Lead by example.

&nbsp;&nbsp;&nbsp;&nbsp;10. Speak up.

At Vanguard, you are expected to always **do the right thing**. It sounds simple and it's usually very clear what doing the right thing entails. But sometimes it isn't. How do you make the best choice when facing difficult or unclear circumstances? How do you navigate an ethical dilemma?

In those situations, you should pause and reflect, and then work through the following "ethical decision-making guide." This guide will help you consider important questions before deciding whether or how to proceed with an action. It is not a substitute for this or any policy, and it may not tell you exactly what to do in every situation, but it can be used as a tool to help guide you when you face an ethical dilemma or a complex situation where the answer might not be clear.

If you're still in doubt as you work through the decision-making guide, err on the side of caution—ask questions, elevate the issue, and enlist the help of others to ensure we reach the *right* answer every time for Vanguard and our clients.

![](tm234376d1_coeimg02.jpg)

Page **3** of **37**

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***Speaking Up*** – As mentioned above, you are encouraged to help protect our clients, crew, and Vanguard by reporting concerns about ethics, financial or business integrity, information security and privacy, workplace practices, or alleged violations of policy, regulation, or law. Indeed, speaking up is one of the most effective ways to help ensure Vanguard maintains its high standards for ethics and compliance. To that end, if you become aware that you or anyone else violated any of the terms of this policy, you must contact Compliance immediately.

Likewise, it is your responsibility to know whether the role you are in is designated as an Access Person, and if so, which Access Person designation applies to you (visit the Appendix A to learn more). It is also your responsibility to know the policies and trading restrictions that apply to you accordingly, and to ask questions if you are unsure.

**Section 2 – Personal Investment Activities** 

**<u>Introduction</u>**

Vanguard recognizes the importance to crew and contingent workers of being able to manage and develop their own financial resources through long-term investments and strategies. With that in mind, the rules and requirements set forth in this policy have been adopted with the goals of (1) ensuring we comply with all applicable laws and regulations, and (2) avoiding any conflicts of interest, or any appearances of conflicts of interest, between the securities trading that Vanguard undertakes on behalf of Vanguard funds or our clients and the personal securities trading or investing by crew, contingent workers, or their Household or Family Members (defined in Section 4, below). Our industry and Vanguard have implemented certain standards and limitations designed to minimize these conflicts and help ensure that we focus on meeting our duty to clients.

Granted, the rules in this policy are demanding and strict and they may feel like an imposition. But at Vanguard, we take our ethical obligations very seriously, and the rules in this policy are intended to ensure that trading on behalf of Vanguard funds and clients are given priority over trading for your personal accounts, and that trades for your personal accounts do not adversely affect trades for our funds or clients.

Similarly, keep in mind that you must comply with applicable securities laws and must avoid taking personal advantage of your knowledge of securities activity in Vanguard funds or client accounts.

This policy includes specific restrictions on personal investing but cannot anticipate every fact pattern or situation. You should adhere to the spirit, and not just the letter, of this policy.

Compliance will keep all records relating to personal account trading as confidential as necessary. Information will be accessible within Compliance and may be reported to senior management or HR. Records may also need to be made available to Internal Audit and/or any regulator. All non-U.S. crew and contingent workers are required to sign a data consent / data privacy notice.

The Compliance Department reserves the right to monitor any and all investment or trading activity by you or by any Household or Family Member based on any information or system to which it has access.

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**<u>Checklist</u>**

Given the complexity of this policy and the steps you must take to ensure you remain in compliance with it, we have created this brief checklist to help you keep track of your obligations. This is merely a summary, so be sure to comply with the full terms of this policy as well.

---

| | |
|:---|:---|
| Checklist item | &nbsp;&nbsp;Where this topic is covered in this policy |
| ¨ I know my Access Person "designation," and I am aware that this policy applies not only to me but also to my Household or Family Members | &nbsp;&nbsp;Subsection 2-A – Who Is Covered Under this Policy |
| ¨ For the region where I work, I know what brokerage firm I and my Household or Family Members may use to maintain the accounts where I or they hold and trade Reportable Securities | &nbsp;&nbsp;Subsection 2-B – Brokerage Firms You May Use |
| ¨ For my Access Person designation, I know the initial and ongoing account and holdings disclosure obligations that apply to me and my Household or Family Members | &nbsp;&nbsp;Subsection 2-C – Disclosure Obligations |
| ◻ For my Access Person designation, I know the rules and limitations for transacting securities in my personal accounts and those of my Household or Family Members | &nbsp;&nbsp;Subsections 2-D-1 and 2-D-2 – Investment and Trading Restrictions |
| ¨ For Fund Access Person and Investment Access Person designations, I know how to seek trade preclearance | &nbsp;&nbsp;Subsection 2-D-3 – How to Seek and Abide by Preclearance Requirements |
| ¨ I know the penalties and sanctions that may apply for violations of any of the requirements under this policy | &nbsp;&nbsp;Section 3 – Penalties and Sanctions |
| ¨ I understand the meaning of the defined terms used in this policy | &nbsp;&nbsp;Section 4 – Defined Terms |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br> ***Quick Tip:*** <br>The rules in this policy cover most of the personal investing situations you are likely to find. Yet it's always possible you will encounter a situation that isn't fully addressed by the rules. If that happens, you need to know what to do. The easiest way to make sure you are making the right decision is to follow these three principles: <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. Know the policy. If you think your situation isn't covered, check again. It never hurts to take a second look at the rules. <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Seek guidance. Asking questions is always appropriate. Talk with your manager or contact Compliance if you're not sure about the policy requirements or how they apply to your situation. <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Use sound judgment. Analyze the situation and weigh the options. Think about how your decision would look to someone outside of Vanguard. <br>

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&nbsp;&nbsp;***Note for crew in China:*** <br>Because you may not have access to MCO, different systems and procedures are in place for you to disclose accounts and holdings. Please consult with your manager or the China Compliance team to learn more.<br>

**Subsection 2-A – Who Is Covered Under this Policy** 

As stated in the introduction to this policy, above, this policy applies to all crew members and contingent workers globally who are in a role that has been designated as an "Access Person" role.

**Access Persons are covered** – This policy applies to crew and contingent worker Access Persons and, in certain instances, to their Household or Family Members.

&nbsp;&nbsp;&nbsp;&nbsp;o *Access Persons* – Please note that the specific trading prohibitions and reporting requirements
 vary depending on your Access Person "designation," meaning <u>Advisor</u> Access
 Person, <u>Fund</u> Access Person, or <u>Investment</u> Access Person. To learn the Access
 Person designation that applies to your role, visit Appendix A. Note further that, regardless
 of your designation, the Compliance Department has the authority, with appropriate notice
 to you, to apply to you any or all of the trading restrictions within this policy

&nbsp;&nbsp;&nbsp;&nbsp;o *Household or Family Members* – Certain aspects of this policy apply not only to you but to
 your Household or Family Members, as well. Why? Doing so is required by applicable law and
 regulations in many jurisdictions. It is also consistent with industry best practices and
 helps Vanguard ensure we are effectively monitoring and guarding against conflicts of interest
 and other issues. See Section 4, below, for the definition of Household or Family Members
 in the region where you work.

**Non-Access Persons are not covered** – If the role you are in is <u>not</u> an Access Person role, you do not need to comply with this policy; instead, with regard to your personal investments, you must comply with the Personal Investment Activity Policy for Non-Access Persons (and other applicable policies). Note, however, that in the event a Non-Access Person is a Household or Family Member of an Access Person, then the terms of this policy will apply to the Non-Access Person as a Household or Family Member hereunder and any conflicting terms of this policy will take precedence over the Personal Investment Activity Policy for Non-Access Persons.

**Associated Persons also have obligations under other policies and documents** – For U.S. crew and contingent workers who are deemed to be Associated Persons (to reiterate, not Access Persons, but *Associated* Persons) under the FINRA Licensing Policy, you have certain obligations under this policy and have additional investment-related obligations under the FINRA Licensing Policy and the Securities Account Reporting Obligations for Associated Persons.

**Your designation may change** – Keep in mind that your Access Person designation may change over time, for instance if you change roles, if there are changes made in your department, or if the Compliance Department determines a designation change is appropriate. You are advised to regularly consult the My Ethics and Compliance Resource Center available on CrewNet to check your designation.

**Subsection 2-B – Brokerage Firms You May Use** 

The terms of Subsection 2-B apply to all Access Person designations.

