# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001104659-25-083881
**Filing Date:** 2025-8
**Character Count:** 3101040
**Document Hash:** 0cdef4f2c0a9e9db80d925a8a3b64d86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-083881.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001104659-25-083881

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 26

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**EFFECTIVENESS DATE**: 20250827

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUNDS
- **CENTRAL INDEX KEY:** 0000857490

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

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 251262552

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD VARIABLE INSURANCE FUND INC
- **DATE OF NAME CHANGE:** 19910505

## Series and Classes Contracts Data

### Balanced Portfolio (Series ID: S000004390)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000012146 | Balanced Portfolio |  |

### Money Market Portfolio (Series ID: S000004391)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000012147 | Money Market Portfolio |  |

### Short-Term Investment-Grade Portfolio (Series ID: S000004393)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000012149 | Short-Term Investment-Grade Portfolio |  |

### Small Company Growth Portfolio (Series ID: S000004394)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000012150 | Small Company Growth Portfolio |  |

### Total Bond Market Index Portfolio (Series ID: S000004395)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000012151 | Total Bond Market Index Portfolio |  |

### Capital Growth Portfolio (Series ID: S000004397)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000012153 | Capital Growth Portfolio |  |

### Diversified Value Portfolio (Series ID: S000004398)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000012154 | Diversified Value Portfolio |  |

### Equity Income Portfolio (Series ID: S000004399)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000012155 | Equity Income Portfolio |  |

### Growth Portfolio (Series ID: S000004401)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000012157 | Growth Portfolio |  |

### High-Yield Bond Portfolio (Series ID: S000004402)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000012158 | High-Yield Bond Portfolio |  |

### International Portfolio (Series ID: S000004403)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000012159 | International Portfolio |  |

?xml version='1.0' encoding='ASCII'? Consolidated ssr-output-EDGAR XBRL File

**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**: 811-05962**

---

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

---

---

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

---

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

Date of fiscal year end: December 31

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

**Item 1: Reports to Shareholders.**

**TABLE OF CONTENTS**

---

| |
|:---|
|  [Variable Insurance Funds - Balanced Portfolio](#classname017095fc-ff4f-4da0-bfb6-5ac5c0021f78) |
|  [Variable Insurance Funds - Money Market Portfolio](#classnamef38ec640-00b0-4bfc-a472-9c11f633f35b) |
|  [Variable Insurance Funds - Short-Term Investment-Grade Portfolio](#classname27637982-77f0-4213-8c37-099d4aec9479) |
|  [Variable Insurance Funds - Small Company Growth Portfolio](#classname5798460e-67e3-4959-bb2b-3a8bac83ea4d) |
|  [Variable Insurance Funds - Total Bond Market Index Portfolio](#classname093bdc8c-f0ad-4cf9-926c-f81ba75734b5) |
|  [Variable Insurance Funds - Capital Growth Portfolio](#classname6742a442-a346-4c9d-864f-0bca269efc4d) |
|  [Variable Insurance Funds - Diversified Value Portfolio](#classname57382036-59db-4759-8b26-3c214412a58d) |
|  [Variable Insurance Funds - Equity Income Portfolio](#classname4b832560-8dcb-42db-a3fe-8ed75b5b5544) |
|  [Variable Insurance Funds - Growth Portfolio](#classname8ff493a0-3c09-4ed0-b00c-3cc491c16d94) |
|  [Variable Insurance Funds - High Yield Bond Portfolio](#classnamee0c43606-5965-4b5b-aba6-f279f03ac341) |
|  [Variable Insurance Funds - International Portfolio](#classname0d7b0412-ceb6-4b68-acf2-8778bfd3c7d4) |

---

# Vanguard Variable Insurance Funds - Balanced Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Balanced Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Balanced Portfolio | $11 | 0.21%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $3585 |
| Number of Portfolio Holdings | 1434 |
| Portfolio Turnover Rate | 33% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communication Services | 7.0% |
| Consumer Discretionary | 8.5% |
| Consumer Staples | 4.8% |
| Energy | 4.5% |
| Financials | 19.7% |
| Health Care | 7.5% |
| Industrials | 5.1% |
| Information Technology | 22.9% |
| Materials | 1.3% |
| Other | 11.2% |
| Real Estate | 2.0% |
| Utilities | 4.8% |
| Other Assets and Liabilities—Net | 0.7% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR106

# Vanguard Variable Insurance Funds - Money Market Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Money Market Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Money Market Portfolio | $8 | 0.15%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1293 |
| Number of Portfolio Holdings | 270 |

---

## Distribution by Effective Maturity % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| 1 to 7 Days | 56.5% |
| 8 to 30 Days | 11.5% |
| 31 to 60 Days | 5.9% |
| 61 to 90 Days | 6.1% |
| 91 to 180 Days | 22.1% |
| Other Assets and Liabilities—Net | (2.1%) |

---

#### This table reflects the Fund's investments, including short-term investments and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR104

# Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Short-Term Investment-Grade Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio | $7 | 0.14%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2533 |
| Number of Portfolio Holdings | 2104 |
| Portfolio Turnover Rate | 56% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communications | 4.2% |
| Consumer Discretionary | 4.4% |
| Consumer Staples | 5.2% |
| Energy | 6.2% |
| Financials | 29.2% |
| Health Care | 7.8% |
| Industrials | 5.5% |
| Materials | 1.7% |
| Real Estate | 3.2% |
| Technology | 5.2% |
| Utilities | 6.1% |
| Other | 19.1% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 2.2% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR274

# Vanguard Variable Insurance Funds - Small Company Growth Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Small Company Growth Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Small Company Growth Portfolio | $15 | 0.30%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1438 |
| Number of Portfolio Holdings | 521 |
| Portfolio Turnover Rate | 33% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communication Services | 4.6% |
| Consumer Discretionary | 11.7% |
| Consumer Staples | 2.0% |
| Energy | 2.0% |
| Financials | 8.7% |
| Health Care | 24.1% |
| Industrials | 21.5% |
| Information Technology | 19.2% |
| Materials | 1.4% |
| Real Estate | 1.0% |
| Utilities | 0.3% |
| Other Assets and Liabilities—Net | 3.5% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR161

# Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Total Bond Market Index Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio | $7 | 0.14%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $4828 |
| Number of Portfolio Holdings | 11114 |
| Portfolio Turnover Rate | 25% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.2% |
| Corporate Bonds | 25.5% |
| Sovereign Bonds | 3.3% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.5% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 1.0% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR257

# Vanguard Variable Insurance Funds - Capital Growth Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Capital Growth Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Capital Growth Portfolio | $17 | 0.34%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2026 |
| Number of Portfolio Holdings | 124 |
| Portfolio Turnover Rate | 6% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communication Services | 6.3% |
| Consumer Discretionary | 11.3% |
| Consumer Staples | 1.0% |
| Energy | 2.0% |
| Financials | 8.6% |
| Health Care | 24.4% |
| Industrials | 12.5% |
| Information Technology | 28.6% |
| Materials | 1.2% |
| Other Assets and Liabilities—Net | 4.1% |

---

#### This table reflects the Fund's investments, including short-term investments and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR277

# Vanguard Variable Insurance Funds - Diversified Value Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Diversified Value Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Diversified Value Portfolio | $15 | 0.29%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1335 |
| Number of Portfolio Holdings | 123 |
| Portfolio Turnover Rate | 17% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communication Services | 6.0% |
| Consumer Discretionary | 8.4% |
| Consumer Staples | 4.7% |
| Energy | 6.1% |
| Financials | 19.0% |
| Health Care | 12.8% |
| Industrials | 11.9% |
| Information Technology | 21.8% |
| Materials | 1.9% |
| Other | 0.0% |
| Real Estate | 0.8% |
| Utilities | 1.4% |
| Other Assets and Liabilities—Net | 5.2% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR278

# Vanguard Variable Insurance Funds - Equity Income Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Equity Income Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Equity Income Portfolio | $15 | 0.29%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2227 |
| Number of Portfolio Holdings | 179 |
| Portfolio Turnover Rate | 29% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communication Services | 1.9% |
| Consumer Discretionary | 4.9% |
| Consumer Staples | 10.2% |
| Energy | 8.7% |
| Financials | 20.6% |
| Health Care | 14.2% |
| Industrials | 12.2% |
| Information Technology | 11.6% |
| Materials | 3.9% |
| Real Estate | 1.6% |
| Utilities | 7.3% |
| Other Assets and Liabilities—Net | 2.9% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR108

# Vanguard Variable Insurance Funds - Growth Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about Growth Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Growth Portfolio | $19 | 0.37%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1633 |
| Number of Portfolio Holdings | 50 |
| Portfolio Turnover Rate | 23% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communication Services | 14.0% |
| Consumer Discretionary | 13.1% |
| Financials | 11.0% |
| Health Care | 4.8% |
| Industrials | 6.0% |
| Information Technology | 49.2% |
| Real Estate | 1.4% |
| Other Assets and Liabilities—Net | 0.5% |

---

#### This table reflects the Fund's investments, including short-term investments and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR109

# Vanguard Variable Insurance Funds - High Yield Bond Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about High Yield Bond Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - High Yield Bond Portfolio | $12 | 0.24%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $767 |
| Number of Portfolio Holdings | 945 |
| Portfolio Turnover Rate | 25% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Communications | 12.4% |
| Consumer Discretionary | 15.2% |
| Consumer Staples | 3.4% |
| Energy | 10.6% |
| Financials | 10.0% |
| Health Care | 7.5% |
| Industrials | 7.6% |
| Materials | 9.9% |
| Real Estate | 1.9% |
| Technology | 6.2% |
| Utilities | 1.8% |
| Other | 8.6% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 4.9% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR260

# Vanguard Variable Insurance Funds - International Portfolio
![Image](tm2519836d12_tsrimg001.jpg)

#### Semi-Annual Shareholder Report \| June 30, 2025
This semi-annual shareholder report contains important information about International Portfolio (the "Fund") for the period of January 1, 2025, to June 30, 2025. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - International Portfolio | $18 | 0.33%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized. |

---

## Fund Statistics (as of June 30, 2025)

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $3258 |
| Number of Portfolio Holdings | 127 |
| Portfolio Turnover Rate | 11% |

---

## Portfolio Composition % of Net Assets (as of June 30, 2025)

---

| | |
|:---|:---|
| Asia | 34.8% |
| Europe | 47.0% |
| North America | 11.9% |
| Oceania | 1.4% |
| South America | 2.0% |
| Other Assets and Liabilities—Net | 2.9% |

---

#### This table reflects the Fund's investments, including short-term investments, derivatives and other assets and liabilities.

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

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

**Fund Information** • 800-662-7447

**Annuity and Insurance Services** • 800-522-5555

**Text Telephone for People Who Are Deaf or Hard of Hearing** •

800-749-7273© 2025 The Vanguard Group, Inc.

All rights reserved.

Vanguard Marketing Corporation, Distributor.

SR110

**Item 2: Code of Ethics.** 

Not applicable.

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

Not applicable.

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

Not applicable.

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

Not applicable.

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

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

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

![](tm2519836d12vvifbalancedi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Balanced Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Balanced Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (66.0%)** | **Common Stocks (66.0%)** |  |  |
| **Communication Services (6.0%)** | **Communication Services (6.0%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;529265 | &nbsp;&nbsp;&nbsp;&nbsp; 93272 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;98399 | &nbsp;&nbsp;&nbsp;&nbsp; 72627 |
| \* | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29317 | &nbsp;&nbsp;&nbsp;&nbsp; 39259 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44004 | &nbsp;&nbsp;&nbsp;&nbsp; 10485 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **215643** |
| **Consumer Discretionary (7.9%)** | **Consumer Discretionary (7.9%)** |  |  |
| \* | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;522733 | &nbsp;&nbsp;&nbsp;&nbsp; 114682 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;89662 | &nbsp;&nbsp;&nbsp;&nbsp; 24497 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192901 | &nbsp;&nbsp;&nbsp;&nbsp; 23821 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;81211 | &nbsp;&nbsp;&nbsp;&nbsp; 23728 |
| \* | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74495 | &nbsp;&nbsp;&nbsp;&nbsp; 23664 |
| \* | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;257832 | &nbsp;&nbsp;&nbsp;&nbsp; 23238 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;199392 | &nbsp;&nbsp;&nbsp;&nbsp; 18270 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;337534 | &nbsp;&nbsp;&nbsp;&nbsp; 17812 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33280 | &nbsp;&nbsp;&nbsp;&nbsp; 12202 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **281914** |
| **Consumer Staples (3.7%)** | **Consumer Staples (3.7%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;173087 | &nbsp;&nbsp;&nbsp;&nbsp; 31524 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;415503 | &nbsp;&nbsp;&nbsp;&nbsp; 29397 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;462119 | &nbsp;&nbsp;&nbsp;&nbsp; 28201 |
|  | &nbsp;&nbsp;&nbsp;British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp;482047 | &nbsp;&nbsp;&nbsp;&nbsp; 22920 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;300174 | &nbsp;&nbsp;&nbsp;&nbsp; 21532 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **133574** |
| **Energy (2.9%)** | **Energy (2.9%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;399900 | &nbsp;&nbsp;&nbsp;&nbsp; 25118 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;228082 | &nbsp;&nbsp;&nbsp;&nbsp; 24587 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;120492 | &nbsp;&nbsp;&nbsp;&nbsp; 20975 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;110017 | &nbsp;&nbsp;&nbsp;&nbsp; 18275 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;238925 | &nbsp;&nbsp;&nbsp;&nbsp; 13934 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **102889** |
| **Financials (10.1%)** | **Financials (10.1%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;890050 | &nbsp;&nbsp;&nbsp;&nbsp; 71311 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;512554 | &nbsp;&nbsp;&nbsp;&nbsp; 45833 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;148986 | &nbsp;&nbsp;&nbsp;&nbsp; 43193 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;64260 | &nbsp;&nbsp;&nbsp;&nbsp; 36110 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59395 | &nbsp;&nbsp;&nbsp;&nbsp; 31318 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;321421 | &nbsp;&nbsp;&nbsp;&nbsp; 29326 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp; 27432 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;58475 | &nbsp;&nbsp;&nbsp;&nbsp; 18719 |
|  | &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;131509 | &nbsp;&nbsp;&nbsp;&nbsp; 17495 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;337336 | &nbsp;&nbsp;&nbsp;&nbsp; 15963 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;95827 | &nbsp;&nbsp;&nbsp;&nbsp; 13498 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28544 | &nbsp;&nbsp;&nbsp;&nbsp; 7617 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20705 | &nbsp;&nbsp;&nbsp;&nbsp; 3799 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **361614** |
| **Health Care (5.6%)** | **Health Care (5.6%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;52901 | &nbsp;&nbsp;&nbsp;&nbsp; 41238 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 5651508 | &nbsp;&nbsp;&nbsp;&nbsp; 29047 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88695 | &nbsp;&nbsp;&nbsp;&nbsp; 27670 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;217776 | &nbsp;&nbsp;&nbsp;&nbsp; 24145 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;296806 | &nbsp;&nbsp;&nbsp;&nbsp; 20741 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;148271 | &nbsp;&nbsp;&nbsp;&nbsp; 20166 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;243981 | &nbsp;&nbsp;&nbsp;&nbsp; 19314 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44420 | &nbsp;&nbsp;&nbsp;&nbsp; 17017 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **199338** |

---

------

Balanced Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Industrials (4.3%)** | **Industrials (4.3%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43411 | &nbsp;&nbsp;&nbsp;&nbsp; 30321 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114492 | &nbsp;&nbsp;&nbsp;&nbsp; 28235 |
| \* | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;124365 | &nbsp;&nbsp;&nbsp;&nbsp; 26058 |
| \* | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;221520 | &nbsp;&nbsp;&nbsp;&nbsp; 20668 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;40578 | &nbsp;&nbsp;&nbsp;&nbsp; 20634 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;169025 | &nbsp;&nbsp;&nbsp;&nbsp; 17852 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106852 | &nbsp;&nbsp;&nbsp;&nbsp; 10157 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **153925** |
| **Information Technology (21.5%)** | **Information Technology (21.5%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;379737 | &nbsp;&nbsp;&nbsp;&nbsp; 188885 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1178557 | &nbsp;&nbsp;&nbsp;&nbsp; 186200 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;585822 | &nbsp;&nbsp;&nbsp;&nbsp; 120193 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;272181 | &nbsp;&nbsp;&nbsp;&nbsp; 75027 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43850 | &nbsp;&nbsp;&nbsp;&nbsp; 34538 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;147805 | &nbsp;&nbsp;&nbsp;&nbsp; 30687 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;116873 | &nbsp;&nbsp;&nbsp;&nbsp; 25490 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85067 | &nbsp;&nbsp;&nbsp;&nbsp; 23197 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;224061 | &nbsp;&nbsp;&nbsp;&nbsp; 22126 |
| \* | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18836 | &nbsp;&nbsp;&nbsp;&nbsp; 19365 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;335136 | &nbsp;&nbsp;&nbsp;&nbsp; 17625 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122208 | &nbsp;&nbsp;&nbsp;&nbsp; 15062 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23876 | &nbsp;&nbsp;&nbsp;&nbsp; 13534 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **771929** |
| **Materials (1.0%)** | **Materials (1.0%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;45403 | &nbsp;&nbsp;&nbsp;&nbsp; 21302 |
|  | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;454479 | &nbsp;&nbsp;&nbsp;&nbsp; 13397 |
| \* | &nbsp;&nbsp;&nbsp;Valterra Platinum Ltd. | &nbsp;&nbsp;&nbsp;Valterra Platinum Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;50658 | &nbsp;&nbsp;&nbsp;&nbsp; 2225 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **36924** |
| **Real Estate (1.2%)** | **Real Estate (1.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;169791 | &nbsp;&nbsp;&nbsp;&nbsp; 26102 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;180473 | &nbsp;&nbsp;&nbsp;&nbsp; 18540 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **44642** |
| **Utilities (1.8%)** | **Utilities (1.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;372224 | &nbsp;&nbsp;&nbsp;&nbsp; 28204 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;183054 | &nbsp;&nbsp;&nbsp;&nbsp; 21600 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;201374 | &nbsp;&nbsp;&nbsp;&nbsp; 13979 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **63783** |
| **Total Common Stocks (Cost $1,785,090)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2366175** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (8.6%)** | **U.S. Government and Agency Obligations (8.6%)** | **U.S. Government and Agency Obligations (8.6%)** | **U.S. Government and Agency Obligations (8.6%)** | **U.S. Government and Agency Obligations (8.6%)** |
| **U.S. Government Securities (8.6%)** | **U.S. Government Securities (8.6%)** | **U.S. Government Securities (8.6%)** | **U.S. Government Securities (8.6%)** | **U.S. Government Securities (8.6%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5100 | &nbsp;&nbsp; 5114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7206 | &nbsp;&nbsp; 7276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1473 | &nbsp;&nbsp; 1477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11177 | &nbsp;&nbsp; 11229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8143 | &nbsp;&nbsp; 8181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8378 | &nbsp;&nbsp; 8422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8970 | &nbsp;&nbsp; 8985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1593 | &nbsp;&nbsp; 1613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11800 | &nbsp;&nbsp; 11799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8100 | &nbsp;&nbsp; 8119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3074 | &nbsp;&nbsp; 3076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8319 | &nbsp;&nbsp; 8423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6159 | &nbsp;&nbsp; 6215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1753 | &nbsp;&nbsp; 1765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 738 | &nbsp;&nbsp; 741 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3394 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2158 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3105 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3391 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5399 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4705 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8365 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8337 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8417 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8723 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8211 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7403 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5247 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5939 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7658 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2886 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 7538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7612 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9226 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6346 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 11215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11325 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 11787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11832 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2207 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 4754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4906 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 7824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7836 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 9117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6265 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5652 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2912 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3435 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 7079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7042 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 7622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7829 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1343 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1899 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 4604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4578 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **306964** |
| **Conventional Mortgage-Backed Securities (0.0%)** | **Conventional Mortgage-Backed Securities (0.0%)** | **Conventional Mortgage-Backed Securities (0.0%)** | **Conventional Mortgage-Backed Securities (0.0%)** | **Conventional Mortgage-Backed Securities (0.0%)** | **Conventional Mortgage-Backed Securities (0.0%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 - 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 1.770% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 - 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **1032** |
| **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%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 - 11/25/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1231 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/46 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 - 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 - 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2168** |
| **Total U.S. Government and Agency Obligations (Cost $314,111)** | **Total U.S. Government and Agency Obligations (Cost $314,111)** | **Total U.S. Government and Agency Obligations (Cost $314,111)** | **Total U.S. Government and Agency Obligations (Cost $314,111)** | **Total U.S. Government and Agency Obligations (Cost $314,111)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**310164** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust Class A Series 2021-Z2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.937% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1339 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1353 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-5 | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-6 | &nbsp;&nbsp;&nbsp;&nbsp; 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/59 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2021-6 | &nbsp;&nbsp;&nbsp;&nbsp; 1.458% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/66 | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2021-ARIA, TSFR1M + 1.014% | &nbsp;&nbsp;&nbsp;&nbsp; 5.326% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Castlelake Aircraft Structured Trust Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.967% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.530% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1020 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.970% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;DB Master Finance LLC Class A2II Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.021% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.662% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.151% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Class 2M2 Series 2016-C03, SOFR30A + 6.014% | &nbsp;&nbsp;&nbsp;&nbsp;10.320% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust Class A Series 2021-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1681 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | &nbsp;&nbsp;&nbsp;&nbsp; 2.184% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K511 | &nbsp;&nbsp;&nbsp;&nbsp; 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1247 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K516 | &nbsp;&nbsp;&nbsp;&nbsp; 5.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1511 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1512 | &nbsp;&nbsp;&nbsp;&nbsp; 3.059% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | &nbsp;&nbsp;&nbsp;&nbsp; 2.797% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Seasoned Credit Risk Transfer Trust Class MA Series 2019-3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/58 | &nbsp;&nbsp;&nbsp;&nbsp; 503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae REMICS Class KA Series 2021-215 | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1595 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 801 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1708 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Home Partners of America Trust Class A Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.901% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1073 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.721% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.425% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MACH 1 Cayman Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.474% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MAPS Ltd. Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC Class A1 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/61 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;OneMain Direct Auto Receivables Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Retained Vantage Data Centers Issuer LLC Class A2A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1313 |
| <sup>2,4,5</sup> | &nbsp;&nbsp;&nbsp;RFR Trust Class A Series 2025-SGRM | &nbsp;&nbsp;&nbsp;&nbsp; 5.562% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1431 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust Class AFX Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Start II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.089% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.946% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1568 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC Class A2 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.645% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.165% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1052 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/38 | &nbsp;&nbsp;&nbsp;&nbsp; 418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.460% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1771 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A1 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp; 681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 685 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $37,095)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $37,095)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $37,095)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $37,095)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $37,095)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**36642** |
| **Corporate Bonds (22.1%)** | **Corporate Bonds (22.1%)** | **Corporate Bonds (22.1%)** | **Corporate Bonds (22.1%)** | **Corporate Bonds (22.1%)** | **Corporate Bonds (22.1%)** |
| **Communications (1.0%)** | **Communications (1.0%)** | **Communications (1.0%)** | **Communications (1.0%)** | **Communications (1.0%)** | **Communications (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1183 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1769 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1205 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.484% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.969% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.887% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.049% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.937% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 3908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2294 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.987% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 2093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1177 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cox Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1441 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1868 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1902 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ooredoo International Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 898 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1205 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1566 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/41 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp; 849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **34584** |
| **Consumer Discretionary (0.6%)** | **Consumer Discretionary (0.6%)** | **Consumer Discretionary (0.6%)** | **Consumer Discretionary (0.6%)** | **Consumer Discretionary (0.6%)** | **Consumer Discretionary (0.6%)** |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2201 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1350 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Brown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.924% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp; 2.832% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 985 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1439 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 964 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/54 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1023 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp; 4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northeastern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.894% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 2.516% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 4.201% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp; 2.396% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp; 2.761% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp; 4.976% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp; 2.402% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **20814** |
| **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** | **Consumer Staples (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2381 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 2761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2529 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.343% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.079% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 678 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CK Hutchison International 20 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/50 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danone SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1956 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/66 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1194 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/43 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/53 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;L'Oreal SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1023 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1216 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1659 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1218 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2819 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1553 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3611 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp; 2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2312 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **38819** |
| **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** | **Energy (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.749% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.721% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1578 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp; 1242 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.227% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.772% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 580 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 | &nbsp;&nbsp; 761 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.379% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 584 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.097% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 266 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.681% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.927% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 375 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.036% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1129 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.497% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp; 1242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.714% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp; 1355 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.545% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/36 | &nbsp;&nbsp;&nbsp;&nbsp; 626 | &nbsp;&nbsp; 557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 4.387% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1756 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1226 | &nbsp;&nbsp; 1093 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 458 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 523 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 | &nbsp;&nbsp; 1477 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp; 2379 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.610% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 504 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.160% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 | &nbsp;&nbsp; 947 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 994 | &nbsp;&nbsp; 814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.853% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 535 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.129% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/38 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 241 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.129% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/38 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 438 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/42 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 853 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.103% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/42 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp; 374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;QatarEnergy | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 811 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;QatarEnergy | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1065 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/55 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 858 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1068 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp; 3361 | &nbsp;&nbsp; 2845 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp; 1342 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 342 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp; 1909 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1377 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 1067 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.488% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 796 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.275% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1022 | &nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.638% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/64 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 645 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/64 | &nbsp;&nbsp;&nbsp;&nbsp; 1466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1371 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **55930** |
| **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1865 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AIB Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.871% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.731% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1729 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.915% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1451 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.667% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 778 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1731 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.349% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1122 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.985% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.717% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.721% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1415 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.570% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.204% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1119 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4767 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.819% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1004 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1538 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.496% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1366 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.592% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4896 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.015% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1491 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.288% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.872% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2828 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1095 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.464% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.846% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1168 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.972% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.834% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1065 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 445 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 955 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.474% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1765 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.604% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 966 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.538% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp; 1290 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.279% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 795 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 697 | &nbsp;&nbsp; 721 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Beacon Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.266% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 1321 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Belrose Funding Trust II | &nbsp;&nbsp;&nbsp;&nbsp; 6.792% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1256 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/55 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1997 | &nbsp;&nbsp; 2019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 2004 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.591% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.786% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 572 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.738% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 517 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1741 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.281% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1345 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.876% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp; 1889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 596 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.936% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1186 | &nbsp;&nbsp; 1213 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.634% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1308 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;CaixaBank SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.885% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1251 | &nbsp;&nbsp; 1257 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.508% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 927 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.149% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.312% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.624% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 914 | &nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.817% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1246 | &nbsp;&nbsp; 1326 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 | &nbsp;&nbsp; 1287 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.884% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 771 | &nbsp;&nbsp; 795 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.183% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp; 571 | &nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.462% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1213 | &nbsp;&nbsp; 1179 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 978 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp; 822 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.174% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.904% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 397 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 217 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 5.071% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1092 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 2.688% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 | &nbsp;&nbsp; 2034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.655% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1699 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1195 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 427 | &nbsp;&nbsp; 342 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 603 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 266 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1997 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp; 996 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.316% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.862% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 1043 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 1.549% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp; 1551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.535% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 935 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.605% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1267 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 801 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 352 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 502 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 813 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.147% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1113 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp; 2111 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.055% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.337% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust III | &nbsp;&nbsp;&nbsp;&nbsp; 5.791% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 841 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust IV | &nbsp;&nbsp;&nbsp;&nbsp; 5.997% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp; 1507 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1538 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 502 | &nbsp;&nbsp; 514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 797 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/35 | &nbsp;&nbsp;&nbsp;&nbsp; 588 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.814% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp; 2651 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 | &nbsp;&nbsp; 2416 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.218% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 827 | &nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.615% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 | &nbsp;&nbsp; 2784 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.383% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 | &nbsp;&nbsp; 1714 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 551 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 679 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.561% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 747 | &nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1386 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1661 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp; 1265 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1477 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1085 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.357% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1265 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.804% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 937 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.254% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.547% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 975 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 | &nbsp;&nbsp; 2483 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.726% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 | &nbsp;&nbsp; 3530 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp; 949 | &nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2290 | &nbsp;&nbsp; 2070 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2104 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 917 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 6335 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2525 | &nbsp;&nbsp; 2458 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1545 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1159 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.103% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 | &nbsp;&nbsp; 2318 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2344 | &nbsp;&nbsp; 2414 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.336% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.572% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 639 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.157% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 6475 | &nbsp;&nbsp; 5179 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 568 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.324% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 685 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.569% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 280 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 | &nbsp;&nbsp; 1580 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lincoln Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 750 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.679% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/35 | &nbsp;&nbsp;&nbsp;&nbsp; 846 | &nbsp;&nbsp; 868 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.413% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 866 | &nbsp;&nbsp; 940 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.935% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.871% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 | &nbsp;&nbsp; 1345 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp; 2144 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 356 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 486 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 351 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1135 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 438 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3060 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1240 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 | &nbsp;&nbsp; 3960 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.173% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1823 | &nbsp;&nbsp; 1861 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 908 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.699% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1018 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.239% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1563 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.511% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.889% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3006 | &nbsp;&nbsp; 3010 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 823 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.587% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.484% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 913 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.948% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/38 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 849 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 724 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mutual of Omaha Cos. Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/63 | &nbsp;&nbsp;&nbsp;&nbsp; 1931 | &nbsp;&nbsp; 1974 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.905% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 883 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.134% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 | &nbsp;&nbsp; 1591 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.332% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 1893 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1602 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1068 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1172 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 847 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NBK SPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 | &nbsp;&nbsp; 1904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 255 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/69 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp; 529 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/59 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 185 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 135 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 302 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Omnis Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.722% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pacific LifeCorp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 478 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 922 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1265 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp; 1635 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 222 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/31 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 208 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.714% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 756 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.803% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.432% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 671 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 | &nbsp;&nbsp; 1541 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 483 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 399 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.448% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 604 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1227 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 | &nbsp;&nbsp; 1385 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1817 | &nbsp;&nbsp; 1651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sammons Financial Group Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1021 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1028 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.545% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1415 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.834% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 673 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.821% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/36 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | &nbsp;&nbsp;&nbsp;&nbsp; 1.418% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp; 1821 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 4.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1396 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 929 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.873% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1092 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1289 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.428% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.617% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1946 | &nbsp;&nbsp; 2020 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.095% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 623 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.091% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1085 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.537% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 9.016% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 927 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 821 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.699% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 778 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.179% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 1.982% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp; 990 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 906 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1149 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp; 1684 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.303% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1385 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.879% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.244% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 708 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2177 | &nbsp;&nbsp; 1993 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 5781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5780 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.499% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.211% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.605% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/36 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.606% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2244 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1772 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.611% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1061 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.254% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2960 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **344815** |
| **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** | **Health Care (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.795% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.008% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/52 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1310 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.847% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2261 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.907% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |
|  | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.464% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1409 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/44 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1475 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/54 | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/64 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2232 |
|  | &nbsp;&nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;&nbsp;&nbsp; 2.288% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.585% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.347% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.205% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1267 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.304% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSL Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/63 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/64 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 875 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.852% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | &nbsp;&nbsp;&nbsp;&nbsp; 4.068% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 2.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.192% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.342% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 2.955% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1524 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.297% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.834% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2120 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1350 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1564 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.044% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.369% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.607% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/51 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2512 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/54 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.823% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 933 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.537% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709 |
|  | &nbsp;&nbsp;&nbsp;Toledo Hospital | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1180 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1343 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **68157** |
| **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** | **Industrials (0.8%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1875 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1603 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.528% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.858% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;J Paul Getty Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.905% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1391 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 531 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UL Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/42 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class B Series 2018-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28204** |
| **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** | **Materials (0.3%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;Glencore Canada Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Finance Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.371% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1171 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.186% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.634% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.673% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 939 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/51 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.893% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/54 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.141% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **11662** |
| **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Tower Trust #1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2105 |
|  | &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 868 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 962 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prologis Targeted US Logistics Fund LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1134 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1495 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.884% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.631% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1017 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1308 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1078 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1028 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28233** |
| **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1197 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/52 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 607 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp; 334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 818 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/54 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 296 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Constellation Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.461% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/34 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp; 387 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 517 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 498 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 3452 | &nbsp;&nbsp; 3624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1107 | &nbsp;&nbsp; 1150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1906 | &nbsp;&nbsp; 1809 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1172 | &nbsp;&nbsp; 880 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/47 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 769 | &nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2839 | &nbsp;&nbsp; 2759 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 935 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/55 | &nbsp;&nbsp;&nbsp;&nbsp; 2039 | &nbsp;&nbsp; 2016 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1486 | &nbsp;&nbsp; 1474 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1401 | &nbsp;&nbsp; 1275 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.663% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 362 | &nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 624 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 3336 | &nbsp;&nbsp; 2062 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp; 2090 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1329 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 313 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1743 | &nbsp;&nbsp; 1693 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1584 | &nbsp;&nbsp; 1393 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp; 646 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1123 | &nbsp;&nbsp; 946 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 299 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/55 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 978 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 750 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 1352 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **51211** |
| **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** | **Utilities (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ameren Missouri Securitization Funding I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.757% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.407% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1136 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1358 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.743% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Cleco Securitization I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.646% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2096 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2206 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 493 | &nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1031 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1039 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2053 | &nbsp;&nbsp; 1800 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1589 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 | &nbsp;&nbsp; 1686 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.387% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 841 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp; 708 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1080 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1045 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.055% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1174 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 912 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1044 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 968 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 921 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2411 | &nbsp;&nbsp; 2082 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1073 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.078% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 651 | &nbsp;&nbsp; 622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.742% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 654 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp; 787 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 180 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Monongahela Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.278% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 993 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.025% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/50 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 | &nbsp;&nbsp; 1797 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1920 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.191% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 799 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 559 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 2128 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 558 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 239 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp; 88 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 347 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.212% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.099% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 632 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1143 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 803 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 537 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 545 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 688 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 979 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 0.861% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.942% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4095 | &nbsp;&nbsp; 4011 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 2167 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1541 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 417 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.966% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1094 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.057% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.167% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 731 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **108559** |
| **Total Corporate Bonds (Cost $829,238)** | **Total Corporate Bonds (Cost $829,238)** | **Total Corporate Bonds (Cost $829,238)** | **Total Corporate Bonds (Cost $829,238)** | **Total Corporate Bonds (Cost $829,238)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**790988** |
| **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** | **Sovereign Bonds (0.3%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Emirate of Abu Dhabi | &nbsp;&nbsp;&nbsp;&nbsp; 4.951% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/52 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1740 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;State of Qatar | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.338% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/53 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/54 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491 |
| **Total Sovereign Bonds (Cost $10,114)** | **Total Sovereign Bonds (Cost $10,114)** | **Total Sovereign Bonds (Cost $10,114)** | **Total Sovereign Bonds (Cost $10,114)** | **Total Sovereign Bonds (Cost $10,114)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9417** |
| **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.918% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.263% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.043% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 929 |
|  | &nbsp;&nbsp;&nbsp;Broward County FL Airport System Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.477% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1619 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907 |
|  | &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.190% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1798 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.089% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.843% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.924% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.637% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2109 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.293% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.184% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.236% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp; 6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 5658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5675 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.184% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Economic Development Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.433% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.833% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.774% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Lease (Appropriation) Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.501% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2086 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.753% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.715% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1034 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.395% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.814% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.084% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.414% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.094% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.114% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.935% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 512 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.528% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1044 | &nbsp;&nbsp; 1044 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.424% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 692 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1945 | &nbsp;&nbsp; 2066 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.072% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 972 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;Riverside CA General Fund Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.857% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.818% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.238% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 804 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 881 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 371 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.169% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.316% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.614% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.931% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.132% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.548% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.563% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1140 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.256% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.562% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 997 | &nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.504% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;University of Minnesota College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.048% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 624 |
| **Total Taxable Municipal Bonds (Cost $50,978)** | **Total Taxable Municipal Bonds (Cost $50,978)** | **Total Taxable Municipal Bonds (Cost $50,978)** | **Total Taxable Municipal Bonds (Cost $50,978)** | **Total Taxable Municipal Bonds (Cost $50,978)** | &nbsp;&nbsp;&nbsp;&nbsp;**46111** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.355% |  | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 12 |
|  |  |  |  | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Repurchase Agreements (0.4%)** | **Repurchase Agreements (0.4%)** | **Repurchase Agreements (0.4%)** | **Repurchase Agreements (0.4%)** | **Repurchase Agreements (0.4%)** | **Repurchase Agreements (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA<br> (Dated 6/30/25, Repurchase Value $7,801, collateralized by U.S. Treasury Obligations 0.000%–5.000%, 7/10/25–2/15/52, with a value of $7,956) | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7800 | &nbsp;&nbsp; 7800 |

---

------

Balanced Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| &nbsp;&nbsp;&nbsp;NatWest Markets plc<br> (Dated 6/30/25, Repurchase Value $7,901, collateralized by U.S. Treasury Obligations 4.000%, 7/31/29, with a value of $8,058) | &nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp;7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7900 | &nbsp;&nbsp; 7900 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **15700** |
| **Total Temporary Cash Investments (Cost $15,712)** | **Total Temporary Cash Investments (Cost $15,712)** | **Total Temporary Cash Investments (Cost $15,712)** | **Total Temporary Cash Investments (Cost $15,712)** | &nbsp;&nbsp;&nbsp;&nbsp;**15712** |
| **Total Investments (99.7%) (Cost $3,042,338)** | **Total Investments (99.7%) (Cost $3,042,338)** | **Total Investments (99.7%) (Cost $3,042,338)** | **Total Investments (99.7%) (Cost $3,042,338)** | **3575209** |
| **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;**9756** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3584965** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Securities with a value of $121 have been segregated as initial margin for open futures contracts. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the aggregate value was $233,017, representing 6.5% of net assets. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of June 30, 2025. |
| 7 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 8 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 9 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee 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. |
|  | ADR—American Depositary Receipt. |
|  | DAC—Designated Activity Company. |
|  | GO—General Obligation Bond. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 5-Year U.S. Treasury Note | September 2025 | 27 | 2943 | &nbsp;&nbsp;36 |

---

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

------

Balanced Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $3,042,326) | 3575197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Total Investments in Securities | 3575209 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 |
| Foreign Currency, at Value (Cost $375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19554 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16870 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| **Total Assets** | **3612464** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22080 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27499** |
| **Net Assets** | **3584965** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2853363 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;731602 |
| **Net Assets** | **3584965** |
| **Net Assets** |  |
| **Applicable to 153,914,831 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3584965** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$23.29** |

---

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

------

Balanced Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;17175 |
| Interest | &nbsp;&nbsp;27596 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Income | &nbsp;&nbsp;44771 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3547 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3544 |
| **Net Investment Income** | &nbsp;&nbsp;**41227** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold | 170939 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| **Realized Net Gain (Loss)** | **171322** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;16736 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(124) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**16963** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **229512** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $8. |
| 2 | Change in unrealized appreciation (depreciation) from an affiliated company of the portfolio is $1, Purchases and sales are for temporary cash investment purposes. |

---

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

------

Balanced Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76708 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;171322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321649 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70896 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;229512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469253 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(404142) | &nbsp;&nbsp;&nbsp;&nbsp;(248485) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;139788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211501 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;404142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248485 |
| Redeemed | &nbsp;&nbsp;&nbsp;(319577) | &nbsp;&nbsp;&nbsp;&nbsp;(405867) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;224353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54119 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274887 |
| **Net Assets** |  |  |
| **Beginning of Period** | **3535242** | &nbsp;&nbsp;&nbsp;**3260355** |
| **End of Period** | **3584965** | &nbsp;&nbsp;&nbsp;**3535242** |

---

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

------

Balanced Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$24.77** | &nbsp;&nbsp;&nbsp;**$23.29** | &nbsp;&nbsp;&nbsp;**$21.72** | &nbsp;&nbsp;&nbsp;**$28.41** | &nbsp;&nbsp;&nbsp;**$25.68** | &nbsp;&nbsp;&nbsp;**$24.94** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.526 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.415 | &nbsp;&nbsp;&nbsp;&nbsp;(4.277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.692 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;1.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.933 | &nbsp;&nbsp;&nbsp;&nbsp;(3.806) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.218 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.547) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.571) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.497) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.666) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;(2.343) | &nbsp;&nbsp;&nbsp;&nbsp;(1.235) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.899) | &nbsp;&nbsp;&nbsp;&nbsp;(2.404) | &nbsp;&nbsp;&nbsp;&nbsp;(1.378) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.812) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(2.890) | &nbsp;&nbsp;&nbsp;&nbsp;(1.806) | &nbsp;&nbsp;&nbsp;&nbsp;(1.363) | &nbsp;&nbsp;&nbsp;&nbsp;(2.884) | &nbsp;&nbsp;&nbsp;&nbsp;(1.875) | &nbsp;&nbsp;&nbsp;&nbsp;(1.478) |
| **Net Asset Value, End of Period** | **$23.29** | &nbsp;&nbsp;&nbsp;**$24.77** | &nbsp;&nbsp;&nbsp;**$23.29** | &nbsp;&nbsp;&nbsp;**$21.72** | &nbsp;&nbsp;&nbsp;**$28.41** | &nbsp;&nbsp;&nbsp;**$25.68** |
| **Total Return** | **6.75%** | &nbsp;&nbsp;&nbsp;**14.80%** | &nbsp;&nbsp;&nbsp;**14.33%** | &nbsp;&nbsp;&nbsp;**-14.30%** | &nbsp;&nbsp;&nbsp;**19.02%** | &nbsp;&nbsp;&nbsp;**10.68%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $3585 | &nbsp;&nbsp;&nbsp;$3535 | &nbsp;&nbsp;&nbsp;$3260 | &nbsp;&nbsp;&nbsp;$3142 | &nbsp;&nbsp;&nbsp;$3787 | &nbsp;&nbsp;&nbsp;$3346 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | 0.21%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.20%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.21%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.21%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.20% | &nbsp;&nbsp;&nbsp;0.20% |
| Ratio of Net Investment Income to Average Net Assets | 2.39% | &nbsp;&nbsp;&nbsp;2.25% | &nbsp;&nbsp;&nbsp;2.37% | &nbsp;&nbsp;&nbsp;2.05% | &nbsp;&nbsp;&nbsp;1.76% | &nbsp;&nbsp;&nbsp;2.24% |
| Portfolio Turnover Rate<sup>5</sup> | 33% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;49% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.01%), (0.01%), (0.00%), 0.00%, (0.01%), and (0.01%). |
| 3 | The ratio of expenses to average net assets for the period net of reduction from broker commission abatement arrangements was 0.21%. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset and broker commission abatement arrangements was 0.20%, 0.21% and 0.21%, respectively. |
| 5 | Includes 0%, 1%, 1%, 7%, 1%, and 3%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Balanced Portfolio

Notes to Financial Statements

The Balanced Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities.

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 portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The portfolio 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 portfolio is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The portfolio 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 portfolio 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 portfolio cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the portfolio 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 portfolio under the MSFTA.

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

5. Repurchase Agreements: The portfolio enters into repurchase agreements with institutional counterparties. Securities pledged as collateral to the portfolio under repurchase agreements are held by a custodian bank until the agreements mature, and in the absence of a default, such collateral cannot be repledged, resold, or rehypothecated. Each agreement requires that the market value of the collateral be sufficient to cover payments of interest and principal. The portfolio further mitigates its counterparty risk by entering into repurchase agreements only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master repurchase agreements with its counterparties. The master repurchase agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any repurchase agreements with that counterparty, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio. Such action may be subject to legal proceedings, which may delay or limit the disposition of collateral.

6. Futures Contracts: The portfolio 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 portfolio 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 portfolio trades futures contracts on an exchange, monitors

------

Balanced Portfolio

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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio'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.

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

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

During the six months ended June 30, 2025, the portfolio's average investment in forward currency contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

The portfolio had no open forward currency contracts at June 30, 2025.

8. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

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

10. Securities Lending: To earn additional income, the portfolio lends its securities to qualified institutional borrowers. Security loans are subject to termination by the portfolio at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The portfolio further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the portfolio may experience delays and costs in recovering the securities loaned. The portfolio invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the portfolio is entitled to all distributions made on or in respect of the loaned securities.

11. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

------

Balanced Portfolio

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

12. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. 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.

Taxes on foreign dividends and capital gains have been provided for in accordance with the applicable countries' tax rules and rates. Deferred foreign capital gains tax, if any, is accrued daily based upon net unrealized gains. The portfolio has filed tax reclaims for previously withheld taxes on dividends earned in certain European Union countries. These filings are subject to various administrative and judicial proceedings within these countries. Amounts related to these reclaims are recorded when there are no significant uncertainties as to the ultimate resolution of proceedings, the likelihood of receipt of these reclaims, and the potential timing of payment. Such tax reclaims and related professional fees, if any, are included in dividend income and other expenses, respectively.

**B.** Wellington Management Company LLP provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets. The basic fee is subject to
quarterly adjustments based on the portfolio's performance relative to the combined index comprising the S&P 500 Index and the Bloomberg U.S. Credit A or Better Bond Index for the preceding three years. For
the six months ended June 30, 2025, the investment advisory fee represented an effective annual basic rate of 0.05% of the portfolio's average net assets, before a net decrease of $95,000 (0.01%) based on
performance.

**C.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by
the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $92,000, representing less than 0.01% of the portfolio's net assets and 0.04% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio has asked its investment advisor to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions
generated. Such rebates are used solely to reduce the portfolio's management and administrative expenses. For the six months ended June 30, 2025, these arrangements reduced the portfolio's expenses by
$3,000 (an annual rate of less than 0.01% of average net assets).

**E.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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.**

------

Balanced Portfolio

The following table summarizes the market value of the portfolio's investments and derivatives as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 2272610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93565 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2366175 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;310164 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;310164 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36642 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36642 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;790988 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;790988 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9417 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9417 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46111 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46111 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15712 |
| Total | 2272622 | &nbsp;&nbsp;&nbsp;1302587 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3575209 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 36 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36 |

---

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.

**F.** At June 30, 2025, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | |
|:---|:---|:---|:---|
| 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> | 36 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36 |
| Total Assets | 36 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36 |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended June 30, 2025, were:

---

| | | | |
|:---|:---|:---|:---|
| 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 | 214 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;214 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;129 |
| Realized Net Gain (Loss) on Derivatives | 214 | &nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;343 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |
| Futures Contracts | 22 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(124) | &nbsp;&nbsp;&nbsp;(124) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 22 | &nbsp;&nbsp;&nbsp;(124) | &nbsp;&nbsp;&nbsp;(102) |

---

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;3049258 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627647 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(101660) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525987 |

---

**H.** During the six months ended June 30, 2025, the portfolio purchased $741,320,000 of investment securities and sold $842,481,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $396,287,000 and $407,588,000, respectively.