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The following requirements and restrictions on which brokerage firms you may use to hold and transact Reportable Securities apply to you based on whether you are a crew member or contingent worker and where you work:

---

| | |
|:---|:---|
| **U.S. Crew:** | &nbsp;&nbsp;Crew who are Access Persons employed in the U.S., *and their Household or Family Members (parts (a) and (b) of that defined term only),* **must maintain and trade all Reportable Securities in a Vanguard Brokerage Account (VBA)**. This obligation does not apply to any Household or Family Members covered under part (c) of that defined term. See the Defined Terms in Section 4, below, for all definitions.<br>Securities or investments that are not "Reportable Securities" may be held in a brokerage account at the firm of your choice.<br>Employer-sponsored retirement accounts (e.g., 401(k) and 403(b)), 529 college savings plans, and Compliance-approved accounts (e.g., Approved Managed Accounts) may be held in a brokerage account at the firm of your choice. However, if you hold any Reportable Securities through any of those accounts, then such accounts are considered Covered Accounts under this policy and you are required to disclose them to Compliance under Subsection 2-C of this policy.<br>Newly hired U.S. crew who are Access Persons, *and their Household or Family Members (parts (a) and (b) of that defined term only),* must transfer any existing applicable Reportable Securities to a VBA by submitting a request or other applicable paperwork with Vanguard and each firm at which you have an existing applicable brokerage account within 60 days of your joining Vanguard. Visit *Vanguard.com > Personal Investors > Open an Account* to transfer assets from another firm to Vanguard. <br>For a more detailed list of Securities that must be held in a VBA, as well as Securities that may be held elsewhere, visit the Appendices C-F. <br>|
| **Ex-U.S. Crew:** | &nbsp;&nbsp;Crew who are Access Persons employed outside the U.S., and their Household or Family Members, may maintain Reportable Securities (as well as Securities or investments that are not Reportable Securities) in a brokerage account or other type of account *at the firm of their choice*. <br>|
| **Contingent Workers, Globally** | &nbsp;&nbsp;Contingent workers who are Access Persons may maintain Reportable Securities (as well as Securities or investments that are not Reportable Securities) in a brokerage account *at the firm of their choice*. <br>|

---

**Subsection 2-C – Disclosure Obligations** 

The terms of this Subsection 2-C apply to all Access Person designations and to all Associated Persons.

This policy requires the disclosure of a variety of account and holdings information to the Compliance Department for monitoring and oversight. This policy requires (1) an initial disclosure of information, and (2) periodic ongoing disclosures. Even if you do not have any personal brokerage

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account holdings or do not trade in Reportable Securities, you are still required to complete the necessary initial and periodic disclosures.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>1. Initial Disclosure of Accounts and Holdings</u>

Within ten (10) calendar days of joining Vanguard, or if applicable within ten (10) calendar days of moving from a Non-Access Person role at Vanguard into an Access Person role, all Access Persons and Associated Persons must disclose the following to Compliance:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All Covered Accounts and all Reportable Securities held by you or a Household or Family Member;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) All Covered Accounts in which you exercise Investment Discretion;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) All Covered Accounts over which you exercise control (e.g., agent authority (full or limited), trustee, power of attorney authority, etc.);

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) All accounts in which you have, or will acquire, Beneficial Ownership of Securities; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(e) All accounts held by you and any Household or Family Member in which there are college saving plan products (including, in the U.S., 529 plans), annuity products, or other insurance products that, in turn, hold or invest in Vanguard Funds.

This includes Brokerage Accounts held at Vanguard, as well as those held at another financial institution. For clarity, you do not need to disclose an account or submit transaction confirmations or statements if the account does not have the ability to hold Securities – for example, a traditional checking, savings, or deposit account with a bank, credit union, or building society for holding cash would not need to be disclosed.

This information must be current as of no more than 45 calendar days before joining Vanguard.

To make this initial disclosure, you will receive an Initial Certification assignment by email to complete which will include a section to disclose Covered Accounts and all Reportable Securities by including account information in the "Account Attestation" section of the assignment and uploading corresponding account statements via MCO**. You must complete and submit the Initial Certification within ten (10) calendar days of receiving it; the failure to do so may be considered a violation of this policy.**

&nbsp;&nbsp;<u>Note</u>: We use an application called MyComplianceOffice, or MCO, to help manage this policy. You may use MCO to disclose accounts and holdings, and to secure trading permissions, if those obligations apply to you. Visit My Ethics and Compliance Resource Center on CrewNet for resources on how to access and use MCO

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>2. Ongoing Disclosure of Accounts, Transactions, and Duplicate Statements</u>

After the Initial Disclosure, Access Persons and Associated Persons may need to disclose account and transaction information to Compliance on a periodic basis regarding Covered Accounts and any transactions in Reportable Securities made by you and your Household or Family Members.

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Further, if at any time you or a Household or Family Member subsequently:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· open,
 or intend to open, a Covered Account with a financial institution (e.g., broker, dealer,
 advisor, or any other professional money manager), or

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· acquire
 holdings in Reportable Securities, or

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· have
 a preexisting Covered Account (including a Vanguard Brokerage Account) that becomes associated
 with you or a Household or Family Member (such as through marriage or inheritance or some
 other life event),

or there becomes an account in which you acquire Beneficial Ownership of Securities, then you must notify Compliance as soon as possible (and in any event within 10 calendar days) and disclose these Covered Accounts and Reportable Securities by listing them and including associated information in the Accounts tab in MCO.

For U.S. crew, keep in mind that, as explained in Section 2-B of this policy above, you and your Household or Family Members (parts (a) and (b) of that defined term only) must maintain Reportable Securities in a VBA.

What and how to disclose this information:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· For
 VBAs disclosed by U.S. crew as required under this policy, Compliance will receive transaction
 confirmations automatically. No additional action by you is needed to disclose transactions
 of Reportable Securities in VBAs you have disclosed.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· For
 Covered Accounts and holdings of Reportable Securities held outside of Vanguard (including
 in any account that would require disclosure under Section 2-C(1) of this policy), it is <u>your responsibility</u> to ensure that duplicate statements and transaction confirmations
 are available to or delivered to Compliance:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o Because
 Vanguard has file feed contracts in place with many brokerage firms worldwide, for many Covered
 Accounts you disclose the holdings and transactions information will be sent to Compliance
 electronically with no additional action needed by you.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o For
 Covered Accounts held at firms where Vanguard does not have a file feed in place, you must
 do the following:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;▪ Contact
 the firm where your Covered Account is held and take steps to send duplicate statements and
 daily transaction confirmations (electronic or paper) to Vanguard. You do this often by making
 Vanguard Compliance an interested party and having duplicate statements and confirmations
 sent to the third party scanning service Vanguard uses, called "Earth Class Mail"
 at this address: Vanguard, c/o TerraNua, 9450 SW Gemini Drive #37880, Beaverton, OR, 97008-7105.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;▪ If
 the firm where your Covered Account is held is not able to send statements and daily transaction
 confirmations (electronic or paper) to Vanguard, you are required to scan and upload copies
 into the Trading Documents folder in MCO immediately after you receive them, unless you receive
 an exemption from this requirement from Compliance. You must ensure the documents you upload
 clearly show the firm/institution at which the account is held, the account number or ID,
 the account owner, and the account type.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· If
 Compliance does not receive the information automatically via a file feed, you will receive
 email notifications on a calendar quarterly basis to complete a Quarterly Securities Transaction
 Report and thereby disclose Covered Accounts and Reportable Securities, via MCO. You must
 complete and submit that assignment within 30 calendar days; the failure to do so may be
 considered a violation of this policy.

· On
 an annual basis (usually in January or February), you will receive an assignment from Compliance
 in which you must certify, among other things, that all Covered Accounts and Reportable Securities
 are recorded accurately in MCO.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>3. Additional notes related to disclosures under this policy:</u> 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· For
 clarity, you do not need to disclose an account or submit transaction confirmations or statements
 if the account does not have the ability to hold Securities (for example, a traditional checking,
 savings, or deposit account with a bank, credit union, or building society for holding cash
 would not need to be disclosed).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· As
 stated above, U.S. crew and contingent workers who are Associated Persons are also required
 to comply with and are subject to the FINRA Licensing Policy and Securities Account Reporting
 Obligations.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· The
 Compliance Department will keep personal trading information confidential, but please note
 that such information may be accessible to authorized personnel within Compliance and may
 be reported to or summarized for senior management, HR, or the OGC for investigative purposes.
 Applicable records may also be provided to internal or external auditors and/or to any regulator
 if required. All ex-U.S. crew and contingent workers are required to sign a data consent
 / data privacy notice.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Please
 note that crew and contingent workers in Australia are required to disclose all transactions
 in VIA funds in MCO in the same manner as is required for Reportable Securities.

**Subsection 2-D – Investment and Trading Restrictions** 

This Subsection 2-D contains three segments:

**Segment 2-D-1** applies to all Access Person designations.

**Segment 2-D-2** has terms and requirements that differ based on your Access Person designation.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o **Segment 2-D-2(a):** <u>Advisor</u> Access Person requirements

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o **Segment 2-D-2(b):** <u>Fund</u> Access Person requirements

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;o **Segment 2-D-2(c):** <u>Investment</u> Access Person requirements

**Segment 2-D-3** explains how to seek and abide by **preclearance requirements**, if applicable to your activity.

**<u>Segment 2-D-1: Rules and Limitations applicable to all Access Person designations</u>**

The terms of this Segment 2-D-1 apply to all Access Person designations.

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&nbsp;&nbsp;&nbsp;&nbsp;*(a)* *<u>General Obligations</u>* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**i)** **Comply with the law:** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) You
 must comply with all applicable securities-related rules and laws.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) You
 may not engage in conduct that is deceitful, fraudulent, or manipulative, or that involves
 false or misleading statements, in connection with the purchase or sale of a Security by
 a Vanguard Fund or Vanguard Client account or otherwise.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) You
 may not intentionally, recklessly, or negligently circulate false information or rumors that
 may affect the securities markets or may be perceived as market manipulation.