The portfolio purchased securities from and sold securities to other funds or accounts managed by its investment advisor or their 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 six months ended June 30, 2025, such purchases were $4,621,000 and sales were $2,362,000, resulting in net realized gain of $418,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

------

Balanced Portfolio

**I.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8888 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;18920 | &nbsp;&nbsp;&nbsp;&nbsp;10927 |
| Redeemed | (13656) | &nbsp;&nbsp;&nbsp;(17104) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;11220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2711 |

---

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

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

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 62% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

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

Q692B 082025

------

![](tm2519836d12vvifcapitgroi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Capital Growth Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Capital Growth Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (95.9%)** | **Common Stocks (95.9%)** | **Common Stocks (95.9%)** | **Common Stocks (95.9%)** |
| **Communication Services (6.3%)** | **Communication Services (6.3%)** | **Communication Services (6.3%)** | **Communication Services (6.3%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;269650 | &nbsp;&nbsp;&nbsp;&nbsp; 47520 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;156500 | &nbsp;&nbsp;&nbsp;&nbsp; 27762 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Baidu Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;177200 | &nbsp;&nbsp;&nbsp;&nbsp; 15197 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;111300 | &nbsp;&nbsp;&nbsp;&nbsp; 13802 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp; 9521 |
|  | &nbsp;&nbsp;&nbsp;Universal Music Group NV | &nbsp;&nbsp;&nbsp;&nbsp;125355 | &nbsp;&nbsp;&nbsp;&nbsp; 4067 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 4017 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 3146 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp; 2073 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **127105** |
| **Consumer Discretionary (11.3%)** | **Consumer Discretionary (11.3%)** | **Consumer Discretionary (11.3%)** | **Consumer Discretionary (11.3%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134800 | &nbsp;&nbsp;&nbsp;&nbsp; 42820 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;328600 | &nbsp;&nbsp;&nbsp;&nbsp; 37266 |
|  | &nbsp;&nbsp;&nbsp;Sony Group Corp. ADR | 1192400 | &nbsp;&nbsp;&nbsp;&nbsp; 31038 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196700 | &nbsp;&nbsp;&nbsp;&nbsp; 25095 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192500 | &nbsp;&nbsp;&nbsp;&nbsp; 23772 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98300 | &nbsp;&nbsp;&nbsp;&nbsp; 21566 |
|  | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp; 14968 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mattel Inc. | &nbsp;&nbsp;&nbsp;&nbsp;615200 | &nbsp;&nbsp;&nbsp;&nbsp; 12132 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Flutter Entertainment plc | &nbsp;&nbsp;&nbsp;&nbsp;26700 | &nbsp;&nbsp;&nbsp;&nbsp; 7630 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70900 | &nbsp;&nbsp;&nbsp;&nbsp; 7191 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp; 2636 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp; 2486 |
|  | &nbsp;&nbsp;&nbsp;Restaurant Brands International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 1326 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **229926** |
| **Consumer Staples (1.0%)** | **Consumer Staples (1.0%)** | **Consumer Staples (1.0%)** | **Consumer Staples (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89100 | &nbsp;&nbsp;&nbsp;&nbsp; 6748 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp; 5923 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;US Foods Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55800 | &nbsp;&nbsp;&nbsp;&nbsp; 4297 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15800 | &nbsp;&nbsp;&nbsp;&nbsp; 2878 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19846** |
| **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;124400 | &nbsp;&nbsp;&nbsp;&nbsp; 17235 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;96198 | &nbsp;&nbsp;&nbsp;&nbsp; 10370 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;81400 | &nbsp;&nbsp;&nbsp;&nbsp; 7305 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp; 3911 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Transocean Ltd. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;278100 | &nbsp;&nbsp;&nbsp;&nbsp; 720 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **39541** |
| **Financials (8.6%)** | **Financials (8.6%)** | **Financials (8.6%)** | **Financials (8.6%)** |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;361500 | &nbsp;&nbsp;&nbsp;&nbsp; 28963 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;93500 | &nbsp;&nbsp;&nbsp;&nbsp; 27107 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;287900 | &nbsp;&nbsp;&nbsp;&nbsp; 26268 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;71200 | &nbsp;&nbsp;&nbsp;&nbsp; 25280 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;113050 | &nbsp;&nbsp;&nbsp;&nbsp; 17339 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43800 | &nbsp;&nbsp;&nbsp;&nbsp; 9576 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75100 | &nbsp;&nbsp;&nbsp;&nbsp; 9522 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;&nbsp;&nbsp; 5844 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77100 | &nbsp;&nbsp;&nbsp;&nbsp; 5730 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp; 5631 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;&nbsp; 4603 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp; 3989 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp; 2698 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44700 | &nbsp;&nbsp;&nbsp;&nbsp; 2115 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **174665** |
| **Health Care (24.4%)** | **Health Care (24.4%)** | **Health Care (24.4%)** | **Health Care (24.4%)** |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;202471 | &nbsp;&nbsp;&nbsp;&nbsp; 157832 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;631802 | &nbsp;&nbsp;&nbsp;&nbsp; 67862 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;181071 | &nbsp;&nbsp;&nbsp;&nbsp; 50557 |

---

------

Capital Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;701900 | &nbsp;&nbsp;&nbsp;&nbsp; 49049 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;237800 | &nbsp;&nbsp;&nbsp;&nbsp; 29865 |
|  | &nbsp;&nbsp;&nbsp;Novartis AG ADR | &nbsp;&nbsp;&nbsp;&nbsp;201150 | &nbsp;&nbsp;&nbsp;&nbsp; 24341 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp; 19776 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp; 16786 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;320900 | &nbsp;&nbsp;&nbsp;&nbsp; 14855 |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;29791 | &nbsp;&nbsp;&nbsp;&nbsp; 9724 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166900 | &nbsp;&nbsp;&nbsp;&nbsp; 9175 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BeOne Medicines Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp; 8230 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;472616 | &nbsp;&nbsp;&nbsp;&nbsp; 6749 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62400 | &nbsp;&nbsp;&nbsp;&nbsp; 4304 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp; 3323 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp; 3238 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp; 2856 |
|  | &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;31300 | &nbsp;&nbsp;&nbsp;&nbsp; 2729 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 2360 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp; 2252 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp; 2153 |
|  | &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp; 2101 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **494267** |
| **Industrials (12.5%)** | **Industrials (12.5%)** | **Industrials (12.5%)** | **Industrials (12.5%)** |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;220300 | &nbsp;&nbsp;&nbsp;&nbsp; 50076 |
|  | &nbsp;&nbsp;&nbsp;Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;189881 | &nbsp;&nbsp;&nbsp;&nbsp; 48773 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;280500 | &nbsp;&nbsp;&nbsp;&nbsp; 22336 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;646650 | &nbsp;&nbsp;&nbsp;&nbsp; 20977 |
|  | &nbsp;&nbsp;&nbsp;Airbus SE | &nbsp;&nbsp;&nbsp;&nbsp;92654 | &nbsp;&nbsp;&nbsp;&nbsp; 19383 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;291600 | &nbsp;&nbsp;&nbsp;&nbsp; 14341 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp; 13277 |
|  | &nbsp;&nbsp;&nbsp;TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp; 11329 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Airlines Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;751500 | &nbsp;&nbsp;&nbsp;&nbsp; 8432 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp; 6764 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77100 | &nbsp;&nbsp;&nbsp;&nbsp; 6190 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alaska Air Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108100 | &nbsp;&nbsp;&nbsp;&nbsp; 5349 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. Class B (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;45650 | &nbsp;&nbsp;&nbsp;&nbsp; 4608 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17100 | &nbsp;&nbsp;&nbsp;&nbsp; 4377 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42250 | &nbsp;&nbsp;&nbsp;&nbsp; 4184 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp; 3169 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp; 3121 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp; 2591 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp; 2535 |
|  | &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp; 1738 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **253550** |
| **Information Technology (28.6%)** | **Information Technology (28.6%)** | **Information Technology (28.6%)** | **Information Technology (28.6%)** |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;155200 | &nbsp;&nbsp;&nbsp;&nbsp; 77198 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;78700 | &nbsp;&nbsp;&nbsp;&nbsp; 70495 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;532300 | &nbsp;&nbsp;&nbsp;&nbsp; 65606 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;371100 | &nbsp;&nbsp;&nbsp;&nbsp; 58630 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233400 | &nbsp;&nbsp;&nbsp;&nbsp; 48459 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;219200 | &nbsp;&nbsp;&nbsp;&nbsp; 47924 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81700 | &nbsp;&nbsp;&nbsp;&nbsp; 31608 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 1297100 | &nbsp;&nbsp;&nbsp;&nbsp; 29055 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp; 22526 |
|  | &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;207800 | &nbsp;&nbsp;&nbsp;&nbsp; 22141 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65600 | &nbsp;&nbsp;&nbsp;&nbsp; 15614 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70700 | &nbsp;&nbsp;&nbsp;&nbsp; 11260 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;466950 | &nbsp;&nbsp;&nbsp;&nbsp; 9549 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp; 9540 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;362350 | &nbsp;&nbsp;&nbsp;&nbsp; 8863 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117600 | &nbsp;&nbsp;&nbsp;&nbsp; 8159 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp; 5822 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96250 | &nbsp;&nbsp;&nbsp;&nbsp; 5062 |
|  | &nbsp;&nbsp;&nbsp;Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47200 | &nbsp;&nbsp;&nbsp;&nbsp; 4244 |
|  | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51300 | &nbsp;&nbsp;&nbsp;&nbsp; 4137 |
|  | &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson ADR | &nbsp;&nbsp;&nbsp;&nbsp;478900 | &nbsp;&nbsp;&nbsp;&nbsp; 4061 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp; 3901 |
|  | &nbsp;&nbsp;&nbsp;Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;77693 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp; 3192 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp; 3143 |

---

------

Capital Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 2454 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28100 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Okta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 1999 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **580132** |
| **Materials (1.2%)** | **Materials (1.2%)** | **Materials (1.2%)** | **Materials (1.2%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Glencore plc | 1580406 | &nbsp;&nbsp;&nbsp;&nbsp; 6158 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;10900 | &nbsp;&nbsp;&nbsp;&nbsp; 5114 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49200 | &nbsp;&nbsp;&nbsp;&nbsp; 3083 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65500 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38566 | &nbsp;&nbsp;&nbsp;&nbsp; 2645 |
|  | &nbsp;&nbsp;&nbsp;Dow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96166 | &nbsp;&nbsp;&nbsp;&nbsp; 2547 |
|  | &nbsp;&nbsp;&nbsp;Corteva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp; 2288 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **24675** |
| **Total Common Stocks (Cost $1,049,538)** | **Total Common Stocks (Cost $1,049,538)** | **Total Common Stocks (Cost $1,049,538)** | &nbsp;&nbsp;&nbsp;&nbsp;**1943707** |
| **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** |
| **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.355% **(Cost $80,881)** | &nbsp;&nbsp;&nbsp;&nbsp;808828 | &nbsp;&nbsp;&nbsp;&nbsp; **80875** |
| **Total Investments (99.9%) (Cost $1,130,419)** | **Total Investments (99.9%) (Cost $1,130,419)** | **Total Investments (99.9%) (Cost $1,130,419)** | &nbsp;&nbsp;&nbsp;&nbsp;**2024582** |
| **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;**1781** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**2026363** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | ADR—American Depositary Receipt. |

---

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

------

Capital Growth Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,049,538) | 1943707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $80,881) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80875 |
| Total Investments in Securities | 2024582 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 |
| **Total Assets** | **2028717** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2354** |
| **Net Assets** | **2026363** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1015651 |
| Total Distributable Earnings (Loss) | 1010712 |
| **Net Assets** | **2026363** |
| **Net Assets** |  |
| **Applicable to 39,764,023 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2026363** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$50.96** |

---

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

------

Capital Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;13404 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1562 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Total Income | &nbsp;&nbsp;14967 |
| **Expenses** |  |
| Investment Advisory Fees—Note B | &nbsp;&nbsp;&nbsp;&nbsp;1452 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;1773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3276 |
| **Net Investment Income** | &nbsp;&nbsp;**11691** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 106717 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| **Realized Net Gain (Loss)** | **106715** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;&nbsp;&nbsp;**2473** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **120879** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $627. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,562, $2, and ($9), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Capital Growth Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21131 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;106715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90533 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126496 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;120879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238160 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(111611) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60971) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;100391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176055 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;111611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60971 |
| Redeemed | &nbsp;&nbsp;&nbsp;(142659) | &nbsp;&nbsp;&nbsp;&nbsp;(252689) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15663) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161526 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1947752** | &nbsp;&nbsp;&nbsp;**1786226** |
| **End of Period** | **2026363** | &nbsp;&nbsp;&nbsp;**1947752** |

---

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

------

Capital Growth Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$50.94** | &nbsp;&nbsp;&nbsp;**$46.38** | &nbsp;&nbsp;&nbsp;**$38.81** | &nbsp;&nbsp;&nbsp;**$50.69** | &nbsp;&nbsp;&nbsp;**$45.21** | &nbsp;&nbsp;&nbsp;**$40.76** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.478 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;2.685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.693 | &nbsp;&nbsp;&nbsp;&nbsp;(7.744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.768 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;2.985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.157 | &nbsp;&nbsp;&nbsp;&nbsp;10.227 | &nbsp;&nbsp;&nbsp;&nbsp;(7.276) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.246 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.565) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.480) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.574) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;(2.405) | &nbsp;&nbsp;&nbsp;&nbsp;(1.032) | &nbsp;&nbsp;&nbsp;&nbsp;(2.200) | &nbsp;&nbsp;&nbsp;&nbsp;(4.214) | &nbsp;&nbsp;&nbsp;&nbsp;(3.355) | &nbsp;&nbsp;&nbsp;&nbsp;(1.222) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(2.965) | &nbsp;&nbsp;&nbsp;&nbsp;(1.597) | &nbsp;&nbsp;&nbsp;&nbsp;(2.657) | &nbsp;&nbsp;&nbsp;&nbsp;(4.604) | &nbsp;&nbsp;&nbsp;&nbsp;(3.835) | &nbsp;&nbsp;&nbsp;&nbsp;(1.796) |
| **Net Asset Value, End of Period** | **$50.96** | &nbsp;&nbsp;&nbsp;**$50.94** | &nbsp;&nbsp;&nbsp;**$46.38** | &nbsp;&nbsp;&nbsp;**$38.81** | &nbsp;&nbsp;&nbsp;**$50.69** | &nbsp;&nbsp;&nbsp;**$45.21** |
| **Total Return** | **6.32%** | &nbsp;&nbsp;&nbsp;**13.41%** | &nbsp;&nbsp;&nbsp;**27.98%** | &nbsp;&nbsp;&nbsp;**-15.48%** | &nbsp;&nbsp;&nbsp;**21.54%** | &nbsp;&nbsp;&nbsp;**17.47%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $2026 | &nbsp;&nbsp;&nbsp;$1948 | &nbsp;&nbsp;&nbsp;$1786 | &nbsp;&nbsp;&nbsp;$1419 | &nbsp;&nbsp;&nbsp;$1775 | &nbsp;&nbsp;&nbsp;$2092 |
| Ratio of Total Expenses to Average Net Assets | 0.34% | &nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;0.34% | &nbsp;&nbsp;&nbsp;0.34% |
| Ratio of Net Investment Income to Average Net Assets | 1.20% | &nbsp;&nbsp;&nbsp;1.09% | &nbsp;&nbsp;&nbsp;1.28% | &nbsp;&nbsp;&nbsp;1.13% | &nbsp;&nbsp;&nbsp;0.73% | &nbsp;&nbsp;&nbsp;1.25% |
| Portfolio Turnover Rate | 6% | &nbsp;&nbsp;&nbsp;5% | &nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;3% | &nbsp;&nbsp;&nbsp;5%<sup>2</sup> | &nbsp;&nbsp;&nbsp;6% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

1 Calculated based on average shares outstanding. <br> 2 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio's capital shares.

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

------

Capital Growth Portfolio

Notes to Financial Statements

The Capital Growth Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

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 portfolio'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. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio'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. Securities Lending: To earn additional income, the portfolio lends its securities to qualified institutional borrowers. Security loans are subject to termination by the portfolio at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The portfolio further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the portfolio may experience delays and costs in recovering the securities loaned. The portfolio invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the portfolio is entitled to all distributions made on or in respect of the loaned securities.

6. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

------

Capital Growth Portfolio

7. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. 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.** PRIMECAP Management Company provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets. For the six months ended June 30, 2025, the investment
advisory fee represented an effective annual basic rate of 0.15% of the portfolio's average net assets.

**C.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by
the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $50,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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 portfolio's investments as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 1852287 | &nbsp;&nbsp;&nbsp;91420 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1943707 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80875 |
| Total | 1933162 | &nbsp;&nbsp;&nbsp;91420 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2024582 |

---

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1130419 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;1000198 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(106035) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894163 |

---

**F.** During the six months ended June 30, 2025, the portfolio purchased $117,105,000 of investment securities and sold $152,701,000 of investment securities, other than temporary cash investments.

**G.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;&nbsp;3539 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;2364 | &nbsp;&nbsp;&nbsp;&nbsp;1245 |
| Redeemed | (2862) | &nbsp;&nbsp;&nbsp;(5059) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(275) |

---

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

------

Capital Growth Portfolio

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 49% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

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

Q692CG 082025

------

![](tm2519836d12vvifdivvali001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Diversified Value Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Diversified Value Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (94.8%)** | **Common Stocks (94.8%)** | **Common Stocks (94.8%)** | **Common Stocks (94.8%)** |
| **Communication Services (6.0%)** | **Communication Services (6.0%)** | **Communication Services (6.0%)** | **Communication Services (6.0%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;243972 | &nbsp;&nbsp;&nbsp;&nbsp; 42995 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;411668 | &nbsp;&nbsp;&nbsp;&nbsp; 14692 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107091 | &nbsp;&nbsp;&nbsp;&nbsp; 7704 |
|  | &nbsp;&nbsp;&nbsp;WPP plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;208500 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;378679 | &nbsp;&nbsp;&nbsp;&nbsp; 4340 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global Class B | &nbsp;&nbsp;&nbsp;&nbsp;235200 | &nbsp;&nbsp;&nbsp;&nbsp; 3034 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **80065** |
| **Consumer Discretionary (8.4%)** | **Consumer Discretionary (8.4%)** | **Consumer Discretionary (8.4%)** | **Consumer Discretionary (8.4%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;218394 | &nbsp;&nbsp;&nbsp;&nbsp; 47913 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43591 | &nbsp;&nbsp;&nbsp;&nbsp; 12736 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34093 | &nbsp;&nbsp;&nbsp;&nbsp; 12500 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;242583 | &nbsp;&nbsp;&nbsp;&nbsp; 11938 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256675 | &nbsp;&nbsp;&nbsp;&nbsp; 9910 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;98900 | &nbsp;&nbsp;&nbsp;&nbsp; 6747 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50086 | &nbsp;&nbsp;&nbsp;&nbsp; 4589 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;83100 | &nbsp;&nbsp;&nbsp;&nbsp; 2782 |
|  | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **111615** |
| **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** | **Consumer Staples (4.7%)** |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;116373 | &nbsp;&nbsp;&nbsp;&nbsp; 18541 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;190557 | &nbsp;&nbsp;&nbsp;&nbsp; 13482 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;128097 | &nbsp;&nbsp;&nbsp;&nbsp; 8639 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Co. | &nbsp;&nbsp;&nbsp;&nbsp;305300 | &nbsp;&nbsp;&nbsp;&nbsp; 7883 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp; 5173 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;62393 | &nbsp;&nbsp;&nbsp;&nbsp; 3817 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;35800 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107500 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **62195** |
| **Energy (6.1%)** | **Energy (6.1%)** | **Energy (6.1%)** | **Energy (6.1%)** |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;169980 | &nbsp;&nbsp;&nbsp;&nbsp; 18324 |
|  | &nbsp;&nbsp;&nbsp;APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;705723 | &nbsp;&nbsp;&nbsp;&nbsp; 12908 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;130914 | &nbsp;&nbsp;&nbsp;&nbsp; 11748 |
|  | &nbsp;&nbsp;&nbsp;Shell plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;127336 | &nbsp;&nbsp;&nbsp;&nbsp; 8966 |
|  | &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;643815 | &nbsp;&nbsp;&nbsp;&nbsp; 8002 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger NV | &nbsp;&nbsp;&nbsp;&nbsp;201600 | &nbsp;&nbsp;&nbsp;&nbsp; 6814 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;171300 | &nbsp;&nbsp;&nbsp;&nbsp; 6518 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;166000 | &nbsp;&nbsp;&nbsp;&nbsp; 6364 |
|  | &nbsp;&nbsp;&nbsp;Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;56840 | &nbsp;&nbsp;&nbsp;&nbsp; 1279 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **80923** |
| **Financials (19.0%)** | **Financials (19.0%)** | **Financials (19.0%)** | **Financials (19.0%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;581988 | &nbsp;&nbsp;&nbsp;&nbsp; 27540 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;146580 | &nbsp;&nbsp;&nbsp;&nbsp; 26893 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;67515 | &nbsp;&nbsp;&nbsp;&nbsp; 23971 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;216803 | &nbsp;&nbsp;&nbsp;&nbsp; 18454 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100468 | &nbsp;&nbsp;&nbsp;&nbsp; 15028 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;183733 | &nbsp;&nbsp;&nbsp;&nbsp; 14721 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;160197 | &nbsp;&nbsp;&nbsp;&nbsp; 14616 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;164502 | &nbsp;&nbsp;&nbsp;&nbsp; 14080 |
|  | &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;40555 | &nbsp;&nbsp;&nbsp;&nbsp; 11750 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51327 | &nbsp;&nbsp;&nbsp;&nbsp; 11222 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;98810 | &nbsp;&nbsp;&nbsp;&nbsp; 10507 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;210770 | &nbsp;&nbsp;&nbsp;&nbsp; 9537 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;27925 | &nbsp;&nbsp;&nbsp;&nbsp; 8907 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11056 | &nbsp;&nbsp;&nbsp;&nbsp; 7825 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;172861 | &nbsp;&nbsp;&nbsp;&nbsp; 7736 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79300 | &nbsp;&nbsp;&nbsp;&nbsp; 6456 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;162400 | &nbsp;&nbsp;&nbsp;&nbsp; 5765 |
|  | &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2832 | &nbsp;&nbsp;&nbsp;&nbsp; 5541 |

---

------

Diversified Value Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp; 5024 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp; 4468 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95900 | &nbsp;&nbsp;&nbsp;&nbsp; 4123 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **254164** |
| **Health Care (12.8%)** | **Health Care (12.8%)** | **Health Care (12.8%)** | **Health Care (12.8%)** |
|  | &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;246788 | &nbsp;&nbsp;&nbsp;&nbsp; 21512 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;19461 | &nbsp;&nbsp;&nbsp;&nbsp; 15170 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;139299 | &nbsp;&nbsp;&nbsp;&nbsp; 14962 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59095 | &nbsp;&nbsp;&nbsp;&nbsp; 11674 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35918 | &nbsp;&nbsp;&nbsp;&nbsp; 11205 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;135902 | &nbsp;&nbsp;&nbsp;&nbsp; 10758 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26581 | &nbsp;&nbsp;&nbsp;&nbsp; 10339 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;139117 | &nbsp;&nbsp;&nbsp;&nbsp; 10304 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19087 | &nbsp;&nbsp;&nbsp;&nbsp; 7739 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;108300 | &nbsp;&nbsp;&nbsp;&nbsp; 7471 |
|  | &nbsp;&nbsp;&nbsp;Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25477 | &nbsp;&nbsp;&nbsp;&nbsp; 6688 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp; 6479 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39987 | &nbsp;&nbsp;&nbsp;&nbsp; 6236 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13922 | &nbsp;&nbsp;&nbsp;&nbsp; 6198 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15700 | &nbsp;&nbsp;&nbsp;&nbsp; 6015 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp; 4165 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75560 | &nbsp;&nbsp;&nbsp;&nbsp; 4101 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33811 | &nbsp;&nbsp;&nbsp;&nbsp; 3084 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;62832 | &nbsp;&nbsp;&nbsp;&nbsp; 2413 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;44564 | &nbsp;&nbsp;&nbsp;&nbsp; 2153 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **171351** |
| **Industrials (11.9%)** | **Industrials (11.9%)** | **Industrials (11.9%)** | **Industrials (11.9%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;77812 | &nbsp;&nbsp;&nbsp;&nbsp; 16304 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60920 | &nbsp;&nbsp;&nbsp;&nbsp; 13940 |
|  | &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79953 | &nbsp;&nbsp;&nbsp;&nbsp; 10510 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44133 | &nbsp;&nbsp;&nbsp;&nbsp; 10032 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29251 | &nbsp;&nbsp;&nbsp;&nbsp; 9580 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies plc | &nbsp;&nbsp;&nbsp;&nbsp;20378 | &nbsp;&nbsp;&nbsp;&nbsp; 8913 |
|  | &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41153 | &nbsp;&nbsp;&nbsp;&nbsp; 8822 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33616 | &nbsp;&nbsp;&nbsp;&nbsp; 8719 |
|  | &nbsp;&nbsp;&nbsp;AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47456 | &nbsp;&nbsp;&nbsp;&nbsp; 8588 |
|  | &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52157 | &nbsp;&nbsp;&nbsp;&nbsp; 8465 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;13426 | &nbsp;&nbsp;&nbsp;&nbsp; 6827 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70580 | &nbsp;&nbsp;&nbsp;&nbsp; 6709 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;22561 | &nbsp;&nbsp;&nbsp;&nbsp; 5807 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17345 | &nbsp;&nbsp;&nbsp;&nbsp; 5761 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;429134 | &nbsp;&nbsp;&nbsp;&nbsp; 5561 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp; 4198 |
|  | &nbsp;&nbsp;&nbsp;United Rentals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp; 4095 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp; 4025 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41500 | &nbsp;&nbsp;&nbsp;&nbsp; 2812 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;17400 | &nbsp;&nbsp;&nbsp;&nbsp; 2541 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fluor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49050 | &nbsp;&nbsp;&nbsp;&nbsp; 2515 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;32800 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35200 | &nbsp;&nbsp;&nbsp;&nbsp; 1835 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **158939** |
| **Information Technology (21.8%)** | **Information Technology (21.8%)** | **Information Technology (21.8%)** | **Information Technology (21.8%)** |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;141339 | &nbsp;&nbsp;&nbsp;&nbsp; 70303 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;243131 | &nbsp;&nbsp;&nbsp;&nbsp; 49883 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;F5 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87600 | &nbsp;&nbsp;&nbsp;&nbsp; 25782 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90670 | &nbsp;&nbsp;&nbsp;&nbsp; 24993 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;97100 | &nbsp;&nbsp;&nbsp;&nbsp; 23304 |
|  | &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson ADR | 1780205 | &nbsp;&nbsp;&nbsp;&nbsp; 15096 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56633 | &nbsp;&nbsp;&nbsp;&nbsp; 13480 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;114741 | &nbsp;&nbsp;&nbsp;&nbsp; 11331 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60193 | &nbsp;&nbsp;&nbsp;&nbsp; 11020 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127003 | &nbsp;&nbsp;&nbsp;&nbsp; 9830 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61117 | &nbsp;&nbsp;&nbsp;&nbsp; 9733 |
|  | &nbsp;&nbsp;&nbsp;Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;28301 | &nbsp;&nbsp;&nbsp;&nbsp; 8459 |
|  | &nbsp;&nbsp;&nbsp;TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;34860 | &nbsp;&nbsp;&nbsp;&nbsp; 5880 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34861 | &nbsp;&nbsp;&nbsp;&nbsp; 4947 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17370 | &nbsp;&nbsp;&nbsp;&nbsp; 4737 |

---

------

Diversified Value Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp; 2388 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **291166** |
| **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** | **Materials (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;18298 | &nbsp;&nbsp;&nbsp;&nbsp; 8585 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68300 | &nbsp;&nbsp;&nbsp;&nbsp; 7769 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28896 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 |
|  | &nbsp;&nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;175800 | &nbsp;&nbsp;&nbsp;&nbsp; 3532 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **24956** |
| **Other (0.0%)** | **Other (0.0%)** | **Other (0.0%)** | **Other (0.0%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ralliant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11733 | &nbsp;&nbsp;&nbsp;&nbsp; 569 |
| **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** | **Real Estate (0.8%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CBRE Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;74026 | &nbsp;&nbsp;&nbsp;&nbsp; 10372 |
| **Utilities (1.4%)** | **Utilities (1.4%)** | **Utilities (1.4%)** | **Utilities (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;212100 | &nbsp;&nbsp;&nbsp;&nbsp; 11988 |
|  | &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;202055 | &nbsp;&nbsp;&nbsp;&nbsp; 6848 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **18836** |
| **Total Common Stocks (Cost $1,091,135)** | **Total Common Stocks (Cost $1,091,135)** | **Total Common Stocks (Cost $1,091,135)** | &nbsp;&nbsp;&nbsp;&nbsp;**1265151** |
| **Temporary Cash Investments (5.1%)** | **Temporary Cash Investments (5.1%)** | **Temporary Cash Investments (5.1%)** | **Temporary Cash Investments (5.1%)** |
| **Money Market Fund (5.1%)** | **Money Market Fund (5.1%)** | **Money Market Fund (5.1%)** | **Money Market Fund (5.1%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.355% **(Cost $68,186)** | &nbsp;&nbsp;&nbsp;&nbsp;681906 | &nbsp;&nbsp;&nbsp;&nbsp; **68184** |
| **Total Investments (99.9%) (Cost $1,159,321)** | **Total Investments (99.9%) (Cost $1,159,321)** | **Total Investments (99.9%) (Cost $1,159,321)** | &nbsp;&nbsp;&nbsp;&nbsp;**1333335** |
| **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;**1424** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1334759** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,739. |
| 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. |
| 3 | Collateral of $1,771 was received for securities on loan. |
|  | ADR—American Depositary Receipt. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | September 2025 | 108 | 33770 | &nbsp;&nbsp;823 |

---

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

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Diversified Value Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,091,135) | 1265151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $68,186) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68184 |
| Total Investments in Securities | 1333335 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1577 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| **Total Assets** | **1338925** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4166** |
| **Net Assets** | **1334759** |
| 1 Includes $1,739 of securities on loan. |  |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1075267 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;259492 |
| **Net Assets** | **1334759** |
| **Net Assets** |  |
| **Applicable to 85,397,780 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1334759** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$15.63** |

---

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

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Diversified Value Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | 11121 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;1460 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Total Income | 12599 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;1874 |
| **Net Investment Income** | **10725** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 75708 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| **Realized Net Gain (Loss)** | **76008** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | (31942) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;1958 |
| **Change in Unrealized Appreciation (Depreciation)** | **(29984)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **56749** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $110. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,423, ($5), and ($2), 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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Diversified Value Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21095 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113150 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(29984) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41565 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175810 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(132584) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90384) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250020 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;132584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90384 |
| Redeemed | &nbsp;&nbsp;&nbsp;(136843) | &nbsp;&nbsp;&nbsp;&nbsp;(212367) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128037 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;(25566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213463 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1360325** | &nbsp;&nbsp;&nbsp;**1146862** |
| **End of Period** | **1334759** | &nbsp;&nbsp;&nbsp;**1360325** |

---

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

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Diversified Value Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$16.65** | &nbsp;&nbsp;&nbsp;**$15.63** | &nbsp;&nbsp;&nbsp;**$14.01** | &nbsp;&nbsp;&nbsp;**$17.45** | &nbsp;&nbsp;&nbsp;**$13.74** | &nbsp;&nbsp;&nbsp;**$16.45** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.209 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.384 | &nbsp;&nbsp;&nbsp;&nbsp;(2.034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.133 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.629 | &nbsp;&nbsp;&nbsp;&nbsp;(1.830) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.342 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.210) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.181) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.409) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;(1.394) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.965) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.799) | &nbsp;&nbsp;&nbsp;&nbsp;(1.429) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.239) | &nbsp;&nbsp;&nbsp;&nbsp;(2.643) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.661) | &nbsp;&nbsp;&nbsp;&nbsp;(1.232) | &nbsp;&nbsp;&nbsp;&nbsp;(1.009) | &nbsp;&nbsp;&nbsp;&nbsp;(1.610) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.413) | &nbsp;&nbsp;&nbsp;&nbsp;(3.052) |
| **Net Asset Value, End of Period** | **$15.63** | &nbsp;&nbsp;&nbsp;**$16.65** | &nbsp;&nbsp;&nbsp;**$15.63** | &nbsp;&nbsp;&nbsp;**$14.01** | &nbsp;&nbsp;&nbsp;**$17.45** | &nbsp;&nbsp;&nbsp;**$13.74** |
| **Total Return** | **4.52%** | &nbsp;&nbsp;&nbsp;**14.89%** | &nbsp;&nbsp;&nbsp;**20.13%** | &nbsp;&nbsp;&nbsp;**-11.49%** | &nbsp;&nbsp;&nbsp;**30.47%** | &nbsp;&nbsp;&nbsp;**11.78%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $1335 | &nbsp;&nbsp;&nbsp;$1360 | &nbsp;&nbsp;&nbsp;$1147 | &nbsp;&nbsp;&nbsp;$1070 | &nbsp;&nbsp;&nbsp;$1229 | &nbsp;&nbsp;&nbsp;$951 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | 0.29% | &nbsp;&nbsp;&nbsp;0.28%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.28% | &nbsp;&nbsp;&nbsp;0.28% |
| Ratio of Net Investment Income to Average Net Assets | 1.63% | &nbsp;&nbsp;&nbsp;1.63% | &nbsp;&nbsp;&nbsp;1.71% | &nbsp;&nbsp;&nbsp;1.38% | &nbsp;&nbsp;&nbsp;1.14% | &nbsp;&nbsp;&nbsp;1.70% |
| Portfolio Turnover Rate | 17% | &nbsp;&nbsp;&nbsp;35% | &nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;25% | &nbsp;&nbsp;&nbsp;34% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of 0.01%, 0.01%, 0.01%, 0.01%, 0.01%, and 0.00%. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.28%. |

---

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

------

Diversified Value Portfolio

Notes to Financial Statements

The Diversified Value Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

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 portfolio'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 portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio 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 portfolio 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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented 2% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

4. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

5. 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.

6. Securities Lending: To earn additional income, the portfolio lends its securities to qualified institutional borrowers. Security loans are subject to termination by the portfolio at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The portfolio further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the portfolio may experience delays and costs in recovering the securities loaned. The portfolio invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the portfolio is entitled to all distributions made on or in respect of the loaned securities.

7. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio's Statement of Operations. Any borrowings under either facility bear interest at an

------

Diversified Value Portfolio

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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

8. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. 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.** The investment advisory firms Lazard Asset Management LLC and Hotchkis and Wiley Capital Management, LLC, each provide investment advisory services to a portion of the portfolio for a fee calculated at an annual
percentage rate of average net assets managed by the advisor. The basic fee of Lazard Asset Management LLC is subject to quarterly adjustments based on performance relative to the S&P 500 Index for the preceding
three years. The basic fee of Hotchkis and Wiley Capital Management, LLC, is subject to quarterly adjustments based on performance relative to the Russell 1000 Value Index for the preceding five years.

Vanguard manages the cash reserves of the portfolio as described below.

For the six months ended June 30, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.12% of the portfolio's average net assets, before a net increase of $51,000 (0.01%) based on performance.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $34,000, representing less than 0.01% of the portfolio's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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.**

At June 30, 2025, 100% of the market value of the portfolio's investments and derivatives was determined based on Level 1 inputs.

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1160588 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241145 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67575) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173570 |

---

**F.** During the six months ended June 30, 2025, the portfolio purchased $220,341,000 of investment securities and sold $291,449,000 of investment securities, other than temporary cash investments.

------

Diversified Value Portfolio

**G.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;3415 | &nbsp;&nbsp;&nbsp;&nbsp;15786 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;9056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 |
| Redeemed | (8784) | &nbsp;&nbsp;&nbsp;(13206) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;3687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8340 |

---

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

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 42% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

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

Q692DV 082025

------

![](tm2519836d12vvifequiincmi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Equity Income Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Equity Income Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | |
|:---|:---|:---|
|  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (97.1%)** | **Common Stocks (97.1%)** | **Common Stocks (97.1%)** |
| **Communication Services (1.9%)** | **Communication Services (1.9%)** | **Communication Services (1.9%)** |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55482 | &nbsp;&nbsp;&nbsp;&nbsp; 13219 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;258604 | &nbsp;&nbsp;&nbsp;&nbsp; 11190 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;266084 | &nbsp;&nbsp;&nbsp;&nbsp; 9497 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp; 3770 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121849 | &nbsp;&nbsp;&nbsp;&nbsp; 3526 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **41202** |
| **Consumer Discretionary (4.9%)** | **Consumer Discretionary (4.9%)** | **Consumer Discretionary (4.9%)** |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp;337701 | &nbsp;&nbsp;&nbsp;&nbsp; 17617 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64384 | &nbsp;&nbsp;&nbsp;&nbsp; 14034 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;245776 | &nbsp;&nbsp;&nbsp;&nbsp; 12970 |
| &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;149097 | &nbsp;&nbsp;&nbsp;&nbsp; 10592 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28265 | &nbsp;&nbsp;&nbsp;&nbsp; 10363 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35263 | &nbsp;&nbsp;&nbsp;&nbsp; 7824 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;156454 | &nbsp;&nbsp;&nbsp;&nbsp; 4687 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15396 | &nbsp;&nbsp;&nbsp;&nbsp; 4498 |
| &nbsp;&nbsp;&nbsp;Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;84837 | &nbsp;&nbsp;&nbsp;&nbsp; 4378 |
| &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44349 | &nbsp;&nbsp;&nbsp;&nbsp; 4212 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24278 | &nbsp;&nbsp;&nbsp;&nbsp; 4171 |
| &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52649 | &nbsp;&nbsp;&nbsp;&nbsp; 3920 |
| &nbsp;&nbsp;&nbsp;Phinia Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85734 | &nbsp;&nbsp;&nbsp;&nbsp; 3814 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;74564 | &nbsp;&nbsp;&nbsp;&nbsp; 3244 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;36554 | &nbsp;&nbsp;&nbsp;&nbsp; 1224 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726 | &nbsp;&nbsp;&nbsp;&nbsp; 1022 |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9762 | &nbsp;&nbsp;&nbsp;&nbsp; 777 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp;&nbsp; 169 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **109516** |
| **Consumer Staples (10.2%)** | **Consumer Staples (10.2%)** | **Consumer Staples (10.2%)** |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;162729 | &nbsp;&nbsp;&nbsp;&nbsp; 29638 |
| &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;431110 | &nbsp;&nbsp;&nbsp;&nbsp; 26371 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;422052 | &nbsp;&nbsp;&nbsp;&nbsp; 22276 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;629425 | &nbsp;&nbsp;&nbsp;&nbsp; 20809 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;207454 | &nbsp;&nbsp;&nbsp;&nbsp; 20285 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;101155 | &nbsp;&nbsp;&nbsp;&nbsp; 16116 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;91473 | &nbsp;&nbsp;&nbsp;&nbsp; 14881 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | &nbsp;&nbsp;&nbsp;&nbsp;149058 | &nbsp;&nbsp;&nbsp;&nbsp; 14869 |
| &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;628057 | &nbsp;&nbsp;&nbsp;&nbsp; 13145 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;80304 | &nbsp;&nbsp;&nbsp;&nbsp; 10603 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;136059 | &nbsp;&nbsp;&nbsp;&nbsp; 7977 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;95653 | &nbsp;&nbsp;&nbsp;&nbsp; 6767 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;82581 | &nbsp;&nbsp;&nbsp;&nbsp; 5924 |
| &nbsp;&nbsp;&nbsp;Nomad Foods Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;223495 | &nbsp;&nbsp;&nbsp;&nbsp; 3797 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;39377 | &nbsp;&nbsp;&nbsp;&nbsp; 3579 |
| &nbsp;&nbsp;&nbsp;WK Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;224274 | &nbsp;&nbsp;&nbsp;&nbsp; 3575 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92350 | &nbsp;&nbsp;&nbsp;&nbsp; 2994 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34876 | &nbsp;&nbsp;&nbsp;&nbsp; 2642 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **226434** |
| **Energy (8.7%)** | **Energy (8.7%)** | **Energy (8.7%)** |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;497519 | &nbsp;&nbsp;&nbsp;&nbsp; 44647 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;406176 | &nbsp;&nbsp;&nbsp;&nbsp; 23688 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;911162 | &nbsp;&nbsp;&nbsp;&nbsp; 23125 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;133035 | &nbsp;&nbsp;&nbsp;&nbsp; 22099 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;121174 | &nbsp;&nbsp;&nbsp;&nbsp; 21094 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;135356 | &nbsp;&nbsp;&nbsp;&nbsp; 14591 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp;181036 | &nbsp;&nbsp;&nbsp;&nbsp; 11065 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54436 | &nbsp;&nbsp;&nbsp;&nbsp; 6511 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39277 | &nbsp;&nbsp;&nbsp;&nbsp; 5624 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142603 | &nbsp;&nbsp;&nbsp;&nbsp; 4536 |

---

------

Equity Income Portfolio

---

| | | |
|:---|:---|:---|
|  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;218127 | &nbsp;&nbsp;&nbsp;&nbsp; 4446 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;91291 | &nbsp;&nbsp;&nbsp;&nbsp; 4357 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;97950 | &nbsp;&nbsp;&nbsp;&nbsp; 3727 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV | &nbsp;&nbsp;&nbsp;&nbsp;106454 | &nbsp;&nbsp;&nbsp;&nbsp; 3598 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43247 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **194298** |
| **Financials (20.6%)** | **Financials (20.6%)** | **Financials (20.6%)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;287165 | &nbsp;&nbsp;&nbsp;&nbsp; 83252 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1328610 | &nbsp;&nbsp;&nbsp;&nbsp; 62870 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;311089 | &nbsp;&nbsp;&nbsp;&nbsp; 26626 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;128821 | &nbsp;&nbsp;&nbsp;&nbsp; 24990 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;159743 | &nbsp;&nbsp;&nbsp;&nbsp; 22501 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;875683 | &nbsp;&nbsp;&nbsp;&nbsp; 20596 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;223259 | &nbsp;&nbsp;&nbsp;&nbsp; 19964 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;242749 | &nbsp;&nbsp;&nbsp;&nbsp; 19522 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;116107 | &nbsp;&nbsp;&nbsp;&nbsp; 17807 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85036 | &nbsp;&nbsp;&nbsp;&nbsp; 15602 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;186413 | &nbsp;&nbsp;&nbsp;&nbsp; 14935 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;81223 | &nbsp;&nbsp;&nbsp;&nbsp; 14068 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63754 | &nbsp;&nbsp;&nbsp;&nbsp; 13939 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;132052 | &nbsp;&nbsp;&nbsp;&nbsp; 11240 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37997 | &nbsp;&nbsp;&nbsp;&nbsp; 7083 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59781 | &nbsp;&nbsp;&nbsp;&nbsp; 6304 |
| &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57050 | &nbsp;&nbsp;&nbsp;&nbsp; 6067 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11215 | &nbsp;&nbsp;&nbsp;&nbsp; 5986 |
| &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45255 | &nbsp;&nbsp;&nbsp;&nbsp; 5741 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;85145 | &nbsp;&nbsp;&nbsp;&nbsp; 5683 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176558 | &nbsp;&nbsp;&nbsp;&nbsp; 4915 |
| &nbsp;&nbsp;&nbsp;Popular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43970 | &nbsp;&nbsp;&nbsp;&nbsp; 4846 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84413 | &nbsp;&nbsp;&nbsp;&nbsp; 4736 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;71865 | &nbsp;&nbsp;&nbsp;&nbsp; 4364 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;49745 | &nbsp;&nbsp;&nbsp;&nbsp; 4333 |
| &nbsp;&nbsp;&nbsp;Jackson Financial Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;48638 | &nbsp;&nbsp;&nbsp;&nbsp; 4319 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72443 | &nbsp;&nbsp;&nbsp;&nbsp; 4158 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58298 | &nbsp;&nbsp;&nbsp;&nbsp; 4139 |
| &nbsp;&nbsp;&nbsp;PROG Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127588 | &nbsp;&nbsp;&nbsp;&nbsp; 3745 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 3114 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60529 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 |
| &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp; 1963 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7163 | &nbsp;&nbsp;&nbsp;&nbsp; 1912 |
| &nbsp;&nbsp;&nbsp;Virtus Investment Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9854 | &nbsp;&nbsp;&nbsp;&nbsp; 1788 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp; 894 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7282 | &nbsp;&nbsp;&nbsp;&nbsp; 756 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7421 | &nbsp;&nbsp;&nbsp;&nbsp; 676 |
| &nbsp;&nbsp;&nbsp;Towne Bank | &nbsp;&nbsp;&nbsp;&nbsp;17141 | &nbsp;&nbsp;&nbsp;&nbsp; 586 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10718 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Eastern Bankshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12631 | &nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **459416** |
| **Health Care (14.2%)** | **Health Care (14.2%)** | **Health Care (14.2%)** |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;377515 | &nbsp;&nbsp;&nbsp;&nbsp; 57665 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;169520 | &nbsp;&nbsp;&nbsp;&nbsp; 52885 |
| &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;635999 | &nbsp;&nbsp;&nbsp;&nbsp; 50346 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;342544 | &nbsp;&nbsp;&nbsp;&nbsp; 37978 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68915 | &nbsp;&nbsp;&nbsp;&nbsp; 26805 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;925257 | &nbsp;&nbsp;&nbsp;&nbsp; 22428 |
| &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;238355 | &nbsp;&nbsp;&nbsp;&nbsp; 16656 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;46698 | &nbsp;&nbsp;&nbsp;&nbsp; 15243 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50427 | &nbsp;&nbsp;&nbsp;&nbsp; 9360 |
| &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;22708 | &nbsp;&nbsp;&nbsp;&nbsp; 7507 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;153250 | &nbsp;&nbsp;&nbsp;&nbsp; 7094 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;36917 | &nbsp;&nbsp;&nbsp;&nbsp; 5021 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71496 | &nbsp;&nbsp;&nbsp;&nbsp; 4932 |
| &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7184 | &nbsp;&nbsp;&nbsp;&nbsp; 2006 |
| &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;10711 | &nbsp;&nbsp;&nbsp;&nbsp; 934 |
| &nbsp;&nbsp;&nbsp;Organon & Co. | &nbsp;&nbsp;&nbsp;&nbsp;55747 | &nbsp;&nbsp;&nbsp;&nbsp; 540 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **317400** |