**ii)** **Use of Information:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) You
 may not take personal advantage of knowledge of recent, impending, or planned Securities
 activities of the Vanguard Funds or their investment advisors or any Vanguard Client. You
 are prohibited from purchasing or selling—directly or indirectly—any Security
 or Related Security when you know that the Security is being purchased or sold, or considered
 for purchase or sale, by a Vanguard Fund (with the exception of an index fund) or by a Vanguard
 Client.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) You
 are subject to and must comply with the Insider Trading Policy and/or any similar policy
 of the Vanguard affiliate or region for which you work. Each of these policies is considered
 an integral part of your obligations under this policy. Each policy prohibits you from buying
 or selling any Security while in possession of material, nonpublic information about the
 issuer of the Security. The policies also prohibit you from communicating any nonpublic information
 about any Security or issuer of Securities to third parties.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) You
 must comply with the Confidential Information Policy, including that you may not share information
 with any third party about any planned, upcoming, or recently executed trading activity by
 any Vanguard Fund or Vanguard Client unless such information is publicly available through
 no action by you.

**iii)** **Fund policies and excessive trading:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) When
 purchasing, exchanging, or redeeming shares of a Vanguard Fund, you must adhere to the policies
 and standards set forth in the fund's prospectus, or offering document, including policies
 on market-timing and frequent trading.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) Excessive
 trading in Covered Accounts is strongly discouraged. The Compliance Department reserves the
 right to monitor trading across all of your Covered Accounts, and may conduct scrutiny of
 any trades in your Covered Accounts where such trading may appear excessive in nature (including,
 but not limited to, if the number of trades is so frequent as to potentially impact your
 ability to carry out your assigned responsibilities or the trades involve positions that
 are disproportionate to your net assets). If Compliance in its sole discretion determines
 you have engaged in excessive trading, then Compliance may limit the number of trades allowed
 in your Covered Accounts during a given period. This Section 2-D-1(a)(iii)(2) does not apply
 to transactions in an Approved Managed Account.

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**iv)** **Beneficial ownership and discretion:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) The
 terms and restrictions of this policy apply to all Securities in which you have acquired
 or will acquire Beneficial Ownership.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) You
 must comply with these investment and trading restrictions with respect to any account you
 own as well as any account over which you have Investment Discretion or in which you have
 the authority to transact.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**v)** **No circumvention** – You are not permitted to assist,
 aid, or enable any other person in doing anything that you are prohibited from doing under
 this policy.

**vi)** **Waivers:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) The
 Chief Compliance Officer may grant exceptions to this policy, including preclearance, other
 trading restrictions, and certain reporting requirements on a case-by-case basis if it is
 determined that (1) the proposed conduct involves no opportunity for abuse, (2) the proposed
 conduct does not conflict with Vanguard's interests, and (3) not granting an exception
 would result in an unfair or unjust outcome.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) The
 Chief Compliance Officer may waive the applicability of this policy for a contingent worker
 if the policy's requirements are covered through the applicable service provider's
 contract with Vanguard.

&nbsp;&nbsp;&nbsp;&nbsp;*(b)* *<u>Rules regarding specific investments or investment types:</u>* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**i)** **Use of derivatives:** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) You
 and your Household or Family Members may not use a derivative to avoid or circumvent a rule
 or requirement set forth in this policy. If something is prohibited by these rules, then
 it is also against these rules to effectively accomplish the same thing by using a derivative.
 This includes futures, options, and other types of derivatives.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) You
 and your Household or Family Members are permitted to trade futures or options on commodities.

**ii)** **IPOs and ICOs:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) You
 and your Household or Family Members are prohibited from acquiring Securities in an Initial
 Public Offering (IPO) or Secondary Offering.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) You
 and your Household or Family Members are prohibited from participating in an Initial Coin
 Offering (ICO).

**iii)** **Private Placements:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) You
 and your Household or Family Members are not permitted to invest in securities offered to
 potential investors in a Private Placement or other limited investment offering without first
 obtaining preclearance from Compliance.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) You
 must provide documentation describing the investment (e.g., offering memorandum, subscription
 documents, etc.) so as to enable Compliance to conduct a thorough review of the investment.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) Approval
 by Compliance may be granted or denied after a review of the facts and circumstances, including
 whether:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· An
 investment in the securities is likely to result in future conflicts with Vanguard Client
 accounts.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· You
 are being offered the opportunity due to your employment at, or association with, Vanguard.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) If
 you or your Household or Family Members receive approval to purchase Securities in a Private
 Placement, you must immediately inform Compliance if that Security goes to public offer or
 is pending listing on an exchange.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) To
 initiate the process for obtaining preclearance of a Private Placement, complete the Outside
 Business Activity request form (the form for U.S. crew is in LARS, and for ex-U.S. crew
 is in MCO).

**iv) SPACs – You and your Household or Family Members are prohibited from acquiring a SPAC at any stage of its lifecycle (i.e., pre-IPO, IPO, pre-merger, post-merger).** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;v) Short-Selling – You are prohibited from selling short any Security that you do not own or from otherwise engaging in short-selling activities.

**vi) Limit Orders – Same-day limit orders are permitted; however, good 'til cancelled orders (such as limit orders that stay open over the course of multiple trading days until a security reaches a specified market price) are not permitted.**

**vii) Digital Currencies and Related Investments – Refer to the Trading and Reporting Requirements for Digital Currency Investments and Activities for details on which digital currency account and product types are permitted, and what must be disclosed, under this policy.**

&nbsp;&nbsp;&nbsp;&nbsp;*(c)* *<u>Short term trading in a Vanguard Fund (other than Vanguard ETFs):</u>* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;i) Compliance may monitor trading in Vanguard Funds, other than Vanguard ETFs, and will review situations where Vanguard Fund shares are redeemed within 30 calendar days of purchase (a "short-term trade"). You may be required to relinquish to Vanguard any profit made on a short-term trade and will be subject to disciplinary action if Compliance determines the short-term trade was detrimental to a Vanguard Fund or a Vanguard Client or that there is a history of frequent trading by you or your Household or Family Members. For purposes of this paragraph:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) A
 redemption includes a redemption by any means, including an exchange out of a Vanguard Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) This
 policy does not cover purchases and redemptions/sales (i) into or out of Vanguard money market
 funds, Vanguard short-term bond funds, or (ii) through an Automatic Investment Program.

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**ii) Nothing in this section is intended to replace, nullify, or modify any requirements imposed by a Vanguard Fund.**

**<u>Segment 2-D-2: Specific Limitations and Prohibitions that Apply Based on Access Person Designation</u>**

The terms and requirements of ***this Segment 2-D-2 are in addition to the terms and requirement of Segment 2-D-1***, and you must comply with the portions of this Segment 2-D-2 that apply to your Access Person designation. Note, an Access Person designation can apply to crew members or contingent workers.

<u>Segment 2-D-2(a): Advisor Access Person requirements</u>

The following terms and requirements apply to <u>Advisor</u> Access Persons only and are in addition to the terms and requirements of Segment 2-D-1:

---

| | |
|:---|:---|
| Securities transactions for which you must obtain preclearance (meaning, approval from Compliance before transacting) | &nbsp;&nbsp;**None**. You are <u>not</u> required to obtain preclearance of any Covered Securities transactions by you or your Household or Family Members, except Private Placements as described above. |
| Prohibited Securities transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;In addition to Segment 2-D-1, you are subject to the following restrictions with respect to any transaction in which you will acquire any direct or indirect Beneficial Ownership:<br>&nbsp;&nbsp;&nbsp;&nbsp;· **Short-Term Trading.** You are prohibited from purchasing and then selling any Covered Security at a profit, as well as selling and then repurchasing a Covered Security at a lower price, within 60 calendar days. A last-in/first-out accounting methodology will be applied to a series of Security purchases when applying this rule. (Note, as stated, this is based on last-in/first-out accounting regardless of how you placed the trade or plan to report it for tax purposes.) If you realize profits on short-term trades, you will be required to relinquish the profits to Vanguard (exclusive of commissions). In addition, the trade will be recorded as a violation of this policy. *For example: you would not be permitted to sell a Covered Security at $12 that you purchased within the prior 60 days for $10. Similarly, you would not be permitted to purchase a Covered Security at $10 that you had sold within the prior 60 days for $12.*<br>&nbsp;&nbsp;&nbsp;&nbsp;· **Short-term trading on options.** You may hold options on a Covered Security until you exercise the options or the options expire. However, you may not otherwise close any open positions within 60 calendar days. If you realize profits on such short-term trades, you must relinquish such profits to Vanguard (exclusive of commissions). In addition, the trade will be recorded as a violation of this policy. Note: These types of transactions can have unintended consequences. |

---

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For example, your call option could be assigned, causing the underlying Security to be called away within sixty (60) calendar days following the purchase of the Covered Security. <br>   <u>Visit the Appendix C for a table summarizing the trading and reporting requirements for Advisor Access Persons.</u>

<u>Segment 2-D-2(b): Fund Access Person requirements</u> 

The following terms and requirements apply to <u>Fund</u> Access Persons only and are in addition to the terms and requirements of Segment 2-D-1:

---

| | |
|:---|:---|
| Securities transactions for which you must obtain preclearance (meaning, approval from Compliance before transacting) | &nbsp;&nbsp;**Yes**, you must obtain, for yourself and on behalf of your Household or Family Members, **preclearance for any transaction of a Covered Security by you or any Household or Family Member**.<br>See Segment 2-D-3, below, for instructions on how to seek preclearance. |
| Securities transactions that do <u>not</u> require preclearance | &nbsp;&nbsp;&nbsp;You are not required to obtain preclearance for the following:<br>· Purchases or sales of Vanguard Funds.<br> · Purchases or sales where the person requesting preclearance has no direct or indirect influence or control over the account (e.g., you have a trust in your name but you are not the trustee who places the transaction, provided you have granted Investment Discretion to the trustee and there has been no prior communication between you and the trustee regarding the transaction).<br> · Corporate actions in Covered Securities such as stock dividends, stock splits, mergers, consolidations, spin-offs, or other similar corporate reorganizations or distributions.<br> · Purchases or sales made as a part of an Automatic Investment Program.<br> · Purchases effected upon the exercise of Rights which were issued by an issuer pro rata to all holders of a class of its Securities, to the extent such Rights were acquired from such issuer.<br> · Acquisitions of Covered Securities through gifts or bequests.<br>Visit the Appendix D for a table summarizing the trading and reporting requirements for Fund Access Persons. |
| Is preclearance required for trades in an Approved Managed Account? | &nbsp;&nbsp;No, you are not required to seek preclearance of a transaction in a Covered Security in an Approved Managed Account so long as you have no prior communication with the portfolio manager of that account in connection with that transaction.<br>Note, Vanguard PAS accounts generally do <u>not</u> qualify as Approved Managed Accounts because PAS account owners generally retain some level of investment discretion. Further, any |

---

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---

| | |
|:---|:---|
| | &nbsp;&nbsp;&nbsp;trades of Covered Securities in a PAS account must be precleared under this policy. |
| "Blackout period" restrictions that may apply to personal trading in Covered Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;You may be subject to certain restrictions if you purchase or sell a Covered Security within seven (7) days before or after a Vanguard Fund purchases or sells the same Covered Security or a Related Security (the "blackout period").<br>Purchasing or selling before a Vanguard Fund:<br>&nbsp;&nbsp;&nbsp;&nbsp;· If you <u>purchase</u> a Covered Security within seven days before a Vanguard Fund purchases the same Covered Security or a Related Security, you may be required to hold the Covered Security for 6 months before being permitted to sell the Covered Security for a profit.<br> &nbsp;&nbsp;&nbsp;&nbsp;· If you <u>sell</u> a Covered Security within seven days before a Vanguard Fund sells the same Covered Security or a Related Security, you may be required to relinquish to Vanguard any profits earned from your sale of the Covered Security (exclusive of commissions), where profits are calculated based on the price that the Vanguard Fund received for selling the Covered Security or a Related Security. *Note: Compliance will review your sale to determine if the relinquishment is required. This decision will be based on several factors, such as your role, access to fund trades, and the Covered Security sold.*<br>Purchasing or selling after a Vanguard Fund:<br>&nbsp;&nbsp;&nbsp;&nbsp;· In general, you will not receive preclearance to <u>purchase</u> a Covered Security within seven days after a Vanguard Fund trades the same Covered Security or a Related Security. If you execute the transaction without receiving preclearance, you will have violated this policy and must immediately sell the Covered Security and relinquish all profits received from the sale to Vanguard (exclusive of commissions).<br> &nbsp;&nbsp;&nbsp;&nbsp;· In general, you will not receive preclearance to <u>sell</u> a Covered Security within seven days after a Vanguard Fund trades the same Covered Security or a Related Security. If you execute the transaction without receiving preclearance, you will have violated this policy and must relinquish to Vanguard the difference (exclusive of commissions) between the sale price you received and the Vanguard Fund's sale price (as long as your sales price is higher), multiplied by the number of shares you sold.<br>In addition to these restrictions, local law may dictate the extent to which any gains must be relinquished.<br>Compliance may exempt from these restrictions certain trades during blackout periods that coincide with trading by certain Vanguard Funds (e.g., index funds). |

---

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---

| | |
|:---|:---|
| | &nbsp;&nbsp;&nbsp;The blackout period restrictions set forth above **will not** apply to a Fund Access Person's <u>sale</u> of stock of any issuer which has a market capitalization that exceeds US$5 billion (or local currency equivalent), provided that the total value of any sales of the Security by the Fund Access Person do not exceed US$10,000 (or local currency equivalent) in any 30-day rolling period. Sales of securities of issuers with market capitalizations below US$5 billion, or that exceed US$10,000 in any 30-day rolling period, will continue to be subject to the blackout periods unless Compliance grants a waiver.<br>Compliance **may** waive the blackout period as it applies to the sale of a Covered Security if the Chief Compliance Officer determines its application creates a significant hardship to you (e.g., you need cash for a home purchase or to cover a major medical expense) and, in the opinion of the Chief Compliance Officer, satisfies the requirements for a waiver in the Waivers paragraph of Segment 2-D-1, above. Request and complete a Hardship Waiver Request Form.  |
| Prohibited Securities transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;In addition to Segment 2-D-1, you are subject to the following restrictions with respect to any transaction in which you will acquire any direct or indirect Beneficial Ownership:<br>&nbsp;&nbsp;&nbsp;&nbsp;· **Futures and Options.** You are prohibited from entering into, acquiring, or selling any Futures contract (including single stock futures) or any Option on any Security (including Options on ETFs, Digital Utility Tokens, Digital Security Tokens, and Digital Currencies).<br>&nbsp;&nbsp;&nbsp;&nbsp;· **Short-Term Trading.** You are prohibited from purchasing and then selling any Covered Security at a profit, as well as selling and then repurchasing a Covered Security at a lower price, within 60 calendar days. A last-in/first-out accounting methodology will be applied to a series of Security purchases when applying this rule. (Note, as stated, this is based on last-in/first-out accounting regardless of how you placed the trade or plan to report it for tax purposes.) If you realize profits on short-term trades, you will be required to relinquish the profits to Vanguard (exclusive of commissions). In addition, the trade will be recorded as a violation of this policy. *Example: You are not permitted to sell a security at $12 that you purchased within the prior 60 days for $10. Similarly, you are not permitted to purchase a security at $10 that you sold within the prior 60 days for $12*.<br>&nbsp;&nbsp;&nbsp;&nbsp;· **Spread Bets.** You are prohibited from participating in Spread Betting on Securities, indexes, interest rates, currencies, or commodities. |

---

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<u>Segment 2-D-2(c): Investment Access Person requirements</u> 

The following terms and requirements apply to <u>Investment</u> Access Persons only and are in addition to the terms and requirements of Segment 2-D-1:

---

| | |
|:---|:---|
| Securities transactions for which you must obtain preclearance (meaning, approval from Compliance before transacting) | &nbsp;&nbsp; **Yes**, you must obtain, for yourself and on behalf of your Household or Family Members, **preclearance for any transaction of (i) a Covered Security, or (ii) a Vanguard ETF, by you or any Household or Family Member**.<br>See Segment 2-D-3, below, for instructions on how to seek preclearance.<br>|
| Securities transactions that do <u>not</u> require preclearance | &nbsp;&nbsp; You are not required to obtain preclearance for the following:<br>&nbsp;&nbsp;&nbsp;&nbsp;· Purchases or sales of Vanguard Funds. (*Reminder: The purchase or sale of Vanguard ETFs <u>does</u> require preclearance.)*<br> &nbsp;&nbsp;&nbsp;&nbsp;· Purchases or sales where the person requesting preclearance has no direct or indirect influence or control over the Covered Security (e.g., you have a trust in your name but you are not the trustee who places the transaction, provided you have granted Investment Discretion to the trustee and there has been no prior communication between you and the trustee regarding the transaction).<br> &nbsp;&nbsp;&nbsp;&nbsp;· Corporate actions in Covered Securities such as stock dividends, stock splits, mergers, consolidations, spin-offs, or other similar corporate reorganizations or distributions.<br> &nbsp;&nbsp;&nbsp;&nbsp;· Purchases or sales made as a part of an Automatic Investment Program.<br> &nbsp;&nbsp;&nbsp;&nbsp;· Purchases effected upon the exercise of Rights which were issued by an issuer pro rata to all holders of a class of its Securities, to the extent such Rights were acquired from such issuer.<br> &nbsp;&nbsp;&nbsp;&nbsp;· Acquisitions of Covered Securities through gifts or bequests.<br>Visit the Appendix for a table summarizing the trading and reporting requirements for Investment Access Persons. <br>|
| Is preclearance required for trades in an Approved Managed Account? | &nbsp;&nbsp; No, you are not required to seek preclearance of a transaction in a Covered Security in an Approved Managed Account so long as you have no prior communication with the portfolio manager of that account in connection with that transaction.<br>Note, Vanguard PAS accounts generally do <u>not</u> qualify as Approved Managed Accounts because PAS account owners generally retain some level of investment discretion. Further, any trades of Covered Securities (but not trades of Vanguard ETFs) in a PAS account must be precleared under this policy. <br>|