---

------

Equity Income Portfolio

---

| | | |
|:---|:---|:---|
|  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Industrials (12.2%)** | **Industrials (12.2%)** | **Industrials (12.2%)** |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123439 | &nbsp;&nbsp;&nbsp;&nbsp; 28747 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;291793 | &nbsp;&nbsp;&nbsp;&nbsp; 27738 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;172950 | &nbsp;&nbsp;&nbsp;&nbsp; 23060 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87789 | &nbsp;&nbsp;&nbsp;&nbsp; 22021 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;192436 | &nbsp;&nbsp;&nbsp;&nbsp; 20051 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36868 | &nbsp;&nbsp;&nbsp;&nbsp; 18433 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;146614 | &nbsp;&nbsp;&nbsp;&nbsp; 15485 |
| &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79810 | &nbsp;&nbsp;&nbsp;&nbsp; 14012 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58202 | &nbsp;&nbsp;&nbsp;&nbsp; 12674 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31248 | &nbsp;&nbsp;&nbsp;&nbsp; 12131 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41846 | &nbsp;&nbsp;&nbsp;&nbsp; 9628 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29738 | &nbsp;&nbsp;&nbsp;&nbsp; 9171 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16557 | &nbsp;&nbsp;&nbsp;&nbsp; 7668 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22146 | &nbsp;&nbsp;&nbsp;&nbsp; 6459 |
| &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17262 | &nbsp;&nbsp;&nbsp;&nbsp; 5653 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54585 | &nbsp;&nbsp;&nbsp;&nbsp; 5405 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;42886 | &nbsp;&nbsp;&nbsp;&nbsp; 4869 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;31153 | &nbsp;&nbsp;&nbsp;&nbsp; 4284 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60196 | &nbsp;&nbsp;&nbsp;&nbsp; 3932 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91755 | &nbsp;&nbsp;&nbsp;&nbsp; 3725 |
| &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16322 | &nbsp;&nbsp;&nbsp;&nbsp; 3710 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21227 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59759 | &nbsp;&nbsp;&nbsp;&nbsp; 3076 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19115 | &nbsp;&nbsp;&nbsp;&nbsp; 3039 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp; 1566 |
| &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23619 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **271157** |
| **Information Technology (11.6%)** | **Information Technology (11.6%)** | **Information Technology (11.6%)** |
| &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;428182 | &nbsp;&nbsp;&nbsp;&nbsp; 118029 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;551082 | &nbsp;&nbsp;&nbsp;&nbsp; 38234 |
| &nbsp;&nbsp;&nbsp;Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;94406 | &nbsp;&nbsp;&nbsp;&nbsp; 28217 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;112057 | &nbsp;&nbsp;&nbsp;&nbsp; 24483 |
| &nbsp;&nbsp;&nbsp;TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;118635 | &nbsp;&nbsp;&nbsp;&nbsp; 20010 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70130 | &nbsp;&nbsp;&nbsp;&nbsp; 11169 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19704 | &nbsp;&nbsp;&nbsp;&nbsp; 5808 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50659 | &nbsp;&nbsp;&nbsp;&nbsp; 5398 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48797 | &nbsp;&nbsp;&nbsp;&nbsp; 4452 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12135 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23267 | &nbsp;&nbsp;&nbsp;&nbsp; 805 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **259125** |
| **Materials (3.9%)** | **Materials (3.9%)** | **Materials (3.9%)** |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;191561 | &nbsp;&nbsp;&nbsp;&nbsp; 21790 |
| &nbsp;&nbsp;&nbsp;Barrick Mining Corp. | &nbsp;&nbsp;&nbsp;&nbsp;881817 | &nbsp;&nbsp;&nbsp;&nbsp; 18359 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;98511 | &nbsp;&nbsp;&nbsp;&nbsp; 17286 |
| &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;484563 | &nbsp;&nbsp;&nbsp;&nbsp; 14284 |
| &nbsp;&nbsp;&nbsp;Reliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15796 | &nbsp;&nbsp;&nbsp;&nbsp; 4958 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 | &nbsp;&nbsp;&nbsp;&nbsp; 4172 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;74935 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 |
| &nbsp;&nbsp;&nbsp;Worthington Steel Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32816 | &nbsp;&nbsp;&nbsp;&nbsp; 979 |
| &nbsp;&nbsp;&nbsp;Innospec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10496 | &nbsp;&nbsp;&nbsp;&nbsp; 883 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **86465** |
| **Real Estate (1.6%)** | **Real Estate (1.6%)** | **Real Estate (1.6%)** |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;205842 | &nbsp;&nbsp;&nbsp;&nbsp; 21146 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;540786 | &nbsp;&nbsp;&nbsp;&nbsp; 13893 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **35039** |
| **Utilities (7.3%)** | **Utilities (7.3%)** | **Utilities (7.3%)** |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;254180 | &nbsp;&nbsp;&nbsp;&nbsp; 26374 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;319168 | &nbsp;&nbsp;&nbsp;&nbsp; 24183 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;408033 | &nbsp;&nbsp;&nbsp;&nbsp; 23062 |
| &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;547104 | &nbsp;&nbsp;&nbsp;&nbsp; 18541 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;111517 | &nbsp;&nbsp;&nbsp;&nbsp; 17186 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;135023 | &nbsp;&nbsp;&nbsp;&nbsp; 14070 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;132921 | &nbsp;&nbsp;&nbsp;&nbsp; 9227 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60590 | &nbsp;&nbsp;&nbsp;&nbsp; 7150 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;56692 | &nbsp;&nbsp;&nbsp;&nbsp; 4802 |
| &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;91967 | &nbsp;&nbsp;&nbsp;&nbsp; 4746 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;104702 | &nbsp;&nbsp;&nbsp;&nbsp; 4546 |

---

------

Equity Income Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;27221 | &nbsp;&nbsp;&nbsp;&nbsp; 3606 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49078 | &nbsp;&nbsp;&nbsp;&nbsp; 3383 |
|  | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16386 | &nbsp;&nbsp;&nbsp;&nbsp; 2631 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **163507** |
| **Total Common Stocks (Cost $1,958,553)** | **Total Common Stocks (Cost $1,958,553)** | **Total Common Stocks (Cost $1,958,553)** | &nbsp;&nbsp;&nbsp;&nbsp;**2163559** |
| **Temporary Cash Investments (2.5%)** | **Temporary Cash Investments (2.5%)** | **Temporary Cash Investments (2.5%)** | **Temporary Cash Investments (2.5%)** |
| **Money Market Fund (1.7%)** | **Money Market Fund (1.7%)** | **Money Market Fund (1.7%)** | **Money Market Fund (1.7%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.355% | &nbsp;&nbsp;&nbsp;&nbsp;384124 | &nbsp;&nbsp;&nbsp;&nbsp; 38408 |
|  |  | Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (0.8%)** | **Repurchase Agreement (0.8%)** | **Repurchase Agreement (0.8%)** | **Repurchase Agreement (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp. 4.400%, 7/1/25<br> (Dated 6/30/25, Repurchase Value $17,702, collateralized by U.S. Government Agency Obligations 2.000%–7.212%, 6/1/26–6/1/55, with a value of $18,054) | &nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp; 17700 |
| **Total Temporary Cash Investments (Cost $56,111)** | **Total Temporary Cash Investments (Cost $56,111)** | **Total Temporary Cash Investments (Cost $56,111)** | &nbsp;&nbsp;&nbsp;&nbsp;**56108** |
| **Total Investments (99.6%) (Cost $2,014,664)** | **Total Investments (99.6%) (Cost $2,014,664)** | **Total Investments (99.6%) (Cost $2,014,664)** | &nbsp;&nbsp;&nbsp;&nbsp;**2219667** |
| **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | &nbsp;&nbsp;&nbsp;&nbsp;**7808** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**2227475** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

• See Note A in Notes to Financial Statements. <br> 1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. <br> ADR—American Depositary Receipt.

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | September 2025 | 136 | 42526 | &nbsp;&nbsp;1412 |

---

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

------

Equity Income Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,976,253) | 2181259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $38,411) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38408 |
| Total Investments in Securities | 2219667 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936 |
| Foreign Currency, at Value (Cost $11) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3676 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3152 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204 |
| **Total Assets** | **2231714** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4239** |
| **Net Assets** | **2227475** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1898980 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;328495 |
| **Net Assets** | **2227475** |
| **Net Assets** |  |
| **Applicable to 92,885,721 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2227475** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$23.98** |

---

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

------

Equity Income Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;27700 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1301 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Income | &nbsp;&nbsp;29001 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3065 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3062 |
| **Net Investment Income** | &nbsp;&nbsp;**25939** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 103301 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(1394) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |
| **Realized Net Gain (Loss)** | **101883** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;13024 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3120 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**16215** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **144037** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $312. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $864, ($3), and ($3), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Equity Income Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55560 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;101883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170333 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63405 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;144037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289298 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(222972) | &nbsp;&nbsp;&nbsp;&nbsp;(185693) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214750 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;222972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185693 |
| Redeemed | &nbsp;&nbsp;&nbsp;(151407) | &nbsp;&nbsp;&nbsp;&nbsp;(353744) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;167232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46699 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150304 |
| **Net Assets** |  |  |
| **Beginning of Period** | **2139178** | &nbsp;&nbsp;&nbsp;**1988874** |
| **End of Period** | **2227475** | &nbsp;&nbsp;&nbsp;**2139178** |

---

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

------

Equity Income Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$25.06** | &nbsp;&nbsp;&nbsp;**$23.91** | &nbsp;&nbsp;&nbsp;**$24.11** | &nbsp;&nbsp;&nbsp;**$27.81** | &nbsp;&nbsp;&nbsp;**$23.07** | &nbsp;&nbsp;&nbsp;**$24.17** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.595 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.756) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.305) |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;1.572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.290 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.739) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.687) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.618) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;(1.995) | &nbsp;&nbsp;&nbsp;&nbsp;(1.557) | &nbsp;&nbsp;&nbsp;&nbsp;(1.260) | &nbsp;&nbsp;&nbsp;&nbsp;(2.922) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.772) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(2.652) | &nbsp;&nbsp;&nbsp;&nbsp;(2.296) | &nbsp;&nbsp;&nbsp;&nbsp;(1.904) | &nbsp;&nbsp;&nbsp;&nbsp;(3.609) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.974) | &nbsp;&nbsp;&nbsp;&nbsp;(1.390) |
| **Net Asset Value, End of Period** | **$23.98** | &nbsp;&nbsp;&nbsp;**$25.06** | &nbsp;&nbsp;&nbsp;**$23.91** | &nbsp;&nbsp;&nbsp;**$24.11** | &nbsp;&nbsp;&nbsp;**$27.81** | &nbsp;&nbsp;&nbsp;**$23.07** |
| **Total Return** | **6.82%** | &nbsp;&nbsp;&nbsp;**15.12%** | &nbsp;&nbsp;&nbsp;**8.10%** | &nbsp;&nbsp;&nbsp;**-0.66%** | &nbsp;&nbsp;&nbsp;**25.33%** | &nbsp;&nbsp;&nbsp;**3.25%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $2227 | &nbsp;&nbsp;&nbsp;$2139 | &nbsp;&nbsp;&nbsp;$1989 | &nbsp;&nbsp;&nbsp;$1978 | &nbsp;&nbsp;&nbsp;$1898 | &nbsp;&nbsp;&nbsp;$2021 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | 0.29%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.29%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.29%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.30%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% |
| Ratio of Net Investment Income to Average Net Assets | 2.48% | &nbsp;&nbsp;&nbsp;2.67% | &nbsp;&nbsp;&nbsp;2.95% | &nbsp;&nbsp;&nbsp;2.73% | &nbsp;&nbsp;&nbsp;2.45% | &nbsp;&nbsp;&nbsp;2.86% |
| Portfolio Turnover Rate | 29% | &nbsp;&nbsp;&nbsp;45% | &nbsp;&nbsp;&nbsp;48% | &nbsp;&nbsp;&nbsp;46% | &nbsp;&nbsp;&nbsp;41%<sup>5</sup> | &nbsp;&nbsp;&nbsp;40% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.01%), (0.00%), 0.00%, 0.01%, 0.01%, and 0.01%. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from broker commission abatement arrangements was 0.29%, 0.29%, and 0.30%, respectively. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset and broker commission abatement arrangements was 0.29%. |
| 5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio's capital shares. |

---

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

------

Equity Income Portfolio

Notes to Financial Statements

The Equity Income Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.

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 portfolio'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. Repurchase Agreements: The portfolio enters into repurchase agreements with institutional counterparties. Securities pledged as collateral to the portfolio under repurchase agreements are held by a custodian bank until the agreements mature, and in the absence of a default, such collateral cannot be repledged, resold, or rehypothecated. Each agreement requires that the market value of the collateral be sufficient to cover payments of interest and principal. The portfolio further mitigates its counterparty risk by entering into repurchase agreements only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master repurchase agreements with its counterparties. The master repurchase agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any repurchase agreements with that counterparty, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio. Such action may be subject to legal proceedings, which may delay or limit the disposition of collateral.

4. Futures Contracts: The portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio 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 portfolio 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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented 2% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

5. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

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

7. Securities Lending: To earn additional income, the portfolio lends its securities to qualified institutional borrowers. Security loans are subject to termination by the portfolio at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The portfolio further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the

------

Equity Income Portfolio

event of a counterparty's default (including bankruptcy), the portfolio may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the portfolio may experience delays and costs in recovering the securities loaned. The portfolio invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the portfolio is entitled to all distributions made on or in respect of the loaned securities.

8. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

9. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. 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.

The portfolio has filed tax reclaims for previously withheld taxes on dividends earned in certain European Union countries. These filings are subject to various administrative and judicial proceedings within these countries. Amounts related to these reclaims are recorded when there are no significant uncertainties as to the ultimate resolution of proceedings, the likelihood of receipt of these reclaims, and the potential timing of payment. Such tax reclaims and related professional fees, if any, are included in dividend income and other expenses, respectively.

**B.** Wellington Management Company LLP provides investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the
advisor. The basic fee is subject to quarterly adjustments based on the portfolio's performance relative to the FTSE High Dividend Yield Index for the preceding three years.

Vanguard provides investment advisory services to a portion of the portfolio as described below; the portfolio paid Vanguard advisory fees of $124,000 for the six months ended June 30, 2025.

For the six months ended June 30, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.08% of the portfolio's average net assets, before a net decrease $69,000 (0.01%) based on performance.

**C.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of
trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $56,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio has asked its investment advisors to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions
generated. Such rebates are used solely to reduce the portfolio's management and administrative expenses. For the six months ended June 30, 2025, these arrangements reduced the portfolio's expenses by
$3,000 (an annual rate of less than 0.01% of average net assets).

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

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

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

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Equity Income Portfolio

**Level 3—Significant unobservable inputs (including the portfolio'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 portfolio's investments and derivatives as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 2090481 | &nbsp;&nbsp;&nbsp;73078 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2163559 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38408 | &nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56108 |
| Total | 2128889 | &nbsp;&nbsp;&nbsp;90778 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2219667 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 1412 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1412 |

---

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.

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;2016023 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349090 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(144034) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205056 |

---

**G.** During the six months ended June 30, 2025, the portfolio purchased $605,240,000 of investment securities and sold $629,754,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other funds or accounts managed by its investment advisors or their 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 six months ended June 30, 2025, such purchases were $3,477,000 and sales were $5,533,000, resulting in net realized gain of $300,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

**H.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;3977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8850 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;9780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7956 |
| Redeemed | (6237) | &nbsp;&nbsp;&nbsp;(14627) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;7520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179 |

---

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

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 43% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

------

Equity Income Portfolio

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

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

Q692Equc 082025

------

![](tm2519836d12vvifgrowthi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Growth Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Growth Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (99.5%)** | **Common Stocks (99.5%)** | **Common Stocks (99.5%)** | **Common Stocks (99.5%)** |
| **Communication Services (14.0%)** | **Communication Services (14.0%)** | **Communication Services (14.0%)** | **Communication Services (14.0%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;422488 | &nbsp;&nbsp;&nbsp;&nbsp; 74945 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;95949 | &nbsp;&nbsp;&nbsp;&nbsp; 70819 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40099 | &nbsp;&nbsp;&nbsp;&nbsp; 53698 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;37691 | &nbsp;&nbsp;&nbsp;&nbsp; 28922 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **228384** |
| **Consumer Discretionary (13.1%)** | **Consumer Discretionary (13.1%)** | **Consumer Discretionary (13.1%)** | **Consumer Discretionary (13.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;533833 | &nbsp;&nbsp;&nbsp;&nbsp; 117118 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108015 | &nbsp;&nbsp;&nbsp;&nbsp; 34312 |
|  | &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57035 | &nbsp;&nbsp;&nbsp;&nbsp; 15191 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DraftKings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;348925 | &nbsp;&nbsp;&nbsp;&nbsp; 14965 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114848 | &nbsp;&nbsp;&nbsp;&nbsp; 14183 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;183409 | &nbsp;&nbsp;&nbsp;&nbsp; 10298 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93071 | &nbsp;&nbsp;&nbsp;&nbsp; 8388 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **214455** |
| **Financials (11.0%)** | **Financials (11.0%)** | **Financials (11.0%)** | **Financials (11.0%)** |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;85215 | &nbsp;&nbsp;&nbsp;&nbsp; 47886 |
|  | &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;161956 | &nbsp;&nbsp;&nbsp;&nbsp; 21545 |
|  | &nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;105842 | &nbsp;&nbsp;&nbsp;&nbsp; 18332 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32870 | &nbsp;&nbsp;&nbsp;&nbsp; 17332 |
|  | &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;113456 | &nbsp;&nbsp;&nbsp;&nbsp; 16610 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;43767 | &nbsp;&nbsp;&nbsp;&nbsp; 13961 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;36098 | &nbsp;&nbsp;&nbsp;&nbsp; 12816 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;82863 | &nbsp;&nbsp;&nbsp;&nbsp; 11672 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121693 | &nbsp;&nbsp;&nbsp;&nbsp; 10882 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12430 | &nbsp;&nbsp;&nbsp;&nbsp; 4124 |
|  | &nbsp;&nbsp;&nbsp;MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6611 | &nbsp;&nbsp;&nbsp;&nbsp; 3813 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **178973** |
| **Health Care (4.8%)** | **Health Care (4.8%)** | **Health Care (4.8%)** | **Health Care (4.8%)** |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;50282 | &nbsp;&nbsp;&nbsp;&nbsp; 39196 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142804 | &nbsp;&nbsp;&nbsp;&nbsp; 15339 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37725 | &nbsp;&nbsp;&nbsp;&nbsp; 14925 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17252 | &nbsp;&nbsp;&nbsp;&nbsp; 9375 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **78835** |
| **Industrials (6.0%)** | **Industrials (6.0%)** | **Industrials (6.0%)** | **Industrials (6.0%)** |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;131191 | &nbsp;&nbsp;&nbsp;&nbsp; 33767 |
|  | &nbsp;&nbsp;&nbsp;GE Vernova Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55567 | &nbsp;&nbsp;&nbsp;&nbsp; 29403 |
|  | &nbsp;&nbsp;&nbsp;TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;155110 | &nbsp;&nbsp;&nbsp;&nbsp; 13650 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144284 | &nbsp;&nbsp;&nbsp;&nbsp; 13462 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;37978 | &nbsp;&nbsp;&nbsp;&nbsp; 7091 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **97373** |
| **Information Technology (49.2%)** | **Information Technology (49.2%)** | **Information Technology (49.2%)** | **Information Technology (49.2%)** |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;454227 | &nbsp;&nbsp;&nbsp;&nbsp; 225937 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1380884 | &nbsp;&nbsp;&nbsp;&nbsp; 218166 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;645959 | &nbsp;&nbsp;&nbsp;&nbsp; 132531 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;303181 | &nbsp;&nbsp;&nbsp;&nbsp; 83572 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shopify Inc. Class A (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;156650 | &nbsp;&nbsp;&nbsp;&nbsp; 18070 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HubSpot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31526 | &nbsp;&nbsp;&nbsp;&nbsp; 17548 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16645 | &nbsp;&nbsp;&nbsp;&nbsp; 17112 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arista Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;163870 | &nbsp;&nbsp;&nbsp;&nbsp; 16766 |
|  | &nbsp;&nbsp;&nbsp;ASML Holding NV GDR (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;18212 | &nbsp;&nbsp;&nbsp;&nbsp; 14595 |
|  | &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19645 | &nbsp;&nbsp;&nbsp;&nbsp; 14368 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16833 | &nbsp;&nbsp;&nbsp;&nbsp; 13258 |
|  | &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;49561 | &nbsp;&nbsp;&nbsp;&nbsp; 11225 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25548 | &nbsp;&nbsp;&nbsp;&nbsp; 10327 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16670 | &nbsp;&nbsp;&nbsp;&nbsp; 3968 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11171 | &nbsp;&nbsp;&nbsp;&nbsp; 3046 |

---

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Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ARM Holdings plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;15576 | &nbsp;&nbsp;&nbsp;&nbsp; 2519 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **803008** |
| **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** | **Real Estate (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;150796 | &nbsp;&nbsp;&nbsp;&nbsp; 23182 |
| **Total Common Stocks (Cost $1,081,845)** | **Total Common Stocks (Cost $1,081,845)** | **Total Common Stocks (Cost $1,081,845)** | &nbsp;&nbsp;&nbsp;&nbsp;**1624210** |
| **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** | **Temporary Cash Investments (1.1%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.355% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp; 2 |
|  |  | Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (1.1%)** | **Repurchase Agreement (1.1%)** | **Repurchase Agreement (1.1%)** | **Repurchase Agreement (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC 4.400%, 7/1/25<br> (Dated 6/30/25, Repurchase Value $18,502, collateralized by U.S. Government Agency Obligations 3.000%–7.000%, 3/15/28–6/20/55, with a value of $18,870) | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp; 18500 |
| **Total Temporary Cash Investments (Cost $18,501)** | **Total Temporary Cash Investments (Cost $18,501)** | **Total Temporary Cash Investments (Cost $18,501)** | &nbsp;&nbsp;&nbsp;&nbsp;**18502** |
| **Total Investments (100.6%) (Cost $1,100,346)** | **Total Investments (100.6%) (Cost $1,100,346)** | **Total Investments (100.6%) (Cost $1,100,346)** | &nbsp;&nbsp;&nbsp;&nbsp;**1642712** |
| **Other Assets and Liabilities—Net (-0.6%)** | **Other Assets and Liabilities—Net (-0.6%)** | **Other Assets and Liabilities—Net (-0.6%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(9701)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1633011** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | ADR—American Depositary Receipt. |
|  | GDR—Global Depositary Receipt. |

---

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

------

Growth Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,100,345) | 1642710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Total Investments in Securities | 1642712 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7034 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| **Total Assets** | **1650108** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14040 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17097** |
| **Net Assets** | **1633011** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;&nbsp;969890 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;663121 |
| **Net Assets** | **1633011** |
| **Net Assets** |  |
| **Applicable to 48,762,162 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1633011** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$33.49** |

---

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

------

Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3517 |
| Interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;4054 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(252) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;1807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;2751 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**1303** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 125401 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Realized Net Gain (Loss) on Investment Securities Sold** | **125401** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>2</sup>** | **(26977)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;**99727** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $20. |
| 2 | Realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were each less than $1. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Growth Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;125401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127220 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(26977) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267157 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397764 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(93467) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3943) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;122476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212576 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
| Redeemed | &nbsp;&nbsp;&nbsp;(178241) | &nbsp;&nbsp;&nbsp;&nbsp;(234814) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18295) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375526 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1589049** | &nbsp;&nbsp;&nbsp;**1213523** |
| **End of Period** | **1633011** | &nbsp;&nbsp;&nbsp;**1589049** |

---

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

------

Growth Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$33.64** | &nbsp;&nbsp;&nbsp;**$25.34** | &nbsp;&nbsp;&nbsp;**$18.13** | &nbsp;&nbsp;&nbsp;**$38.27** | &nbsp;&nbsp;&nbsp;**$35.94** | &nbsp;&nbsp;&nbsp;**$26.95** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income (Loss)<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.033 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;1.849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.184 | &nbsp;&nbsp;&nbsp;&nbsp;(10.288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.826 | &nbsp;&nbsp;&nbsp;&nbsp;10.536 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;1.876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.262 | &nbsp;&nbsp;&nbsp;&nbsp;(10.228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.813 | &nbsp;&nbsp;&nbsp;&nbsp;10.569 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.072) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.052) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.104) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;(1.954) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(9.912) | &nbsp;&nbsp;&nbsp;&nbsp;(3.470) | &nbsp;&nbsp;&nbsp;&nbsp;(1.475) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(2.026) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.052) | &nbsp;&nbsp;&nbsp;&nbsp;(9.912) | &nbsp;&nbsp;&nbsp;&nbsp;(3.483) | &nbsp;&nbsp;&nbsp;&nbsp;(1.579) |
| **Net Asset Value, End of Period** | **$33.49** | &nbsp;&nbsp;&nbsp;**$33.64** | &nbsp;&nbsp;&nbsp;**$25.34** | &nbsp;&nbsp;&nbsp;**$18.13** | &nbsp;&nbsp;&nbsp;**$38.27** | &nbsp;&nbsp;&nbsp;**$35.94** |
| **Total Return** | **6.72%** | &nbsp;&nbsp;&nbsp;**33.14%** | &nbsp;&nbsp;&nbsp;**40.13%** | &nbsp;&nbsp;&nbsp;**-33.37%** | &nbsp;&nbsp;&nbsp;**17.86%** | &nbsp;&nbsp;&nbsp;**43.09%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $1633 | &nbsp;&nbsp;&nbsp;$1589 | &nbsp;&nbsp;&nbsp;$1214 | &nbsp;&nbsp;&nbsp;$856 | &nbsp;&nbsp;&nbsp;$1337 | &nbsp;&nbsp;&nbsp;$1247 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | 0.37% | &nbsp;&nbsp;&nbsp;0.34%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.33%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.34%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.41% | &nbsp;&nbsp;&nbsp;0.41%<sup>4</sup> |
| Ratio of Net Investment Income (Loss) to Average Net Assets | 0.19% | &nbsp;&nbsp;&nbsp;0.24% | &nbsp;&nbsp;&nbsp;0.35% | &nbsp;&nbsp;&nbsp;0.27% | &nbsp;&nbsp;&nbsp;(0.04%) | &nbsp;&nbsp;&nbsp;0.11% |
| Portfolio Turnover Rate | 23% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;37% | &nbsp;&nbsp;&nbsp;33% | &nbsp;&nbsp;&nbsp;66% | &nbsp;&nbsp;&nbsp;41% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.03%), (0.06%), (0.07%), (0.06%), 0.02%, and 0.01%. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset and broker commission abatement arrangements was 0.34%. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from broker commission abatement arrangements was 0.33%, 0.34% and 0.40% for 2023, 2022, and 2020 respectively. |

---

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

------

Growth Portfolio

Notes to Financial Statements

The Growth Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.