---

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---

| | |
|:---|:---|
| "Blackout period" restrictions that may apply to personal trading in Covered Securities | &nbsp;&nbsp; You may be subject to certain restrictions if you purchase or sell a Covered Security within seven (7) days before or after a Vanguard Fund purchases or sells the same Covered Security or a Related Security (the "blackout period").<br>Purchasing or selling before a Vanguard Fund:<br>&nbsp;&nbsp;&nbsp;&nbsp;· If you <u>purchase</u> a Covered Security within seven days before a Vanguard Fund purchases the same Covered Security or a Related Security, you may be required to hold the Covered Security for 6 months before being permitted to sell the Covered Security for a profit.<br> &nbsp;&nbsp;&nbsp;&nbsp;· If you <u>sell</u> a Covered Security within seven days before a Vanguard Fund sells the same Covered Security or a Related Security, you may be required to relinquish to Vanguard any profits earned from your sale of the Covered Security (exclusive of commissions), where profits are calculated based on the price that the Vanguard Fund received for selling the Covered Security or a Related Security.<br>Purchasing or selling after a Vanguard Fund:<br>&nbsp;&nbsp;&nbsp;&nbsp;· In general, you will not receive preclearance to <u>purchase</u> a Covered Security within seven days after a Vanguard Fund trades the same Covered Security or a Related Security. If you execute the transaction without receiving preclearance, you will have violated this policy and must immediately sell the Covered Security and relinquish all profits received from the sale to Vanguard (exclusive of commissions).<br> &nbsp;&nbsp;&nbsp;&nbsp;· In general, you will not receive preclearance to <u>sell</u> a Covered Security within seven days after a Vanguard Fund trades the same Covered Security or a Related Security. If you execute the transaction without receiving preclearance, you will have violated this policy and must relinquish to Vanguard the difference (exclusive of commissions) between the sale price you received and the Vanguard Fund's sale price (as long as your sales price is higher), multiplied by the number of shares you sold.<br>In addition to these restrictions, local law may dictate the extent to which any gains must be relinquished.<br>Compliance may exempt from these restrictions certain trades during blackout periods that coincide with trading by certain Vanguard Funds (e.g., index funds).<br>Compliance **may** waive the blackout period as it applies to the sale of a Covered Security if the Chief Compliance Officer determines its application creates a significant hardship to you (e.g., you need cash for a home purchase or to cover a major medical expense) and, in the opinion of the Chief Compliance Officer, satisfies the requirements for a waiver in the Waivers |

---

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---

| | |
|:---|:---|
| | &nbsp;&nbsp;paragraph of Segment D-1, above. Request and complete a Hardship Waiver Request Form.<br>|
| Prohibited Securities transactions | &nbsp;&nbsp; In addition to Segment 2-D-1, you are subject to the following restrictions with respect to any transaction in which you will acquire any direct or indirect Beneficial Ownership:<br>**Futures and Options.** You are prohibited from entering into, acquiring, or selling any Futures contract (including single stock futures) or any Option on any Security (including Options on ETFs, Digital Utility Tokens, Digital Security Tokens, and Digital Currencies).<br>**Short-Term Trading.** You are prohibited from purchasing and then selling any Covered Security or a Vanguard ETF at a profit, as well as selling and then repurchasing a Covered Security or a Vanguard ETF at a lower price, within 60 calendar days. A last-in/first-out accounting methodology will be applied to a series of Security purchases when applying this rule. (Note, as stated, this is based on last-in/first-out accounting regardless of how you placed the trade or plan to report it for tax purposes.) If you realize profits on short-term trades, you will be required to relinquish the profits to Vanguard (exclusive of commissions). In addition, the trade will be recorded as a violation of this policy. *Example: You are not permitted to sell a security at $12 that you purchased within the prior 60 days for $10. Similarly, you are not permitted to purchase a security at $10 that you sold within the prior 60 days for $12*.<br>**Spread Bets.** You are prohibited from participating in Spread Betting on Securities, indexes, interest rates, currencies, or commodities.<br>|

---

**<u>Segment 2-D-3: How to Seek and Abide by Preclearance Requirements</u>**

If you are required to obtain preclearance of any trade or transaction under this policy, then the terms of this Segment 2-D-3 apply to that trade or transaction.

**Preclearance representations.**

By seeking preclearance, you will be deemed to be advising and representing to Compliance that you:

&nbsp;&nbsp;&nbsp;&nbsp;· Do not possess any material, nonpublic information relating
to the security.

&nbsp;&nbsp;&nbsp;&nbsp;· Do not use knowledge of any proposed trade or investment
program relating to the Vanguard Funds for personal benefit.

&nbsp;&nbsp;&nbsp;&nbsp;· Believe the proposed trade is available to any market participant
on the same terms.

**How do I obtain preclearance?**

Preclearance must be obtained via the "Personal Trade Pre-Clearance" path in MCO. Once the required information is submitted, your preclearance request will usually be approved or denied

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immediately. Transactions in Covered Securities (including, for Investment Access Persons, transactions in Vanguard ETFs) may not be executed before you receive approval.

As a reminder, preclearance of Private Placements is addressed in Segment 2-D-1 of this policy, above.

Attempting to gain approval after the transaction has occurred is not permitted. Completing a personal trade before receiving approval or after the approval window expires constitutes a violation of this policy. See Section 3 of this policy for more information regarding the sanctions that may be imposed as a result of a violation.

**How long is my preclearance approval valid?**

**In the U.S.:** Preclearance approval will expire at the end of the trading day on which it is issued (e.g., if you receive approval for a trade on Monday, it is effective until the market closes on that Monday). Preclearance for permitted limit orders is good for transactions on the same day that approval is granted only. If you receive approval for a limit order, it must be executed or expire at the close of regular trading on the same business day for which approval was granted. If you wish to execute the limit order after the close of regular trading on the day you received approval, you must submit a new preclearance request for the day you wish to execute the trade.

**Outside the U.S.:** If you receive approval, transactions must be executed no later than the end of trading on the next business day after the preclearance is granted. If the transaction is not placed within that time, you must submit a new request for approval before placing the transaction. If you preclear a limit order, that limit order must either be executed or expire at the end of the next business day. If you want to execute the order after the next business day period expires, you must resubmit your preclearance request.

**Section 3 – Penalties and Sanctions** 

**How we enforce this policy** 

The Compliance Department regularly reviews the forms, reports, and other information it receives. If these reviews turn up information that is incomplete, questionable, or potentially in violation of this policy, the Compliance Department will investigate the matter and may contact you. If it is determined that you or any of your Household or Family Members have violated this policy, the Compliance Department or another appropriate party may take action.

**Violations** 

If the Compliance Department determines that there has been a violation, you may be subject to penalties and sanctions as described in this policy and otherwise as described in the Disciplinary Action Policy and, for crew and contingent workers in Australia, the Managing Misconduct Policy. The Compliance Department will generally utilize a rolling 24-month period when evaluating whether and how to sanction a violation. Any violation of this policy may result in disciplinary action up to and including termination of employment.

Vanguard takes all policy violations seriously and at times provides the Vanguard Funds' board with a summary of actions taken in response to material violations of this policy and other policies. You should be aware that other securities laws and regulations not addressed by this policy may also apply to you, depending upon your role at Vanguard.

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**Exceptions** 

The Chief Compliance Officer or designee retains the discretion to interpret and grant exceptions to this policy and to decide how the rules apply to any given situation for the purpose of protecting the funds and being consistent with the general principles of this policy and the *Code of Ethical Conduct*.

In cases where exceptions to this policy are noted and you may qualify for them, you need to get prior written approval from the Compliance Department. If you believe that you have a situation that warrants an exception that is not discussed in this policy, you may submit a written request to the Compliance Department, which will consider your request and notify you of the outcome.

**Section 4 – Defined Terms** 

The following definitions apply throughout this policy:

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| | |
|:---|:---|
| Access Person | &nbsp;&nbsp;Any person designated as an Investment Access Person, Fund Access Person, or Advisor Access Person. |
| Approved Managed Account | &nbsp;&nbsp;An investment account where (i) the account is owned by an investor and overseen by a hired professional money manager, (ii) the investor has no trading discretion on the account, and (iii) Compliance has approved it as an Approved Managed Account. |
| Associated Person | &nbsp;&nbsp;Any person who conducts securities business on behalf of Vanguard Marketing Corporation (VMC). This includes all FINRA-licensed contingent workers, as well as non-licensed contingent workers who perform certain operational and administrative functions for VMC. |
| Automatic Investment Program | &nbsp;&nbsp;A program in which regular periodic purchases (or withdrawals) are made automatically in (or from) Investment accounts, according to a predetermined schedule and allocation. An Automatic Investment Program includes a dividend reinvestment plan. |
| Bankers' Acceptance | &nbsp;&nbsp;A time draft drawn on a commercial bank by a borrower usually in connection with an international commercial transaction. Bankers' Acceptances are usually guaranteed by the bank. |
| Beneficial Ownership | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The opportunity to directly or indirectly—through any contract, arrangement, understanding, relationship, or otherwise—share at any time in any economic interest or profit derived from an ownership of or a transaction in a Security. For clarity, what you are deemed to have Beneficial Ownership of includes the following:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security owned individually by you.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security owned by a Household or Family Member.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security owned in joint tenancy, as tenants in common, or in other joint ownership arrangements.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Any Security in which a Household or Family Member has Beneficial Ownership if the Security is held in a Covered Account over which you have decision making authority (for example, you act as a trustee, executor, or guardian or you provide Investment advice).<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Your interest as a general partner or manager/member in Securities held by a general or limited partnership or limited liability company.<br>|

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| | |
|:---|:---|
| | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Your interest as a member of an Investment club or an organization that is formed for the purpose of investing in a pool of monies or Securities.<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; · Your ownership of Securities as a trustee of a trust in which either you or a Household or Family Member has a vested interest in the principal or income of the trust or your ownership of a vested interest in a trust. <br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;· Securities owned by a corporation which is directly or indirectly controlled by, or under common control with, such person. |
| Bond | &nbsp;&nbsp;A debt obligation issued by a corporation, government, or government agency that entails repayment of the principal amount of the obligation at a future date, usually with interest. |
| Certificate | &nbsp;&nbsp;In Germany, a right or obligation issued by a bank where the payout profile or benefit of ownership depends upon or is tied to the performance of an agreed-upon underlying asset or security. |
| Certificate of Deposit (CD) | &nbsp;&nbsp;An insured, interest-bearing deposit at a bank that requires the depositor to keep the money invested for a specified period. |
| Commercial Paper | &nbsp;&nbsp;A promissory note issued by a large company in need of short-term financing. |
| Covered Account | &nbsp;&nbsp;Any Vanguard Fund account, any brokerage account, and any other type of account that holds, or is capable of holding, Reportable Securities. |
| Covered Security | &nbsp;&nbsp; Any Security (including through an IPO), but <u>not</u> including any:<br>&nbsp;&nbsp;&nbsp;&nbsp;· Direct Obligations of a Government; <br> &nbsp;&nbsp;&nbsp;&nbsp;· Bankers' Acceptances, Certificates of Deposit (CD), Commercial Paper, and High-Quality Short-Term Debt Instruments, including Repurchase Agreements; <br> &nbsp;&nbsp;&nbsp;&nbsp;· Shares issued by Open-End Funds (although for European subsidiaries, this is limited to UCITS schemes, a non-UCITS retail scheme, or another fund subject to supervision under the law of an European Economic Area (EEA) state which is an index fund or which requires an equivalent level of risk spreading in their assets);<br> &nbsp;&nbsp;&nbsp;&nbsp;· Life policies; <br> &nbsp;&nbsp;&nbsp;&nbsp;· ETFs;<br> &nbsp;&nbsp;&nbsp;&nbsp;· ETNs; or<br> &nbsp;&nbsp;&nbsp;&nbsp;· Digital Currencies. |
| Debenture | &nbsp;&nbsp;An unsecured debt obligation backed only by the general credit of the borrower. |
| Digital Currency | &nbsp;&nbsp;A digital asset that: (1) serves solely as a store of value, a medium of exchange, or a unit of account; (2) is not issued or guaranteed by any jurisdiction, central bank, or public authority; (3) relies on algorithmic techniques to regulate the generation of new units of the digital asset; and (4) has transactions involving the digital asset recorded on a decentralized network or distributed ledger (e.g., blockchain). Common examples of a Digital Currency are Bitcoin and Ether. A Digital Currency is distinguishable from a Digital Security Token or a Digital Utility Token. |
| Digital Security Token | &nbsp;&nbsp; Any digital asset that is not a Digital Currency or Digital Utility Token. In general, a Digital Security Token may: (1) derive its value primarily from, or represent an interest in, a separate asset or pool of assets; or (2) represent an interest in an enterprise or venture. A Digital Security Token may provide owners or holders with voting rights, rights to distributions, or other rights associated with ownership. Digital Security |

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| | |
|:---|:---|
| | &nbsp;&nbsp;Tokens are generally held for speculative investment purposes and not to provide holders with access to a particular network, product, or service. Digital Security Tokens, like other investments, are generally not used as a medium of exchange.<br> Note, whether or not an asset is a Digital Security Token depends on specific facts and circumstances. Merely referring to an asset as a Digital Currency or Digital Utility Token does not prevent the asset from being a Digital Security Token. Furthermore, an asset may be a Digital Security Token even if it has some purported utility. Please contact Compliance if you have any questions regarding whether an asset is a Digital Security Token. |
| Digital Utility Token | &nbsp;&nbsp;A digital asset that (1) provides access to a particular network, product, or service; (2) derives its value primarily from providing access to a particular network, product, or service; and (3) does not function as a Digital Currency or Digital Security Token. |
| Direct Obligation of a Government | &nbsp;&nbsp;A debt that is backed by the full taxing power of any government. These Securities are generally considered to be of the very highest quality. |
| ETF or Exchange-Traded Fund | &nbsp;&nbsp;An investment with characteristics of both mutual funds and individual stocks. Many ETFs track an index, a commodity, or a basket of assets. Unlike mutual funds, ETFs can be traded throughout the day. ETFs often have lower expense ratios but must be purchased and sold through a broker, which means you may incur commissions. |
| ETN or Exchange-Traded Note | &nbsp;&nbsp;A senior, unsecured, unsubordinated debt Security issued by a financial institution, whose returns are based on the performance of an underlying index and backed only by the credit of the issuer. ETNs have a maturity date, but typically pay no periodic coupon interest and offer no principal protection. At maturity an ETN investor receives a cash payment linked to the performance of the corresponding index, less fees. |
| Futures / Futures Contract | &nbsp;&nbsp;A contract to buy or sell specific amounts of a commodity or financial instrument (such as grain, a currency, including foreign currencies and Digital Currencies (e.g., Bitcoin), a Digital Security Token, or an index) for an agreed-upon price at a certain time in the future. Sometimes the arrangements in a contract prescribe that settlements are made through cash payments, rather than the delivery of physical goods or Securities; this is called Contract for Difference. |
| High-Quality Short-Term Debt Instrument | &nbsp;&nbsp;An instrument that has a maturity at issuance of less than 366 days and is rated in one of the two highest ratings categories by a nationally recognized statistical rating organization, or an instrument that is unrated but determined by Vanguard to be of comparable quality. |
| Household or Family Member (U.S., Australia, Canada, China, Hong Kong, and Mexico) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; For the U.S., Australia, Canada, China, Hong Kong, and Mexico regions, the term "Household or Family Member" includes:<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) Your spouse or domestic partner (an unrelated adult with whom you share your home and contribute to each other's support);<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) Any child of yours or of your spouse or domestic partner, provided that the child resides in the same household as or is financially dependent upon you; or<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) Any other individual over whose accounts you have control (e.g., agent authority (full or limited), trustee, power of attorney authority) and to whose financial support you materially contribute.<br>|

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| | |
|:---|:---|
| | &nbsp;&nbsp;For purposes of parts (a) and (b) of this definition, those persons may not be deemed Household or Family Members under this policy if you demonstrate, to the satisfaction of the Compliance Department, that you derive no economic benefit from, and exercise no control over, that person's accounts. |
| Household or Family Member (Europe) | &nbsp;&nbsp;For Europe crew members, the term "Household or Family Member" includes your spouse, domestic partner (an unrelated adult with whom you share your home and contribute to each other's support), and minor children, as well as relatives whether by blood, adoption, or marriage (e.g., children, grandchildren, siblings, parents, parents-in-law, stepchildren) residing in the same household for at least one year prior to the date of the personal transaction. |
| Initial Coin Offering (ICO) | &nbsp;&nbsp;An initial offer or sale of Digital Currencies or Digital Security Tokens. Note, whether or not an offering is an ICO depends on specific facts and circumstances. Please contact Compliance before participating in an initial offering of a Digital Currency, Digital Security Token, or Digital Utility Token |
| Initial Public Offering (IPO) | &nbsp;&nbsp;A corporation's first offering of common stock to the public. |
| Investment Contract | &nbsp;&nbsp;Any contract, transaction, or scheme whereby a person invests money in a common enterprise and is led to expect profits solely from the efforts of the promoter or third party. |
| Investment Discretion | &nbsp;&nbsp;The authority an individual may exercise, with respect to investment control or trading discretion, on another person's account (e.g., executor, trustee, power of attorney). |
| Non-Access Person | &nbsp;&nbsp;Any person in a role that has not been designated as an Access Person role. |
| Note | &nbsp;&nbsp;A financial security that generally has a longer term than a bill, but a shorter term than a Bond. However, the duration of a note can vary significantly and may not always fall neatly into this categorization. Notes are similar to Bonds in that they are sold at, above, or below face (par) value; make regular interest payments; and have a specified term until maturity. |
| Open-End Fund | &nbsp;&nbsp;A mutual fund that has an unlimited number of shares available for purchase. |
| Option | &nbsp;&nbsp;The right, but not the obligation, to buy (for a call option) or sell (for a put option) a specific amount of a given stock, commodity, currency, including foreign currencies and Digital Currencies (e.g., Bitcoin), index, or debt, at a specified price (the strike price) during a specified period or on one particular date. |
| Private Placement | &nbsp;&nbsp;A Security that is not registered or required to be registered under applicable securities laws. Private Placements are generally sold to a relatively small number of select investors (as opposed to a public issue, in which Securities are made available for sale on the open market) in order to raise capital. Private Placements may include, among others, interests in hedge funds (including limited partnership interests) and shares of private companies. Investors in Private Placements are usually banks, mutual funds, insurance companies, pension funds, hedge funds, and high net worth individuals. Private Placements are typically held or maintained outside of Vanguard. |
| Related Security | &nbsp;&nbsp;Any Security or instrument that provides economic exposure to the same company or entity—provided, however, that equity instruments will |