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 portfolio'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. Repurchase Agreements: The portfolio enters into repurchase agreements with institutional counterparties. Securities pledged as collateral to the portfolio under repurchase agreements are held by a custodian bank until the agreements mature, and in the absence of a default, such collateral cannot be repledged, resold, or rehypothecated. Each agreement requires that the market value of the collateral be sufficient to cover payments of interest and principal. The portfolio further mitigates its counterparty risk by entering into repurchase agreements only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master repurchase agreements with its counterparties. The master repurchase agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any repurchase agreements with that counterparty, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio. Such action may be subject to legal proceedings, which may delay or limit the disposition of collateral.

4. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

5. 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.

6. Securities Lending: To earn additional income, the portfolio lends its securities to qualified institutional borrowers. Security loans are subject to termination by the portfolio at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The portfolio further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the portfolio may experience delays and costs in recovering the securities loaned. The portfolio invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the portfolio is entitled to all distributions made on or in respect of the loaned securities.

7. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

------

Growth Portfolio

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

8. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. 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.** Wellington Management Company LLP , provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. The basic
fee is subject to quarterly adjustments based on performance relative to the Russell 1000 Growth Index for the preceding three years. For the six months ended June 30, 2025, the investment advisory fee represented an
effective annual basic rate of 0.15% of the portfolio's average net assets, before a net decrease of $252,000 (0.03%) based on performance.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $40,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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 portfolio's investments as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 1624210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1624210 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18502 |
| Total | 1624212 | &nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1642712 |

---

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1106596 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544289 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8173) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536116 |

---

**F.** During the six months ended June 30, 2025, the portfolio purchased $354,184,000 of investment securities and sold $408,157,000 of investment securities, other than temporary cash investments.

------

Growth Portfolio

**G.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;3987 | &nbsp;&nbsp;&nbsp;&nbsp;7181 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| Redeemed | (5780) | &nbsp;&nbsp;&nbsp;(7979) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(660) |

---

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 61% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

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

Q692G 082025

------

![](tm2519836d12vvifhigyielbi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### High Yield Bond Portfolio

------

#### Contents
Financial Statements 1 <br>

------

High Yield Bond Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** | **U.S. Government and Agency Obligations (5.2%)** |
| **U.S. Government Securities (5.2%)** | **U.S. Government Securities (5.2%)** | **U.S. Government Securities (5.2%)** | **U.S. Government Securities (5.2%)** | **U.S. Government Securities (5.2%)** | **U.S. Government Securities (5.2%)** |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 | &nbsp;&nbsp; 4953 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 547 | &nbsp;&nbsp; 549 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1609 | &nbsp;&nbsp; 1616 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 624 | &nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2504 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 175 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1238 | &nbsp;&nbsp; 1245 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 1057 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp; 5246 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3413 | &nbsp;&nbsp; 3425 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 479 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1574 | &nbsp;&nbsp; 1463 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2619 | &nbsp;&nbsp; 2653 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 981 | &nbsp;&nbsp; 994 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1009 | &nbsp;&nbsp; 1014 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 924 | &nbsp;&nbsp; 937 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 206 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 593 | &nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 443 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 942 | &nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 289 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 | &nbsp;&nbsp; 1388 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 313 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 6 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 253 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp; 282 |
| **Total U.S. Government and Agency Obligations (Cost $39,634)** | **Total U.S. Government and Agency Obligations (Cost $39,634)** | **Total U.S. Government and Agency Obligations (Cost $39,634)** | **Total U.S. Government and Agency Obligations (Cost $39,634)** | **Total U.S. Government and Agency Obligations (Cost $39,634)** | &nbsp;&nbsp;**39868** |
| **Corporate Bonds (86.5%)** | **Corporate Bonds (86.5%)** | **Corporate Bonds (86.5%)** | **Corporate Bonds (86.5%)** | **Corporate Bonds (86.5%)** | **Corporate Bonds (86.5%)** |
| **Communications (12.4%)** | **Communications (12.4%)** | **Communications (12.4%)** | **Communications (12.4%)** | **Communications (12.4%)** | **Communications (12.4%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp; 1612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 464 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Banijay Entertainment SAS | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Banijay Entertainment SAS | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 934 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Belo Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;Belo Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cable One Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp; 673 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp; 1201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 372 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1020 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1386 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2820 | &nbsp;&nbsp; 2688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 | &nbsp;&nbsp; 2949 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1408 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3101 | &nbsp;&nbsp; 2886 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 779 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 979 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1189 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 836 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 558 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 224 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 365 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1171 | &nbsp;&nbsp; 831 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 612 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 975 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 | &nbsp;&nbsp; 2726 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1099 | &nbsp;&nbsp; 1073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fibercop SpA | &nbsp;&nbsp;&nbsp;&nbsp; 7.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/38 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp; 459 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2625 | &nbsp;&nbsp; 2623 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 951 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Go Daddy Operating Co. LLC / GD Finance Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 | &nbsp;&nbsp; 1679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1247 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 296 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1860 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 722 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Intelsat Jackson Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1366 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1667 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1041 | &nbsp;&nbsp; 961 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 347 | &nbsp;&nbsp; 297 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 934 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp; 463 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 679 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp; 2091 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Lorca Telecom Bondco SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 1070 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1077 | &nbsp;&nbsp; 1050 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 398 | &nbsp;&nbsp; 388 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp; 318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Midcontinent Communications | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;News Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 675 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nexstar Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 748 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Odido Group Holding BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 411 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Odido Holding BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1241 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 814 | &nbsp;&nbsp; 809 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 947 | &nbsp;&nbsp; 905 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 241 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/57 | &nbsp;&nbsp;&nbsp;&nbsp; 789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/62 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ROBLOX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2627 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sunrise FinCo I BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1368 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sunrise HoldCo IV BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2542 |
|  | &nbsp;&nbsp;&nbsp;TEGNA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/38 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;United Group BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2230 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1372 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Vendor Financing Notes IV DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;VZ Secured Financing BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1514 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ziggo BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1760 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **95464** |
| **Consumer Discretionary (15.2%)** | **Consumer Discretionary (15.2%)** | **Consumer Discretionary (15.2%)** | **Consumer Discretionary (15.2%)** | **Consumer Discretionary (15.2%)** | **Consumer Discretionary (15.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1646 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1173 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3394 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Adient Global Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Adient Global Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Amer Sports Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 879 |
|  | &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1246 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC / Avis Budget Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.694% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC | &nbsp;&nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1771 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
| <sup>4,6,7</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS, 3M EURIBOR + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.986% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
| <sup>4,6,7</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS, 3M EURIBOR + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.986% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3236 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1088 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1009 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp; 501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1575 | &nbsp;&nbsp; 1503 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 | &nbsp;&nbsp; 3253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 | &nbsp;&nbsp; 1749 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp; 1029 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 337 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 712 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 779 |
|  | &nbsp;&nbsp;&nbsp;Century Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 289 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Century Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1028 | &nbsp;&nbsp; 952 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 128 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 184 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp; 1009 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 82 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cinemark USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cinemark USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 452 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1234 | &nbsp;&nbsp; 1242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 826 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 816 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 376 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Flutter Treasury DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.389% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Forvia SE | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garrett Motion Holdings Inc. / Garrett LX I Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 854 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1354 | &nbsp;&nbsp; 1323 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1521 | &nbsp;&nbsp; 1456 |
|  | &nbsp;&nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hanesbrands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp; 255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 97 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 873 | &nbsp;&nbsp; 871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LBM Acquisition LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1344 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Light & Wonder International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 631 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1641 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 52 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 570 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Melco Resorts Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MGM China Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 285 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Miter Brands Acquisition Holdco Inc. / MIWD Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 185 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MIWD Holdco II LLC / MIWD Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 817 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 1507 |

---

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High Yield Bond Portfolio

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1453 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 861 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.345% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ontario Gaming GTA LP / OTG Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PetSmart Inc. / PetSmart Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Phinia Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;QXO Building Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saks Global Enterprises LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1584 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1677 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Six Flags Theme Parks Inc. / Canada's Wonderland Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1502 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Somnigroup International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC / SBP Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.177% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Speedway Motorsports LLC / Speedway Funding II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Studio City Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Studio City Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Under Armour Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Vail Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vail Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Victoria's Secret & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Victra Holdings LLC / Victra Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wand NewCo 3 Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;William Carter Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1461 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1108 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 796 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1683 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1652 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1184 |
|  | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1077 |
|  | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **117004** |
| **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>4</sup> | &nbsp;&nbsp;&nbsp;Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;B&G Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;B&G Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1027 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Darling Ingredients Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Darling Ingredients Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3339 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1088 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Picard Groupe SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1343 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Picard Groupe SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 822 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1408 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prestige Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Prestige Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 565 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1586 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/44 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **25903** |
| **Energy (10.6%)** | **Energy (10.6%)** | **Energy (10.6%)** | **Energy (10.6%)** | **Energy (10.6%)** | **Energy (10.6%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1415 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC / ARU Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC / ARU Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2693 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1062 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 727 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Diamond Foreign Asset Co. / Diamond Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enerflex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Excelerate Energy LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinetik Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 918 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1268 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Noble Finance II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Northriver Midstream Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1788 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1187 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989 |
|  | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Seadrill Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1070 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1805 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1259 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean Titan Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;USA Compression Partners LP / USA Compression Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;USA Compression Partners LP / USA Compression Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1482 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Valaris Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1227 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1765 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1953 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2052 |
|  | &nbsp;&nbsp;&nbsp;VENTURE GLOBAL PLAQUE | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1375 |
|  | &nbsp;&nbsp;&nbsp;VENTURE GLOBAL PLAQUE | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Viper Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vital Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vital Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2156 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Weatherford International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1494 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **81082** |
| **Financials (10.0%)** | **Financials (10.0%)** | **Financials (10.0%)** | **Financials (10.0%)** | **Financials (10.0%)** | **Financials (10.0%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2067 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1311 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp; 385 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 545 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1282 |
|  | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp; 2431 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp; 1514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Acceptance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1073 | &nbsp;&nbsp; 1138 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Acceptance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1957 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp; 761 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 479 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 388 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Focus Financial Partners LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2216 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 942 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 726 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 981 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 939 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 1032 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 605 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 513 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 672 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 923 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 307 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Howden UK Refinance plc / Howden UK Refinance 2 plc / Howden US Refinance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp; 1284 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Howden UK Refinance plc / Howden UK Refinance 2 plc / Howden US Refinance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 941 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 384 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2195 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 507 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 1087 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp;&nbsp; 4.198% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 253 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 266 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 1019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 429 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2942 | &nbsp;&nbsp; 2960 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1159 | &nbsp;&nbsp; 1171 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 612 | &nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 858 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1274 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 718 | &nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 632 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Panther Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2415 | &nbsp;&nbsp; 2510 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 782 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 845 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1223 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 738 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 404 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rfna LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp; 1453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1955 | &nbsp;&nbsp; 1992 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp; 1806 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryan Specialty LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Shift4 Payments LLC / Shift4 Payments Finance Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2616 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;USI Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UWM Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WEX Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **76821** |
| **Health Care (7.5%)** | **Health Care (7.5%)** | **Health Care (7.5%)** | **Health Care (7.5%)** | **Health Care (7.5%)** | **Health Care (7.5%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1261229 BC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3849 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Acadia Healthcare Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1077 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Acadia Healthcare Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Acadia Healthcare Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Avantor Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Avantor Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1532 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1881 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2716 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2160 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1019 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Endo Finance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2031 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 831 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 733 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hologic Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1406 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1354 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Jazz Securities DAC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;LifePoint Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP / Medline Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 855 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Radiology Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 994 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2306 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Surgery Center Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Teleflex Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1165 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1394 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1873 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871 |

---

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High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **57189** |
| **Industrials (7.6%)** | **Industrials (7.6%)** | **Industrials (7.6%)** | **Industrials (7.6%)** | **Industrials (7.6%)** | **Industrials (7.6%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1599 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1072 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC / Allied Universal Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1703 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 710 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. / AAdvantage Loyalty IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. / AAdvantage Loyalty IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1726 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Aramark Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1135 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Arcosa Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Axon Enterprise Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1015 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chart Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chart Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EMRLD Borrower LP / Emerald Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EMRLD Borrower LP / Emerald Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Enpro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. / First Transit Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Gates Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Genesee & Wyoming Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 562 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Goat Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1441 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1985 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. / JetBlue Loyalty LP | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2891 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1264 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Reworld Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1470 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roller Bearing Co. of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stonepeak Nile Parent LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TK Elevator US Newco Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TopBuild Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TopBuild Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2252 |
|  | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2767 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Triumph Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1668 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 983 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Waste Pro USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 721 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **58516** |
| **Materials (9.9%)** | **Materials (9.9%)** | **Materials (9.9%)** | **Materials (9.9%)** | **Materials (9.9%)** | **Materials (9.9%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alumina Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alumina Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1446 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1070 |
| <sup>4,8</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;ATI Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems Dutch Holding B BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1863 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Big River Steel LLC / BRS Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1344 |
|  | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 951 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1355 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1324 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1109 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1681 |
|  | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 608 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Crown Americas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Crown Americas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Element Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1002 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1953 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JH North America Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JH North America Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 717 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Magnera Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 837 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1170 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1980 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2755 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2001 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Silgan Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 962 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Building Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1349 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1271 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;12.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tronox Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Windsor Holdings III LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1098 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **75651** |
| **Real Estate (1.9%)** | **Real Estate (1.9%)** | **Real Estate (1.9%)** | **Real Estate (1.9%)** | **Real Estate (1.9%)** | **Real Estate (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1028 |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1117 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1726 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Information Management Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1534 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pebblebrook Hotel LP / PEB Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RHP Hotel Properties LP / RHP Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;RHP Hotel Properties LP / RHP Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **14921** |
| **Technology (6.2%)** | **Technology (6.2%)** | **Technology (6.2%)** | **Technology (6.2%)** | **Technology (6.2%)** | **Technology (6.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Amentum Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AthenaHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CACI International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. / CDK Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Central Parent LLC / CDK Global II LLC / CDK Financing Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2260 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1099 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2859 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Coherent Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1489 |
|  | &nbsp;&nbsp;&nbsp;Cotiviti Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ellucian Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1508 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1050 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fortress Intermediate 3 Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Gen Digital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Imola Merger Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5123 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;McAfee Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3323 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCR Atleos Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1346 |
|  | &nbsp;&nbsp;&nbsp;Nokia of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1341 |
|  | &nbsp;&nbsp;&nbsp;Nokia of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2562 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1598 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1531 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Open Text Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1493 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Open Text Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1774 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 651 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2932 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;X Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 748 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **47742** |
| **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** | **Utilities (1.8%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2689 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pattern Energy Operations LP / Pattern Energy Operations Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Suburban Propane Partners LP / Suburban Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TerraForm Power Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TerraForm Power Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1064 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1610 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **13495** |
| **Total Corporate Bonds (Cost $657,313)** | **Total Corporate Bonds (Cost $657,313)** | **Total Corporate Bonds (Cost $657,313)** | **Total Corporate Bonds (Cost $657,313)** | **Total Corporate Bonds (Cost $657,313)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**663788** |
| **Floating Rate Loan Interests (3.4%)** | **Floating Rate Loan Interests (3.4%)** | **Floating Rate Loan Interests (3.4%)** | **Floating Rate Loan Interests (3.4%)** | **Floating Rate Loan Interests (3.4%)** | **Floating Rate Loan Interests (3.4%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Amentum Government Services Holdings LLC Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.577% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.546% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.522% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-11, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.677% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-12, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.577% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.577% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-3, TSFR1M + 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9.691% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Athenahealth Group Inc. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.077% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Barnes Group Inc. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.077% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. Term Loan B, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.571% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1284 |
| <sup>7,9</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.049% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC Term Loan B, TSFR3M + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.296% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Brown Group Holding LLC Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.827% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.546% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.327% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.077% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1138 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Cotiviti Corp. Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.074% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/32 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC Term Loan, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.577% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;DirecTV Financing LLC Term Loan, TSFR3M + 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9.541% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Dun & Bradstreet Corp. Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.572% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 638 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance Co. I Sarl Term Loan, TSFR1M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.327% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.796% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan C, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.796% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Fortress Intermediate 3 Inc. Term Loan B, TSFR1M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.827% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/31 | &nbsp;&nbsp;&nbsp;&nbsp; 531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 531 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Corp. Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.792% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Glatfelter Corp. Term Loan B, TSFR3M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.583% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 |
| <sup>7,9</sup> | &nbsp;&nbsp;&nbsp;Gryphon Debt Merger Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Hanesbrands Inc. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.077% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/32 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Howden Group Holdings Ltd. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.327% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.769% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;IRB Hodling Corp. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.827% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1365 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. Term Loan B, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.069% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;LBM Acquisition LLC Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.162% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;McAfee LLC Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.316% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.577% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1395 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;NCR Atleos LLC Term Loan B, TSFR3M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;NorthRiver Midstream Finance LP Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.548% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS Term Loan B, Prime Rate + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
| <sup>7,9</sup> | &nbsp;&nbsp;&nbsp;Osttra Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Peraton Corp. Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.177% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.577% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| <sup>7,9</sup> | &nbsp;&nbsp;&nbsp;Sazerac Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Sedgwick Claims Management Services Inc. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.327% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. Term Loan B, TSFR3M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.296% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH Term Loan B, TSFR3M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.237% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Trans Union LLC Term Loan B-9, TSFR1M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.077% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 686 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.046% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.046% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Wand NewCo 3 Inc. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.827% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 727 |
| **Total Floating Rate Loan Interests (Cost $26,272)** | **Total Floating Rate Loan Interests (Cost $26,272)** | **Total Floating Rate Loan Interests (Cost $26,272)** | **Total Floating Rate Loan Interests (Cost $26,272)** | **Total Floating Rate Loan Interests (Cost $26,272)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**26127** |

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High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Temporary Cash Investments (3.6%)** | **Temporary Cash Investments (3.6%)** | **Temporary Cash Investments (3.6%)** | **Temporary Cash Investments (3.6%)** | **Temporary Cash Investments (3.6%)** | **Temporary Cash Investments (3.6%)** |
| **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%)** | **Money Market Fund (1.4%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.355% |  | &nbsp;&nbsp;&nbsp;&nbsp;104080 | &nbsp;&nbsp; 10407 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (2.2%)** | **Repurchase Agreement (2.2%)** | **Repurchase Agreement (2.2%)** | **Repurchase Agreement (2.2%)** | **Repurchase Agreement (2.2%)** | **Repurchase Agreement (2.2%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC<br> (Dated 6/30/25, Repurchase Value $16,702, collateralized by U.S. Government Agency Obligations 5.000%–6.500%, 8/15/40–6/1/55, with a value of $17,034) | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16700 | &nbsp;&nbsp; 16700 |
| **Total Temporary Cash Investments (Cost $27,107)** | **Total Temporary Cash Investments (Cost $27,107)** | **Total Temporary Cash Investments (Cost $27,107)** | **Total Temporary Cash Investments (Cost $27,107)** | **Total Temporary Cash Investments (Cost $27,107)** | &nbsp;&nbsp;**27107** |
| **Total Investments (98.7%) (Cost $750,326)** | **Total Investments (98.7%) (Cost $750,326)** | **Total Investments (98.7%) (Cost $750,326)** | **Total Investments (98.7%) (Cost $750,326)** | **Total Investments (98.7%) (Cost $750,326)** | **756890** |
| **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | &nbsp;&nbsp;**10348** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **767238** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | Securities with a value of $2,338 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $823 have been segregated as initial margin for open futures contracts. |
| 3 | Securities with a value of $452 have been segregated as collateral for open forward currency contracts. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the aggregate value was $555,320, representing 72.4% of net assets. |
| 5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of June 30, 2025. |
| 6 | Face amount denominated in euro. |
| 7 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 8 | Face amount denominated in British pounds. |
| 9 | Represents an unsettled loan as of June 30, 2025. The coupon rate is not known until the settlement date. |
| 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. |
|  | 3M—3-month. |
|  | DAC—Designated Activity Company. |
|  | EURIBOR—Euro Interbank Offered Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | September 2025 | 105 | 21842 | &nbsp;&nbsp;69 |
| 5-Year U.S. Treasury Note | September 2025 | 263 | 28667 | &nbsp;&nbsp;295 |
| 10-Year U.S. Treasury Note | September 2025 | 43 | 4821 | &nbsp;&nbsp;69 |
| Long U.S. Treasury Bond | September 2025 | 23 | 2656 | &nbsp;&nbsp;76 |
| Ultra 10-Year U.S. Treasury Note | September 2025 | 45 | 5142 | &nbsp;&nbsp;96 |
| Ultra Long U.S. Treasury Bond | September 2025 | 3 | 357 | &nbsp;&nbsp;16 |
|  |  |  |  | &nbsp;&nbsp;621 |
| Short Futures Contracts |  |  |  |  |
| 10-Year U.S. Treasury Note | September 2025 | (2) | (224) | &nbsp;&nbsp;(2) |
| Euro-Bobl | September 2025 | (36) | (4990) | &nbsp;&nbsp;21 |
| Euro-Schatz | September 2025 | (55) | (6948) | &nbsp;&nbsp;12 |
| Ultra Long U.S. Treasury Bond | September 2025 | (2) | (238) | &nbsp;&nbsp;(10) |
|  |  |  |  | &nbsp;&nbsp;21 |
|  |  |  |  | &nbsp;&nbsp;642 |

---

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

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High Yield Bond Portfolio

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Barclays Bank plc | 7/31/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Goldman Sachs International | 7/31/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;21783 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;18866 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(488) |
| JPMorgan Chase Bank, N.A. | 7/31/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(6) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(494) |