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| | |
|:---|:---|
| | &nbsp;&nbsp;generally not be considered related to fixed income instruments (other than convertible Bonds) and vice versa. For example, all of the following instruments would be related to the common Stock of Company X: Options, Futures, Rights, and Warrants on Company X common Stock; preferred Stock issued by Company X; and Bonds convertible into Company X common Stock. Similarly, different Bonds issued by Company X would be related to one another. |
| Reportable Security | &nbsp;&nbsp;Any Covered Security, ETF, ETN, or Digital Security Token. |
| Repurchase Agreement | &nbsp;&nbsp;An arrangement by which the seller of an asset agrees, at the time of the sale, to buy back the asset at a specific price and, typically, on a given date (normally the next day). |
| Right | &nbsp;&nbsp;A Security giving stockholders entitlement to purchase new shares issued by the corporation issuer at a predetermined price (normally at a discount to the current market price) in proportion to the number of shares already owned. Rights are issued only for a short period of time, after which they expire. |
| Secondary Offering | &nbsp;&nbsp;The sale of new or closely held shares by a company that has already made an Initial Public Offering. |
| Security | &nbsp;&nbsp;Any Stock, Bond, money market instrument, Note, evidence of indebtedness, Debenture, Warrant, Option, Right, Investment Contract, ETF, ETN, Digital Currency that has been deemed to be a security by the US Securities and Exchange Commission, Certificate, or any other investment or interest commonly known as a Security. |
| SPAC (Special Purpose Acquisition Company) | &nbsp;&nbsp;A shell company or company with no commercial operations that is formed strictly to raise capital through an Initial Public Offering (IPO) for the purpose of acquiring an existing company. |
| Spread Betting | &nbsp;&nbsp;A way of trading that enables you to profit from movements in a wide range of markets from Securities to currencies, including foreign currencies and Digital Currencies, Digital Security Tokens, commodities, and interest rates. Spread betting allows you to trade on whether the price quoted for these financial instruments will go up or down. |
| Stock | &nbsp;&nbsp;A Security that represents part ownership, or equity, in a corporation. Each share of stock is a proportional stake in the corporation's assets and profits, some of which could be paid out as dividends. |
| UCITS (Undertakings for the Collective Investment of Transferable Securities) | &nbsp;&nbsp;A regulatory framework of the European Commission that creates a harmonized regime throughout Europe for the management and sale of mutual funds. UCITS funds can be registered in Europe and sold to investors worldwide using unified regulatory and investor protection requirements. |
| Vanguard Client | &nbsp;&nbsp;The clients of VGI, or any of the International Subsidiaries, and investors in the Vanguard Funds, including the Vanguard Funds themselves. |
| Vanguard Fund | &nbsp;&nbsp;Vanguard mutual funds, Vanguard managed funds, Vanguard UCITS funds, Vanguard ETFs, and any other accounts sponsored or managed by Vanguard. This includes, but is not limited to, separately managed accounts and collective trusts. |
| Warrant | &nbsp;&nbsp;An entitlement to purchase a certain amount of common Stock at a set price (usually higher than the current price) during an extended period of time. Usually issued with a fixed-income security to enhance its marketability, a Warrant can be transferred, traded, or exercised by the holder. |

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Page **26** of **37**

**Policy Compliance** 

Questions regarding this policy may be submitted to Code_of_Ethics@vanguard.com.

Please be aware of and comply with any supplemental policies that may apply to your role, department, or geographic region. Check with your manager for more information.

If you believe you may have breached this policy, you should immediately report it to your manager, notify the policy contact for your region, and work with them to take swift corrective action. Alternatively, you may report concerns regarding this policy via the Anonymous Reporting channel that Vanguard has arranged for your region. You are expected to cooperate with any research or investigation into conduct regarding this policy.

The Compliance Department is the owner of this policy. Any violations or potential violations of this policy may be investigated by the Compliance Department, and if it is determined that there has been a violation, you may be subject to penalties and sanctions as described in the Disciplinary Action Policy and, for crew and contingent workers in Australia, the Managing Misconduct Policy. Any violation of this policy may result in disciplinary action up to and including termination of employment.

Refer to the Policy Disclaimer Statement for more information.

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**Appendix**

**Appendix A**

Am I an Access Person, and if so, which Access Person "designation" applies?

**Appendix B**

What accounts must be disclosed?

**Appendix C**

Trading and Reporting Requirements for Advisor Access Persons

**Appendix D**

Trading and Reporting Requirements for Fund Access Persons

**Appendix E**

Trading and Reporting Requirements for Fund Access Persons

**Appendices Endnotes**

Clarifications and explanations to the content within the appendices

Page **28** of **37**

**APPENDIX A**

Am I an Access Person, and if so, which Access Person "designation" applies?

To determine if you are designated as an Access Person, review your offer letter for specifics. If you are unsure, ask your recruiter to confirm for you which designation you fall under. They can look up your designation by referencing our internal Access Person Code of Conduct policy. Your designation will be one of the following:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. Advisor Access

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Fund Access

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Investment Access

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. Non-Access (If this is your designation,
this packet does not apply to you.)

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**APPENDIX B** 

What accounts must be disclosed?

This list provides a snapshot of what accounts you will need to disclose. Come prepared knowing how to access the statements for these accounts. Please note, this is list is subject to change.

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| | |
|:---|:---|
| &nbsp;&nbsp;**Common Account Types** | &nbsp;&nbsp;**Access<br> Person<br> disclosure<br> required?** |
| &nbsp;&nbsp; Employer sponsored retirement plans (plan **doesn't** have the ability to hold Vanguard funds) <br> Examples: 401k, 403b, 457b, Employee Stock Options Plan (ESOP), Employee Stock Purchase Plan (ESPP), and pension plans  | No |
| &nbsp;&nbsp; Employer sponsored retirement plans (plan **does** have the ability to hold Vanguard funds) <br> Examples: 401k, 403b, 457b, Employee Stock Options Plan (ESOP), Employee Stock Purchase Plan (ESPP), and pension plans  | Yes |
| &nbsp;&nbsp;529 Plans (plan **doesn't** have the ability to hold Vanguard funds) | No |
| &nbsp;&nbsp;529 plans (plan **does** have the ability to hold Vanguard funds) | Yes |
| &nbsp;&nbsp;Health Savings Account (plan **doesn't** have the ability to hold Vanguard funds) | No |
| &nbsp;&nbsp;Health Savings Account (plan **does** have the ability to hold Vanguard funds) - Including Vanguard's HSA | Yes |
| &nbsp;&nbsp; Vanguard personal accounts<sup>i</sup> <br> **Examples:** Vanguard Brokerage Accounts, Transfer Agent Accounts (Mutual Fund Only account)  | Yes |
| &nbsp;&nbsp; Outside brokerage accounts (including retirement accounts not listed above)<sup>3</sup> <br> **Please Note:** Accounts that are open but have a $0 balance also must be reported because they still have the ability to hold securities.  | Yes |
| &nbsp;&nbsp;Bank accounts - checking and savings | No |
| &nbsp;&nbsp;Annuities | No |
| &nbsp;&nbsp;Fully managed accounts<sup>ii</sup> | Yes<sup>2</sup> |

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**APPENDIX C**

Trading and Reporting Requirements for Advisor Access Persons

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| | | | |
|:---|:---|:---|:---|
| **Securities and Activities** | **Can I Trade** | **60 Day Hold** | **Reportable<sup>iii</sup>** |
| &nbsp;&nbsp;**American Depository Receipts (ADRs)** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Annuities and Insurance Products** | Yes | No | No |
| &nbsp;&nbsp;**Bankers' Acceptances, Certificates of Deposits, and Commercial Paper** | Yes | No | No |
| &nbsp;&nbsp;**Bonds (municipal and corporate)** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Cash** | No | No | No |
| &nbsp;&nbsp;**Closed-End Funds** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Commodities (ex: futures & options)** | Yes | No | No |
| &nbsp;&nbsp;**Currencies** | Yes | No | No |
| &nbsp;&nbsp;**Debentures** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Digital Currency** | Yes | No | No |
| &nbsp;&nbsp;**Digital Utility Tokens** | Yes | No | Yes |
| &nbsp;&nbsp;**Digital Security Tokens** | Yes | No | Yes |
| &nbsp;&nbsp;**Direct Obligations** | Yes | No | No |
| &nbsp;&nbsp;**Non-Vanguard ETFs and ETNs** | Yes | No | Yes |
| &nbsp;&nbsp;**Evidence of Indebtedness** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Government bonds** | Yes | No | No |
| &nbsp;&nbsp;**High Quality Short Term Debt Instruments** | Yes | No | Yes |
| &nbsp;&nbsp;**Investment Contracts** | Yes | Yes | Yes |
| &nbsp;&nbsp;**IPOs (and ICOs)** | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Money market instruments (non-Vanguard)** | Yes | No | No |
| &nbsp;&nbsp;**Money market instruments (Vanguard)** | Yes | No | Yes |
| &nbsp;&nbsp;**Open-End funds (non-Vanguard)** | Yes | No | No |
| &nbsp;&nbsp;**Notes** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Options on Covered Securities** | Yes | Yes<sup>iv</sup> | Yes |
| &nbsp;&nbsp;**Private placements (unlisted securities)** | Yes<sup>v</sup> | No | Yes |
| &nbsp;&nbsp;**Rights** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Real Estate Investment Trusts** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Security Futures** | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Short Positions** | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**SPACs** | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Stocks** | Yes | Yes | Yes |
| &nbsp;&nbsp;**Unit Investment Trusts** | Yes | Yes | Yes |