---

---

| |
|:---|
| CAD—Canadian dollar. |
| EUR—euro. |
| GBP—British pound. |
| USD—U.S. dollar. |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold |
| CDX-NA-HY-S44-V1 | 6/21/30 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;31165 | &nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;2387 | &nbsp;&nbsp;&nbsp;1413 |

---

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

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

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

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High Yield Bond Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $739,919) | 746483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $10,407) | &nbsp;&nbsp;&nbsp;10407 |
| Total Investments in Securities | 756890 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| Foreign Currency, at Value (Cost $3,254) | &nbsp;&nbsp;&nbsp;&nbsp;3265 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;3353 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;11354 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| **Total Assets** | **775630** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;7046 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**8392** |
| **Net Assets** | **767238** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 788702 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(21464) |
| **Net Assets** | **767238** |
| **Net Assets** |  |
| **Applicable to 105,542,403 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **767238** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;**$7.27** |

---

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

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High Yield Bond Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 23225 |
| Total Income | 23225 |
| **Expenses** |  |
| Investment Advisory Fees—Note B | &nbsp;&nbsp;&nbsp;&nbsp;167 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;881 |
| **Net Investment Income** | **22344** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(272) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(597) |
| Forward Currency Contracts | (1897) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;214 |
| **Realized Net Gain (Loss)** | **(2330)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | 16173 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;740 |
| Swap Contracts | &nbsp;&nbsp;1348 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(620) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| **Change in Unrealized Appreciation (Depreciation)** | **17675** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **37689** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $194, ($1), and ($1), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

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High Yield Bond Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;22344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44316 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(2330) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;17675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;37689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46183 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;(48210) | &nbsp;&nbsp;&nbsp;&nbsp;(41199) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;70589 | &nbsp;&nbsp;&nbsp;&nbsp;154075 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;48210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41199 |
| Redeemed | &nbsp;&nbsp;(82002) | &nbsp;&nbsp;&nbsp;(194187) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;36797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;26276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 |
| **Net Assets** |  |  |
| **Beginning of Period** | **740962** | &nbsp;&nbsp;&nbsp;&nbsp;**734891** |
| **End of Period** | **767238** | &nbsp;&nbsp;&nbsp;&nbsp;**740962** |

---

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

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High Yield Bond Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$7.40** | &nbsp;&nbsp;&nbsp;**$7.38** | &nbsp;&nbsp;&nbsp;**$6.96** | &nbsp;&nbsp;&nbsp;**$8.06** | &nbsp;&nbsp;&nbsp;**$8.12** | &nbsp;&nbsp;&nbsp;**$8.19** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.353 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;.143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.378 | &nbsp;&nbsp;&nbsp;&nbsp;(1.074) | &nbsp;&nbsp;&nbsp;&nbsp;(.053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.021 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.776 | &nbsp;&nbsp;&nbsp;&nbsp;(.729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.374 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.492) | &nbsp;&nbsp;&nbsp;&nbsp;(.422) | &nbsp;&nbsp;&nbsp;&nbsp;(.356) | &nbsp;&nbsp;&nbsp;&nbsp;(.371) | &nbsp;&nbsp;&nbsp;&nbsp;(.344) | &nbsp;&nbsp;&nbsp;&nbsp;(.444) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.492) | &nbsp;&nbsp;&nbsp;&nbsp;(.422) | &nbsp;&nbsp;&nbsp;&nbsp;(.356) | &nbsp;&nbsp;&nbsp;&nbsp;(.371) | &nbsp;&nbsp;&nbsp;&nbsp;(.344) | &nbsp;&nbsp;&nbsp;&nbsp;(.444) |
| **Net Asset Value, End of Period** | **$7.27** | &nbsp;&nbsp;&nbsp;**$7.40** | &nbsp;&nbsp;&nbsp;**$7.38** | &nbsp;&nbsp;&nbsp;**$6.96** | &nbsp;&nbsp;&nbsp;**$8.06** | &nbsp;&nbsp;&nbsp;**$8.12** |
| **Total Return** | **5.13%** | &nbsp;&nbsp;&nbsp;**6.30%** | &nbsp;&nbsp;&nbsp;**11.66%** | &nbsp;&nbsp;&nbsp;**-9.23%** | &nbsp;&nbsp;&nbsp;**3.68%** | &nbsp;&nbsp;&nbsp;**5.67%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $767 | &nbsp;&nbsp;&nbsp;$741 | &nbsp;&nbsp;&nbsp;$735 | &nbsp;&nbsp;&nbsp;$628 | &nbsp;&nbsp;&nbsp;$779 | &nbsp;&nbsp;&nbsp;$831 |
| Ratio of Total Expenses to Average Net Assets | 0.24% | &nbsp;&nbsp;&nbsp;0.24%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.24%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.25%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.26% | &nbsp;&nbsp;&nbsp;0.26% |
| Ratio of Net Investment Income to Average Net Assets | 6.07% | &nbsp;&nbsp;&nbsp;5.91% | &nbsp;&nbsp;&nbsp;5.71% | &nbsp;&nbsp;&nbsp;4.82% | &nbsp;&nbsp;&nbsp;4.22% | &nbsp;&nbsp;&nbsp;4.57% |
| Portfolio Turnover Rate | 25% | &nbsp;&nbsp;&nbsp;50% | &nbsp;&nbsp;&nbsp;43% | &nbsp;&nbsp;&nbsp;34% | &nbsp;&nbsp;&nbsp;30% | &nbsp;&nbsp;&nbsp;41% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.24%, 0.24%, and 0.25%, respectively. |

---

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

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High Yield Bond Portfolio

Notes to Financial Statements

The High Yield Bond Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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 portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

4. Repurchase Agreements: The portfolio enters into repurchase agreements with institutional counterparties. Securities pledged as collateral to the portfolio under repurchase agreements are held by a custodian bank until the agreements mature, and in the absence of a default, such collateral cannot be repledged, resold, or rehypothecated. Each agreement requires that the market value of the collateral be sufficient to cover payments of interest and principal. The portfolio further mitigates its counterparty risk by entering into repurchase agreements only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master repurchase agreements with its counterparties. The master repurchase agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any repurchase agreements with that counterparty, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio. Such action may be subject to legal proceedings, which may delay or limit the disposition of collateral.

5. Futures Contracts: The portfolio 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 portfolio 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 portfolio 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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented 8% and 2% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

6. Forward Currency Contracts: The portfolio enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The portfolio 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 portfolio cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio 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 portfolio under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the portfolio's net assets decline below a certain level, triggering a payment by the

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High Yield Bond Portfolio

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

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

During the six months ended June 30, 2025, the portfolio's average investment in forward currency contracts represented 3% of net assets, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

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

During the six months ended June 30, 2025, the portfolio's average amounts of investments in credit protection sold and credit protection purchased represented 4% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

8. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

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

10. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings

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High Yield Bond Portfolio

may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

**B.** Wellington Management Company LLP provides investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the
advisor.

Vanguard provides investment advisory services to a portion of the portfolio as described below; the portfolio paid Vanguard advisory fees of $22,000 for the six months ended June 30, 2025.

For the six months ended June 30, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual rate of 0.05% of the portfolio's average net assets.

**C.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of
trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $20,000, representing less than 0.01% of the portfolio's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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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High Yield Bond Portfolio

The following table summarizes the market value of the portfolio's investments and derivatives as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;39868 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;39868 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;663788 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;663788 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26127 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26127 |
| Temporary Cash Investments | 10407 | &nbsp;&nbsp;&nbsp;&nbsp;16700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;27107 |
| Total | 10407 | &nbsp;&nbsp;&nbsp;746483 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;756890 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;654 |
| Swap Contracts | 1413<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1413 |
| Total | &nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2067 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(494) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(494) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;(494) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(506) |

---

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

**E.** At June 30, 2025, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 654 |  |  | &nbsp;&nbsp;654 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> |  |  | 1413 | &nbsp;&nbsp;1413 |
| Total Assets | 654 |  | 1413 | &nbsp;&nbsp;2067 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (12) |  |  | &nbsp;&nbsp;(12) |
| Unrealized Depreciation—Forward Currency Contracts |  | (494) |  | &nbsp;&nbsp;(494) |
| Liabilities | (12) | (494) |  | &nbsp;&nbsp;(506) |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended June 30, 2025, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | 222 |  |  | &nbsp;&nbsp;222 |
| Swap Contracts |  |  | (597) | &nbsp;&nbsp;(597) |
| Forward Currency Contracts |  | (1897) |  | &nbsp;&nbsp;(1897) |
| Realized Net Gain (Loss) on Derivatives | 222 | (1897) | (597) | &nbsp;&nbsp;(2272) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | 740 |  |  | &nbsp;&nbsp;740 |
| Swap Contracts |  |  | 1348 | &nbsp;&nbsp;1348 |
| Forward Currency Contracts |  | (620) |  | &nbsp;&nbsp;(620) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 740 | (620) | 1348 | &nbsp;&nbsp;1468 |

---

------

High Yield Bond Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;749390 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;19407 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(10346) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9061 |

---

The portfolio's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the portfolio had available capital losses totaling $46,310,000 that may be carried forward indefinitely to offset future net capital gains. The portfolio will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2025; should the portfolio realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

**G.** During the six months ended June 30, 2025, the portfolio purchased $135,672,000 of investment securities and sold $137,052,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $44,735,000 and $44,517,000, respectively.

**H.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;9802 | &nbsp;&nbsp;&nbsp;&nbsp;21231 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;6877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5877 |
| Redeemed | (11323) | &nbsp;&nbsp;&nbsp;(26560) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;5356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 |

---

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

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

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 36% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

------

High Yield Bond Portfolio

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

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

Q692HY 082025

------

![](tm2519836d12vvifintrntnli001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### International Portfolio

------

#### Contents
Financial Statements 1 <br>

------

International Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (96.4%)** | **Common Stocks (96.4%)** | **Common Stocks (96.4%)** | **Common Stocks (96.4%)** |
| **Australia (1.4%)** | **Australia (1.4%)** | **Australia (1.4%)** | **Australia (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;626661 | &nbsp;&nbsp;&nbsp;&nbsp; 44941 |
| **Austria (0.7%)** | **Austria (0.7%)** | **Austria (0.7%)** | **Austria (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;278201 | &nbsp;&nbsp;&nbsp;&nbsp; 23682 |
| **Belgium (1.5%)** | **Belgium (1.5%)** | **Belgium (1.5%)** | **Belgium (1.5%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Argenx SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63285 | &nbsp;&nbsp;&nbsp;&nbsp; 35034 |
|  | &nbsp;&nbsp;&nbsp;UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68884 | &nbsp;&nbsp;&nbsp;&nbsp; 13553 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **48587** |
| **Brazil (2.0%)** | **Brazil (2.0%)** | **Brazil (2.0%)** | **Brazil (2.0%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NU Holdings Ltd. Class A | 4353055 | &nbsp;&nbsp;&nbsp;&nbsp; 59724 |
|  | &nbsp;&nbsp;&nbsp;Raia Drogasil SA | 1650319 | &nbsp;&nbsp;&nbsp;&nbsp; 4593 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **64317** |
| **Canada (2.0%)** | **Canada (2.0%)** | **Canada (2.0%)** | **Canada (2.0%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shopify Inc. Class A (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;309356 | &nbsp;&nbsp;&nbsp;&nbsp; 35684 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;289711 | &nbsp;&nbsp;&nbsp;&nbsp; 21309 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91025 | &nbsp;&nbsp;&nbsp;&nbsp; 9485 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **66478** |
| **China (8.9%)** | **China (8.9%)** | **China (8.9%)** | **China (8.9%)** |
|  | &nbsp;&nbsp;&nbsp;BYD Co. Ltd. Class H | 5373000 | &nbsp;&nbsp;&nbsp;&nbsp; 83658 |
|  | &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;910500 | &nbsp;&nbsp;&nbsp;&nbsp; 58668 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Meituan Class B | 3037892 | &nbsp;&nbsp;&nbsp;&nbsp; 48867 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PDD Holdings Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;385292 | &nbsp;&nbsp;&nbsp;&nbsp; 40325 |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR | &nbsp;&nbsp;&nbsp;&nbsp;724816 | &nbsp;&nbsp;&nbsp;&nbsp; 14127 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Wuxi Biologics Cayman Inc. | 4103500 | &nbsp;&nbsp;&nbsp;&nbsp; 13484 |
|  | &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;258000 | &nbsp;&nbsp;&nbsp;&nbsp; 9095 |
|  | &nbsp;&nbsp;&nbsp;Full Truck Alliance Co. Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;740642 | &nbsp;&nbsp;&nbsp;&nbsp; 8747 |
|  | &nbsp;&nbsp;&nbsp;Shenzhen Inovance Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;919021 | &nbsp;&nbsp;&nbsp;&nbsp; 8286 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ganfeng Lithium Group Co. Ltd. Class H | 1655400 | &nbsp;&nbsp;&nbsp;&nbsp; 4824 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **290081** |
| **Denmark (4.0%)** | **Denmark (4.0%)** | **Denmark (4.0%)** | **Denmark (4.0%)** |
|  | &nbsp;&nbsp;&nbsp;DSV A/S | &nbsp;&nbsp;&nbsp;&nbsp;210698 | &nbsp;&nbsp;&nbsp;&nbsp; 50537 |
|  | &nbsp;&nbsp;&nbsp;Novo Nordisk A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;552517 | &nbsp;&nbsp;&nbsp;&nbsp; 38286 |
|  | &nbsp;&nbsp;&nbsp;Ambu A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;904014 | &nbsp;&nbsp;&nbsp;&nbsp; 14218 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Genmab A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67459 | &nbsp;&nbsp;&nbsp;&nbsp; 14009 |
|  | &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S | &nbsp;&nbsp;&nbsp;&nbsp;710832 | &nbsp;&nbsp;&nbsp;&nbsp; 10677 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Zealand Pharma A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75843 | &nbsp;&nbsp;&nbsp;&nbsp; 4254 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **131981** |
| **France (4.3%)** | **France (4.3%)** | **France (4.3%)** | **France (4.3%)** |
|  | &nbsp;&nbsp;&nbsp;Hermes International SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14751 | &nbsp;&nbsp;&nbsp;&nbsp; 39988 |
|  | &nbsp;&nbsp;&nbsp;L'Oreal SA (XPAR) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78298 | &nbsp;&nbsp;&nbsp;&nbsp; 33539 |
|  | &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97959 | &nbsp;&nbsp;&nbsp;&nbsp; 26301 |
|  | &nbsp;&nbsp;&nbsp;Legrand SA | &nbsp;&nbsp;&nbsp;&nbsp;127013 | &nbsp;&nbsp;&nbsp;&nbsp; 17023 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;115205 | &nbsp;&nbsp;&nbsp;&nbsp; 11154 |
|  | &nbsp;&nbsp;&nbsp;EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26899 | &nbsp;&nbsp;&nbsp;&nbsp; 7386 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SOITEC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60821 | &nbsp;&nbsp;&nbsp;&nbsp; 3354 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **138745** |
| **Germany (3.8%)** | **Germany (3.8%)** | **Germany (3.8%)** | **Germany (3.8%)** |
|  | &nbsp;&nbsp;&nbsp;SAP SE | &nbsp;&nbsp;&nbsp;&nbsp;130652 | &nbsp;&nbsp;&nbsp;&nbsp; 39951 |
|  | &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (XETR) | &nbsp;&nbsp;&nbsp;&nbsp;228550 | &nbsp;&nbsp;&nbsp;&nbsp; 20354 |
|  | &nbsp;&nbsp;&nbsp;Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;452187 | &nbsp;&nbsp;&nbsp;&nbsp; 19296 |
|  | &nbsp;&nbsp;&nbsp;Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64105 | &nbsp;&nbsp;&nbsp;&nbsp; 16466 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;573579 | &nbsp;&nbsp;&nbsp;&nbsp; 15568 |
|  | &nbsp;&nbsp;&nbsp;Beiersdorf AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99854 | &nbsp;&nbsp;&nbsp;&nbsp; 12551 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **124186** |
| **Hong Kong (1.1%)** | **Hong Kong (1.1%)** | **Hong Kong (1.1%)** | **Hong Kong (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;AIA Group Ltd. | 3791800 | &nbsp;&nbsp;&nbsp;&nbsp; 34348 |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **India (2.7%)** | **India (2.7%)** | **India (2.7%)** | **India (2.7%)** |
|  | &nbsp;&nbsp;&nbsp;HDFC Bank Ltd. | 1985529 | &nbsp;&nbsp;&nbsp;&nbsp; 46353 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MakeMyTrip Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;218779 | &nbsp;&nbsp;&nbsp;&nbsp; 21445 |
|  | &nbsp;&nbsp;&nbsp;Reliance Industries Ltd. | 1057919 | &nbsp;&nbsp;&nbsp;&nbsp; 18517 |
| <sup>\*,2,3</sup> | &nbsp;&nbsp;&nbsp;ANI Technologies Private Ltd. PP (Acquired 12/1/15, Cost $5,969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19170 | &nbsp;&nbsp;&nbsp;&nbsp; 878 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **87193** |
| **Indonesia (0.4%)** | **Indonesia (0.4%)** | **Indonesia (0.4%)** | **Indonesia (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT | 21866800 | &nbsp;&nbsp;&nbsp;&nbsp; 11689 |
| **Israel (0.7%)** | **Israel (0.7%)** | **Israel (0.7%)** | **Israel (0.7%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wix.com Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;100217 | &nbsp;&nbsp;&nbsp;&nbsp; 15880 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35019 | &nbsp;&nbsp;&nbsp;&nbsp; 7748 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **23628** |
| **Italy (3.0%)** | **Italy (3.0%)** | **Italy (3.0%)** | **Italy (3.0%)** |
|  | &nbsp;&nbsp;&nbsp;Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;113492 | &nbsp;&nbsp;&nbsp;&nbsp; 55601 |
|  | &nbsp;&nbsp;&nbsp;FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;&nbsp;779629 | &nbsp;&nbsp;&nbsp;&nbsp; 17295 |
|  | &nbsp;&nbsp;&nbsp;Prysmian SpA | &nbsp;&nbsp;&nbsp;&nbsp;187516 | &nbsp;&nbsp;&nbsp;&nbsp; 13276 |
|  | &nbsp;&nbsp;&nbsp;Brunello Cucinelli SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88557 | &nbsp;&nbsp;&nbsp;&nbsp; 10751 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **96923** |
| **Japan (9.0%)** | **Japan (9.0%)** | **Japan (9.0%)** | **Japan (9.0%)** |
|  | &nbsp;&nbsp;&nbsp;Advantest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;724600 | &nbsp;&nbsp;&nbsp;&nbsp; 53715 |
|  | &nbsp;&nbsp;&nbsp;Keyence Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93500 | &nbsp;&nbsp;&nbsp;&nbsp; 37384 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2136100 | &nbsp;&nbsp;&nbsp;&nbsp; 29123 |
|  | &nbsp;&nbsp;&nbsp;Disco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83200 | &nbsp;&nbsp;&nbsp;&nbsp; 24647 |
|  | &nbsp;&nbsp;&nbsp;Sony Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;880600 | &nbsp;&nbsp;&nbsp;&nbsp; 22896 |
|  | &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;721600 | &nbsp;&nbsp;&nbsp;&nbsp; 16132 |
|  | &nbsp;&nbsp;&nbsp;KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;845400 | &nbsp;&nbsp;&nbsp;&nbsp; 14516 |
|  | &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41000 | &nbsp;&nbsp;&nbsp;&nbsp; 14057 |
|  | &nbsp;&nbsp;&nbsp;ITOCHU Corp. | &nbsp;&nbsp;&nbsp;&nbsp;260600 | &nbsp;&nbsp;&nbsp;&nbsp; 13646 |
|  | &nbsp;&nbsp;&nbsp;SBI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp; 10210 |
|  | &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp;&nbsp;&nbsp; 9821 |
|  | &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp; 9745 |
|  | &nbsp;&nbsp;&nbsp;Bridgestone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;217800 | &nbsp;&nbsp;&nbsp;&nbsp; 8906 |
|  | &nbsp;&nbsp;&nbsp;Terumo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;413900 | &nbsp;&nbsp;&nbsp;&nbsp; 7596 |
|  | &nbsp;&nbsp;&nbsp;SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17700 | &nbsp;&nbsp;&nbsp;&nbsp; 6343 |
|  | &nbsp;&nbsp;&nbsp;Daikin Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp; 5494 |
|  | &nbsp;&nbsp;&nbsp;SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67900 | &nbsp;&nbsp;&nbsp;&nbsp; 4937 |
|  | &nbsp;&nbsp;&nbsp;Shimano Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp; 4349 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **293517** |
| **Netherlands (8.0%)** | **Netherlands (8.0%)** | **Netherlands (8.0%)** | **Netherlands (8.0%)** |
|  | &nbsp;&nbsp;&nbsp;ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;129653 | &nbsp;&nbsp;&nbsp;&nbsp; 103896 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Adyen NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55723 | &nbsp;&nbsp;&nbsp;&nbsp; 102337 |
|  | &nbsp;&nbsp;&nbsp;EXOR NV | &nbsp;&nbsp;&nbsp;&nbsp;354365 | &nbsp;&nbsp;&nbsp;&nbsp; 35772 |
|  | &nbsp;&nbsp;&nbsp;Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;211416 | &nbsp;&nbsp;&nbsp;&nbsp; 18445 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **260450** |
| **Norway (0.4%)** | **Norway (0.4%)** | **Norway (0.4%)** | **Norway (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;510367 | &nbsp;&nbsp;&nbsp;&nbsp; 14114 |
| **Singapore (3.2%)** | **Singapore (3.2%)** | **Singapore (3.2%)** | **Singapore (3.2%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sea Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;658249 | &nbsp;&nbsp;&nbsp;&nbsp; 105280 |
| **South Korea (2.4%)** | **South Korea (2.4%)** | **South Korea (2.4%)** | **South Korea (2.4%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coupang Inc. | 2446084 | &nbsp;&nbsp;&nbsp;&nbsp; 73285 |
|  | &nbsp;&nbsp;&nbsp;Samsung SDI Co. Ltd. (XKRX) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28581 | &nbsp;&nbsp;&nbsp;&nbsp; 3649 |
|  | &nbsp;&nbsp;&nbsp;Celltrion Inc. | &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; **76934** |
| **Spain (1.1%)** | **Spain (1.1%)** | **Spain (1.1%)** | **Spain (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 1500887 | &nbsp;&nbsp;&nbsp;&nbsp; 23111 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola SA (XMAD) | &nbsp;&nbsp;&nbsp;&nbsp;666114 | &nbsp;&nbsp;&nbsp;&nbsp; 12815 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **35926** |
| **Sweden (6.6%)** | **Sweden (6.6%)** | **Sweden (6.6%)** | **Sweden (6.6%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;189458 | &nbsp;&nbsp;&nbsp;&nbsp; 145379 |
|  | &nbsp;&nbsp;&nbsp;Atlas Copco AB Class A | 3339918 | &nbsp;&nbsp;&nbsp;&nbsp; 53993 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kinnevik AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;940952 | &nbsp;&nbsp;&nbsp;&nbsp; 8337 |
|  | &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB Class A | &nbsp;&nbsp;&nbsp;&nbsp;571484 | &nbsp;&nbsp;&nbsp;&nbsp; 7651 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **215360** |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Switzerland (4.8%)** | **Switzerland (4.8%)** | **Switzerland (4.8%)** | **Switzerland (4.8%)** |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88996 | &nbsp;&nbsp;&nbsp;&nbsp; 29050 |
|  | &nbsp;&nbsp;&nbsp;Galderma Group AG | &nbsp;&nbsp;&nbsp;&nbsp;191264 | &nbsp;&nbsp;&nbsp;&nbsp; 27801 |
|  | &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA Class A (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;109844 | &nbsp;&nbsp;&nbsp;&nbsp; 20786 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;VAT Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39224 | &nbsp;&nbsp;&nbsp;&nbsp; 16621 |
|  | &nbsp;&nbsp;&nbsp;Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp; 15269 |
|  | &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;155095 | &nbsp;&nbsp;&nbsp;&nbsp; 13754 |
|  | &nbsp;&nbsp;&nbsp;Lonza Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18595 | &nbsp;&nbsp;&nbsp;&nbsp; 13299 |
|  | &nbsp;&nbsp;&nbsp;Belimo Holding AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11296 | &nbsp;&nbsp;&nbsp;&nbsp; 11514 |
|  | &nbsp;&nbsp;&nbsp;Temenos AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;122094 | &nbsp;&nbsp;&nbsp;&nbsp; 8771 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **156865** |
| **Taiwan (6.4%)** | **Taiwan (6.4%)** | **Taiwan (6.4%)** | **Taiwan (6.4%)** |
|  | &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. (XTAI) | 5722000 | &nbsp;&nbsp;&nbsp;&nbsp; 209250 |
| **United Kingdom (8.1%)** | **United Kingdom (8.1%)** | **United Kingdom (8.1%)** | **United Kingdom (8.1%)** |
|  | &nbsp;&nbsp;&nbsp;RELX plc | &nbsp;&nbsp;&nbsp;&nbsp;826866 | &nbsp;&nbsp;&nbsp;&nbsp; 44814 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wise plc Class A | 2720123 | &nbsp;&nbsp;&nbsp;&nbsp; 38858 |
|  | &nbsp;&nbsp;&nbsp;Shell plc | &nbsp;&nbsp;&nbsp;&nbsp;902995 | &nbsp;&nbsp;&nbsp;&nbsp; 31713 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 3614830 | &nbsp;&nbsp;&nbsp;&nbsp; 18579 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group plc | &nbsp;&nbsp;&nbsp;&nbsp;265500 | &nbsp;&nbsp;&nbsp;&nbsp; 18088 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;282807 | &nbsp;&nbsp;&nbsp;&nbsp; 17258 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;110821 | &nbsp;&nbsp;&nbsp;&nbsp; 15423 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 11290192 | &nbsp;&nbsp;&nbsp;&nbsp; 11872 |
| <sup>\*,2,3</sup> | &nbsp;&nbsp;&nbsp;The Brandtech Group LLC PP (Acquired 9/23/15, Cost $5,200) | 3903901 | &nbsp;&nbsp;&nbsp;&nbsp; 11751 |
|  | &nbsp;&nbsp;&nbsp;GSK plc | &nbsp;&nbsp;&nbsp;&nbsp;550705 | &nbsp;&nbsp;&nbsp;&nbsp; 10500 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto plc | &nbsp;&nbsp;&nbsp;&nbsp;176001 | &nbsp;&nbsp;&nbsp;&nbsp; 10244 |
| <sup>\*,4</sup> | &nbsp;&nbsp;&nbsp;ARM Holdings plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56587 | &nbsp;&nbsp;&nbsp;&nbsp; 9152 |
|  | &nbsp;&nbsp;&nbsp;Whitbread plc | &nbsp;&nbsp;&nbsp;&nbsp;189357 | &nbsp;&nbsp;&nbsp;&nbsp; 7348 |
|  | &nbsp;&nbsp;&nbsp;Bunzl plc | &nbsp;&nbsp;&nbsp;&nbsp;220196 | &nbsp;&nbsp;&nbsp;&nbsp; 7017 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ocado Group plc | 2151007 | &nbsp;&nbsp;&nbsp;&nbsp; 6709 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;310877 | &nbsp;&nbsp;&nbsp;&nbsp; 4563 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **263889** |
| **United States (9.9%)** | **United States (9.9%)** | **United States (9.9%)** | **United States (9.9%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MercadoLibre Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60036 | &nbsp;&nbsp;&nbsp;&nbsp; 156912 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;385526 | &nbsp;&nbsp;&nbsp;&nbsp; 60909 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67014 | &nbsp;&nbsp;&nbsp;&nbsp; 33333 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Atlassian Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79033 | &nbsp;&nbsp;&nbsp;&nbsp; 16051 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp; 16007 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liberty Media Corp.-Liberty Formula One Class C | &nbsp;&nbsp;&nbsp;&nbsp;125824 | &nbsp;&nbsp;&nbsp;&nbsp; 13149 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;373768 | &nbsp;&nbsp;&nbsp;&nbsp; 10312 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Block Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;109659 | &nbsp;&nbsp;&nbsp;&nbsp; 7449 |
| <sup>\*,4</sup> | &nbsp;&nbsp;&nbsp;Mobileye Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;324695 | &nbsp;&nbsp;&nbsp;&nbsp; 5838 |
|  | &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20090 | &nbsp;&nbsp;&nbsp;&nbsp; 4375 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **324335** |
| **Total Common Stocks (Cost $2,426,598)** | **Total Common Stocks (Cost $2,426,598)** | **Total Common Stocks (Cost $2,426,598)** | &nbsp;&nbsp;&nbsp;&nbsp;**3142699** |
| **Preferred Stock (0.7%)** | **Preferred Stock (0.7%)** | **Preferred Stock (0.7%)** | **Preferred Stock (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Sartorius AG Preference Shares **(Cost $49,689**) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88856 | &nbsp;&nbsp;&nbsp;&nbsp; **22632** |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Temporary Cash Investments (2.6%)** | **Temporary Cash Investments (2.6%)** | **Temporary Cash Investments (2.6%)** | **Temporary Cash Investments (2.6%)** |
| **Money Market Fund (2.6%)** | **Money Market Fund (2.6%)** | **Money Market Fund (2.6%)** | **Money Market Fund (2.6%)** |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.355% **(Cost $83,067)** | 830722 | &nbsp;&nbsp;&nbsp;&nbsp; **83064** |
| **Total Investments (99.7%) (Cost $2,559,354)** | **Total Investments (99.7%) (Cost $2,559,354)** | **Total Investments (99.7%) (Cost $2,559,354)** | &nbsp;&nbsp;&nbsp;&nbsp;**3248395** |
| **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;**9902** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**3258297** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the aggregate value was $201,701, representing 6.2% of net assets. |
| 2 | Restricted securities totaling $12,629, representing 0.4% of net assets. |
| 3 | Security value determined using significant unobservable inputs. |
| 4 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $9,879. |
| 5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 6 | Collateral of $10,368 was received for securities on loan. |
|  | ADR—American Depositary Receipt. |
|  | PP—Private Placement. |
|  | Ptg. Ctf.—Participating Certificates. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | September 2025 | 18 | 5628 | &nbsp;&nbsp;199 |
| Mini MSCI EAFE Index | September 2025 | 352 | 47198 | &nbsp;&nbsp;257 |
| MSCI Emerging Markets Index | September 2025 | 343 | 21155 | &nbsp;&nbsp;225 |
|  |  |  |  | &nbsp;&nbsp;681 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(4) |
| JPMorgan Chase Bank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2128 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(62) |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(68) |