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| | | | |
|:---|:---|:---|:---|
| **Securities and Activities** | **Can I Trade** | **60 Day Hold** | **Reportable<sup>iii</sup>** |
| &nbsp;&nbsp;**UCITs Funds (non-Vanguard)** | **Yes** | **No** | **No** |
| &nbsp;&nbsp;**Vanguard Annuities and Insurance Products** | Yes | No | Yes |
| &nbsp;&nbsp;**Vanguard ETFs** | Yes | No | Yes |
| &nbsp;&nbsp;**Vanguard Funds** | Yes | No | Yes |
| &nbsp;&nbsp;**Warrants** | Yes | Yes | Yes |

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**APPENDIX D**

Trading and Reporting Requirements for Fund Access Persons

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Securities and Activities** | **Can I Trade** | **Preclear** | **7 Day Blackout** | **60 Day Hold** | **Reportable<sup>iii</sup>** |
| &nbsp;&nbsp;**American Depository Receipts (ADRs)** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Annuities and Insurance Products** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Bankers' Acceptances, Certificates of Deposits, and Commercial Paper** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Bonds (municipal and corporate)** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Cash** | No | No | No | No | No |
| &nbsp;&nbsp;**Closed-End Funds** | Yes | Yes | No | Yes | Yes |
| &nbsp;&nbsp;**Commodities (ex: futures & options)** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Currencies** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Debentures** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Digital Currency** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Digital Utility Tokens** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Digital Security Tokens** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Direct Obligations** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Non-Vanguard ETFs and ETNs** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Evidence of Indebtedness** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Government bonds** | Yes | No | No | No | No |
| &nbsp;&nbsp;**High Quality Short Term Debt Instruments** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Investment Contracts** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**IPOs (and ICOs)** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Money market instruments (non-Vanguard)** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Money market instruments (Vanguard)** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Open-End funds (non-Vanguard)** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Notes** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Options on Securities** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Private placements (unlisted securities)** | Yes<sup>v</sup> | Yes | No | No | Yes |
| &nbsp;&nbsp;**Rights** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Real Estate Investment Trusts** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Security Futures** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Short Positions** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |

---

Page **33** of **37**

![](tm234376d1_coeimg01.jpg)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Securities and Activities** | **Can I Trade** | **Preclear** | **7 Day Blackout** | **60 Day Hold** | **Reportable<sup>iii</sup>** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**SPACs** | **Prohibited** | **Prohibited** | **Prohibited** |
| &nbsp;&nbsp;**Stocks** | Yes | Yes<sup>vi</sup> | Yes |
| &nbsp;&nbsp;**Unit Investment Trusts** | Yes | Yes | Yes |
| &nbsp;&nbsp;**UCIT Funds (non-Vanguard)** | No | No | No |
| &nbsp;&nbsp;**Vanguard Annuities and Insurance Products** | No | No | Yes |
| &nbsp;&nbsp;**Vanguard ETFs** | No | No | Yes |
| &nbsp;&nbsp;**Vanguard Funds** | No | No | Yes |
| &nbsp;&nbsp;**Warrants** | Yes | Yes | Yes |

---

Page **34** of **37**

![](tm234376d1_coeimg01.jpg)

**APPENDIX E**

Trading and Reporting Requirements for Investment Access Persons

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Securities and Activities** | **Can I Trade** | **Preclear** | **7 Day Blackout** | **60 Day Hold** | **Reportable<sup>iii</sup>** |
| &nbsp;&nbsp;**American Depository Receipts (ADRs)** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Annuities and Insurance Products** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Bankers' Acceptances, Certificates of Deposits, and Commercial Paper** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Bonds (municipal and corporate)** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Cash** | No | No | No | No | No |
| &nbsp;&nbsp;**Closed-End Funds** | Yes | Yes | No | Yes | Yes |
| &nbsp;&nbsp;**Commodities (ex: futures & options)** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Currencies** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Debentures** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Digital Currency** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Digital Utility Tokens** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Digital Security Tokens** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Direct Obligations** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Non-Vanguard ETFs and ETNs** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Evidence of Indebtedness** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Government bonds** | Yes | No | No | No | No |
| &nbsp;&nbsp;**High Quality Short Term Debt Instruments** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Investment Contracts** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**IPOs (and ICOs)** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Money market instruments (non-Vanguard)** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Money market instruments (Vanguard)** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Open-End funds (non-Vanguard)** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Notes** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Options on Securities** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Private placements (unlisted securities)** | Yes<sup>v</sup> | Yes | No | No | Yes |
| &nbsp;&nbsp;**Rights** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Real Estate Investment Trusts** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Security Futures** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |
| &nbsp;&nbsp;**Short Positions** | Prohibited | Prohibited | Prohibited | Prohibited | Prohibited |

---

Page **35** of **37**

![](tm234376d1_coeimg01.jpg)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Securities and Activities** | **Can I Trade** | **Preclear** | **7 Day Blackout** | **60 Day Hold** | **Reportable<sup>iii</sup>** |
| &nbsp;&nbsp;**SPACs** | **Prohibited** | **Prohibited** | **Prohibited** | **Prohibited** | **Prohibited** |
| &nbsp;&nbsp;**Stocks** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**Unit Investment Trusts** | Yes | Yes | Yes | Yes | Yes |
| &nbsp;&nbsp;**UCITs Funds (non-Vanguard)** | Yes | No | No | No | No |
| &nbsp;&nbsp;**Vanguard Annuities and Insurance Products** | Yes | No | No | No | Yes |
| &nbsp;&nbsp;**Vanguard ETFs** | Yes | Yes | No | Yes | Yes |
| &nbsp;&nbsp;**Vanguard Funds** | Yes | No<sup>vii</sup> | No | No<sup>viii</sup> | Yes |
| &nbsp;&nbsp;**Warrants** | Yes | Yes | Yes | Yes | Yes |

---

Page **36** of **37**

![](tm234376d1_coeimg01.jpg)

**APPENDICES ENDNOTES**

Clarifications and explanations to the content within the appendices

<sup>i</sup> Accounts you share ownership with will need to be disclosed, e.g., a joint account

<sup>ii</sup> Fully managed accounts can be maintained outside of Vanguard with review and approval from the Code team. Please provide one of the following documents for review:

&nbsp;&nbsp;&nbsp;&nbsp;· A
 signed discretionary/advisory agreement from the outside firm, or

&nbsp;&nbsp;&nbsp;&nbsp;· A
 signed letter from your advisor on their firm's letterhead.

This documentation should include the following information:

&nbsp;&nbsp;&nbsp;&nbsp;· The account number(s) for any account considered fully managed

&nbsp;&nbsp;&nbsp;&nbsp;· The name of your advisor or the name of the program in
which the account is enrolled

&nbsp;&nbsp;&nbsp;&nbsp;· A statement that you have no discretion/trading authority
over your managed account(s)

<sup>iii</sup> Reportable on Initial Holdings Report or when acquired. All Crew and Contingent Workers deemed Associated Persons must report their accounts, holdings, and transactions through My Compliance Office (MCO).

<sup>iv</sup> Options on Covered Securities include trades that are exercised or assigned involuntarily by the crew member.

<sup>v</sup> Prohibited from acquiring Securities in a Private Placement without prior approval from Compliance.

<sup>vi</sup> Permitted to sell stock with a market cap above US $5 billion, so long as, over a rolling 30 day period, their total value aggregate sales of the stock does not exceed $10,000.

<sup>vii</sup> Vanguard ETFs require preclearance.

<sup>viii</sup> Vanguard ETFs require a 60 day hold.

Page **37** of **37**

## Ex-99.Cert

**Exhibit 99.CERT**

<u>CERTIFICATIONS</u>

I, Mortimer J. Buckley, 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: February 17, 2023 | /s/ Mortimer J. Buckley |
|  | Mortimer J. Buckley |
|  | 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: February 17, 2023 | /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: February 17, 2023 | /s/ Mortimer J. Buckley |
|  | Mortimer J. Buckley |
|  | 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: February 17, 2023 | /s/ Christine Buchanan |
|  | Christine Buchanan |
|  | Chief Financial Officer |

---