---

---

| |
|:---|
| CHF—Swiss franc. |
| EUR—euro. |
| SEK—Swedish krona. |
| USD—U.S. dollar. |

---

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

------

International Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $2,476,287) | 3165331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $83,067) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83064 |
| Total Investments in Securities | 3248395 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068 |
| Foreign Currency, at Value (Cost $836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15511 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9090 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3111 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| **Total Assets** | **3280320** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10368 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| Deferred Foreign Capital Gains Taxes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2483 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22023** |
| **Net Assets** | **3258297** |
| 1 Includes $9,879 of securities on loan. |  |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2528092 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;730205 |
| **Net Assets** | **3258297** |
| **Net Assets** |  |
| **Applicable to 117,960,919 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3258297** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$27.62** |

---

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

------

International Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;23224 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1912 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Total Income | &nbsp;&nbsp;25180 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;2352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(293) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;4901 |
| **Net Investment Income** | &nbsp;&nbsp;**20279** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;23718 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3286 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(267) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;**26891** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2,3</sup> | 401657 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;3337 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(115) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 |
| **Change in Unrealized Appreciation (Depreciation)** | **405568** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **452738** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $3,070. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,858, ($7), and ($4), respectively. Purchases and sales are for temporary cash investment purposes. |
| 3 | The change in unrealized appreciation (depreciation) is net of the change in deferred foreign capital gains taxes of $1,428. |

---

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

------

International Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29435 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189792 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;405568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45255 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;452738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264482 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(205044) | &nbsp;&nbsp;&nbsp;&nbsp;(137100) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;169194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252901 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;205044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137100 |
| Redeemed | &nbsp;&nbsp;&nbsp;(285900) | &nbsp;&nbsp;&nbsp;&nbsp;(614195) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88338 | &nbsp;&nbsp;&nbsp;&nbsp;(224194) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;336032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96812) |
| **Net Assets** |  |  |
| **Beginning of Period** | **2922265** | &nbsp;&nbsp;&nbsp;**3019077** |
| **End of Period** | **3258297** | &nbsp;&nbsp;&nbsp;**2922265** |

---

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

------

International Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$25.60** | &nbsp;&nbsp;&nbsp;**$24.57** | &nbsp;&nbsp;&nbsp;**$22.52** | &nbsp;&nbsp;&nbsp;**$39.70** | &nbsp;&nbsp;&nbsp;**$43.57** | &nbsp;&nbsp;&nbsp;**$29.00** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.158 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;3.666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937 | &nbsp;&nbsp;&nbsp;&nbsp;(11.155) | &nbsp;&nbsp;&nbsp;&nbsp;(1.007) | &nbsp;&nbsp;&nbsp;&nbsp;15.535 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;3.840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.224 | &nbsp;&nbsp;&nbsp;&nbsp;(10.886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.662) | &nbsp;&nbsp;&nbsp;&nbsp;15.693 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.235) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.314) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.372) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.398) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.123) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.397) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;(1.585) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.832) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.802) | &nbsp;&nbsp;&nbsp;&nbsp;(5.896) | &nbsp;&nbsp;&nbsp;&nbsp;(3.085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.726) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.820) | &nbsp;&nbsp;&nbsp;&nbsp;(1.146) | &nbsp;&nbsp;&nbsp;&nbsp;(1.174) | &nbsp;&nbsp;&nbsp;&nbsp;(6.294) | &nbsp;&nbsp;&nbsp;&nbsp;(3.208) | &nbsp;&nbsp;&nbsp;&nbsp;(1.123) |
| **Net Asset Value, End of Period** | **$27.62** | &nbsp;&nbsp;&nbsp;**$25.60** | &nbsp;&nbsp;&nbsp;**$24.57** | &nbsp;&nbsp;&nbsp;**$22.52** | &nbsp;&nbsp;&nbsp;**$39.70** | &nbsp;&nbsp;&nbsp;**$43.57** |
| **Total Return** | **15.90%** | &nbsp;&nbsp;&nbsp;**9.01%** | &nbsp;&nbsp;&nbsp;**14.65%** | &nbsp;&nbsp;&nbsp;**-30.12%** | &nbsp;&nbsp;&nbsp;**-1.54%** | &nbsp;&nbsp;&nbsp;**57.58%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $3258 | &nbsp;&nbsp;&nbsp;$2922 | &nbsp;&nbsp;&nbsp;$3019 | &nbsp;&nbsp;&nbsp;$2837 | &nbsp;&nbsp;&nbsp;$4247 | &nbsp;&nbsp;&nbsp;$5897 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | 0.33% | &nbsp;&nbsp;&nbsp;0.31%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.33% | &nbsp;&nbsp;&nbsp;0.41% | &nbsp;&nbsp;&nbsp;0.38% | &nbsp;&nbsp;&nbsp;0.38% |
| Ratio of Net Investment Income to Average Net Assets | 1.34% | &nbsp;&nbsp;&nbsp;0.97% | &nbsp;&nbsp;&nbsp;1.21% | &nbsp;&nbsp;&nbsp;1.06% | &nbsp;&nbsp;&nbsp;0.81% | &nbsp;&nbsp;&nbsp;0.49% |
| Portfolio Turnover Rate | 11% | &nbsp;&nbsp;&nbsp;22% | &nbsp;&nbsp;&nbsp;15% | &nbsp;&nbsp;&nbsp;17% | &nbsp;&nbsp;&nbsp;21%<sup>4</sup> | &nbsp;&nbsp;&nbsp;22% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.02%), (0.03%), (0.02%), 0.06%, 0.04%, and 0.04%. |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.31%. |
| 4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio's capital shares. |

---

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

------

International Portfolio

Notes to Financial Statements

The International Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

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 portfolio'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 portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio 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 portfolio 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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented 3% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

During the six months ended June 30, 2025, the portfolio's average investment in forward currency contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

------

International Portfolio

5. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

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

7. Securities Lending: To earn additional income, the portfolio lends its securities to qualified institutional borrowers. Security loans are subject to termination by the portfolio at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The portfolio further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the portfolio may experience delays and costs in recovering the securities loaned. The portfolio invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the portfolio is entitled to all distributions made on or in respect of the loaned securities.

8. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

9. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. 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.

Taxes on foreign dividends and capital gains have been provided for in accordance with the applicable countries' tax rules and rates. Deferred foreign capital gains tax, if any, is accrued daily based upon net unrealized gains. The portfolio has filed tax reclaims for previously withheld taxes on dividends earned in certain European Union countries. These filings are subject to various administrative and judicial proceedings within these countries. Amounts related to these reclaims are recorded when there are no significant uncertainties as to the ultimate resolution of proceedings, the likelihood of receipt of these reclaims, and the potential timing of payment. Such tax reclaims and related professional fees, if any, are included in dividend income and other expenses, respectively.

**B.** The investment advisory firms Baillie Gifford Overseas Ltd. and Schroder Investment Management North America Inc. each provide investment advisory services to a portion of the portfolio for a fee calculated at an
annual percentage rate of average net assets managed by the advisor. The basic fee of Baillie Gifford Overseas Ltd. and Schroder Investment Management North America Inc. is subject to quarterly adjustments based on
performance relative to the MSCI All Country World Index ex USA for the preceding three years.

Vanguard manages the cash reserves of the portfolio as described below.

For the six months ended June 30, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.16% of the portfolio's average net assets, before a net decrease of $293,000 (0.02%) based on performance.

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

------

International Portfolio

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $82,000, representing less than 0.01% of the portfolio's net assets and 0.03% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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 portfolio's investments and derivatives as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks—North and South America | 455130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;455130 |
| Common Stocks—Other | 441368 | &nbsp;&nbsp;&nbsp;2233572 | &nbsp;&nbsp;&nbsp;12629 | &nbsp;&nbsp;&nbsp;2687569 |
| Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22632 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;83064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83064 |
| Total | 979562 | &nbsp;&nbsp;&nbsp;2256204 | &nbsp;&nbsp;&nbsp;12629 | &nbsp;&nbsp;&nbsp;3248395 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 681 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;681 |
| Liabilities |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(68) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(68) |

---

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

**E.** At June 30, 2025, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | |
|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Equity<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> | 681 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;681 |
| Total Assets | 681 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;681 |
| Unrealized Depreciation—Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(68) | &nbsp;&nbsp;&nbsp;(68) |
| Total Liabilities |  | &nbsp;&nbsp;&nbsp;(68) | &nbsp;&nbsp;&nbsp;(68) |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended June 30, 2025, were:

---

| | | | |
|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Equity<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | 3286 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3286 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(267) | &nbsp;&nbsp;&nbsp;(267) |
| Realized Net Gain (Loss) on Derivatives | 3286 | &nbsp;&nbsp;&nbsp;(267) | &nbsp;&nbsp;&nbsp;3019 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |
| Futures Contracts | 3337 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3337 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;(115) | &nbsp;&nbsp;&nbsp;(115) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 3337 | &nbsp;&nbsp;&nbsp;(115) | &nbsp;&nbsp;&nbsp;3222 |

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International Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;2564024 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;1021431 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(336447) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684984 |

---

**G.** During the six months ended June 30, 2025, the portfolio purchased $334,038,000 of investment securities and sold $402,316,000 of investment securities, other than temporary cash investments.

**H.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;6411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9948 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;8359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5533 |
| Redeemed | (10981) | &nbsp;&nbsp;&nbsp;(24203) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;3789 | &nbsp;&nbsp;&nbsp;&nbsp;(8722) |

---

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

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 32% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

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

Q692I 082025

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![](tm2519836d12vvifmoneymari001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Money Market Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Money Market Portfolio

Financial Statements (unaudited)

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

The portfolio publishes its holdings on a monthly basis on Vanguard's website and files them with the Securities and Exchange Commission (SEC) on Form N-MFP. The portfolio's Form N-MFP filings may be viewed via a link on the "Portfolio Holdings" page at www.vanguard.com or on the SEC's website at www.sec.gov.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government Agency Debt (36.2%)** | **U.S. Government Agency Debt (36.2%)** | **U.S. Government Agency Debt (36.2%)** | **U.S. Government Agency Debt (36.2%)** | **U.S. Government Agency Debt (36.2%)** | **U.S. Government Agency Debt (36.2%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 91 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.045% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.435% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 | &nbsp;&nbsp; 2150 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 27010 | &nbsp;&nbsp; 26992 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11060 | &nbsp;&nbsp; 11054 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15700 | &nbsp;&nbsp; 15693 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13400 | &nbsp;&nbsp; 13391 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13800 | &nbsp;&nbsp; 13795 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5500 | &nbsp;&nbsp; 5498 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13800 | &nbsp;&nbsp; 13794 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8245 | &nbsp;&nbsp; 8242 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13695 | &nbsp;&nbsp; 13687 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.252%–4.327% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2896 | &nbsp;&nbsp; 2896 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.244% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1749 | &nbsp;&nbsp; 1749 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.137%–4.329% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5622 | &nbsp;&nbsp; 5618 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.324% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1099 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.257%–4.327% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp; 1559 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.351%–4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 917 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.372%–4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5492 | &nbsp;&nbsp; 5481 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.325%–4.372% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1381 | &nbsp;&nbsp; 1378 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.327% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1695 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 3.994%–4.389% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 25579 | &nbsp;&nbsp; 25491 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.123% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5637 | &nbsp;&nbsp; 5617 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.248%–4.331% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp; 3139 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.142% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.252%–4.335% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 | &nbsp;&nbsp; 2539 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.252%–4.327% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2665 | &nbsp;&nbsp; 2653 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.252% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1334 | &nbsp;&nbsp; 1327 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.175%–4.326% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2927 | &nbsp;&nbsp; 2911 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.251%–4.252% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 928 | &nbsp;&nbsp; 923 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.252%–4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1365 | &nbsp;&nbsp; 1357 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.293%–4.343% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 836 | &nbsp;&nbsp; 830 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.288%–4.293% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2481 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.293%–4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 687 | &nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.293%–4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1976 | &nbsp;&nbsp; 1959 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.293%–4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1278 | &nbsp;&nbsp; 1266 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.245%–4.247% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6300 | &nbsp;&nbsp; 6241 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.198%–4.288% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4649 | &nbsp;&nbsp; 4604 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.277%–4.283% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4100 | &nbsp;&nbsp; 4059 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.273%–4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2668 | &nbsp;&nbsp; 2641 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 859 | &nbsp;&nbsp; 849 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.146% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6744 | &nbsp;&nbsp; 6671 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.243% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6796 | &nbsp;&nbsp; 6711 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.296% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1411 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.222% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.283%–4.366% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3373 | &nbsp;&nbsp; 3324 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.284% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2266 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.234% | &nbsp;&nbsp;&nbsp;&nbsp;11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2265 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp;11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5885 | &nbsp;&nbsp; 5793 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.259%–4.286% | &nbsp;&nbsp;&nbsp;&nbsp;11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 648 | &nbsp;&nbsp; 638 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6850 | &nbsp;&nbsp; 6850 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4500 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4065 | &nbsp;&nbsp; 4065 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp; 3400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 2275 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 1145 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |

---

------

Money Market Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 900 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 900 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5100 | &nbsp;&nbsp; 5100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4430 | &nbsp;&nbsp; 4430 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp; 4400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4200 | &nbsp;&nbsp; 4200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4100 | &nbsp;&nbsp; 4100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3600 | &nbsp;&nbsp; 3600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3585 | &nbsp;&nbsp; 3585 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2385 | &nbsp;&nbsp; 2385 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 | &nbsp;&nbsp; 2015 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1670 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 900 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 575 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp; 3400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 820 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 585 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4900 | &nbsp;&nbsp; 4900 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |

---

------

Money Market Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8400 | &nbsp;&nbsp; 8400 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1900 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.070% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.160% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3200 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.180% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association, SOFR + 0.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 406 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.374% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 56 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 106 |
| **Total U.S. Government Agency Debt (Cost $468,738)** | **Total U.S. Government Agency Debt (Cost $468,738)** | **Total U.S. Government Agency Debt (Cost $468,738)** | **Total U.S. Government Agency Debt (Cost $468,738)** | **Total U.S. Government Agency Debt (Cost $468,738)** | &nbsp;&nbsp;&nbsp;**468738** |
| **U.S. Treasury Debt (25.6%)** | **U.S. Treasury Debt (25.6%)** | **U.S. Treasury Debt (25.6%)** | **U.S. Treasury Debt (25.6%)** | **U.S. Treasury Debt (25.6%)** | **U.S. Treasury Debt (25.6%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 3.954%–4.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 29575 | &nbsp;&nbsp; 29575 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.212%–4.213% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7943 | &nbsp;&nbsp; 7941 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12989 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.109% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2254 | &nbsp;&nbsp; 2250 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.267% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9200 | &nbsp;&nbsp; 9175 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4468 | &nbsp;&nbsp; 4450 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.105% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12934 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.167%–4.227% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17557 | &nbsp;&nbsp; 17427 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 23472 | &nbsp;&nbsp; 23281 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.176% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12883 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.131% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13774 | &nbsp;&nbsp; 13627 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.145% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 24737 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.116%–4.193% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6868 | &nbsp;&nbsp; 6789 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.123%–4.131% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 26482 | &nbsp;&nbsp; 26156 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.135% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12581 | &nbsp;&nbsp; 12430 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.146% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12829 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.124% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 12833 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.106% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12015 | &nbsp;&nbsp; 11848 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.181% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12266 | &nbsp;&nbsp; 12077 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.406% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11696 | &nbsp;&nbsp; 11696 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.431% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.170% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16561 | &nbsp;&nbsp; 16562 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.182% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.463% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11260 | &nbsp;&nbsp; 11257 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.245% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.526% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6026 | &nbsp;&nbsp; 6027 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16618 | &nbsp;&nbsp; 16614 |
| **Total U.S. Treasury Debt (Cost $330,387)** | **Total U.S. Treasury Debt (Cost $330,387)** | **Total U.S. Treasury Debt (Cost $330,387)** | **Total U.S. Treasury Debt (Cost $330,387)** | **Total U.S. Treasury Debt (Cost $330,387)** | &nbsp;&nbsp;&nbsp;**330387** |
| **U.S. Treasury Repurchase Agreements (40.3%)** | **U.S. Treasury Repurchase Agreements (40.3%)** | **U.S. Treasury Repurchase Agreements (40.3%)** | **U.S. Treasury Repurchase Agreements (40.3%)** | **U.S. Treasury Repurchase Agreements (40.3%)** | **U.S. Treasury Repurchase Agreements (40.3%)** |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA<br> (Dated 6/30/25, Repurchase Value $6,001, collateralized by U.S. Treasury Obligations 0.125%–0.250%, 4/15/27–2/15/51, with a value of $6,120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA<br> (Dated 6/30/25, Repurchase Value $6,001, collateralized by U.S. Treasury Obligations 0.000%–4.375%, 9/16/25–11/15/34, with a value of $6,120) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 3.500%, 2/15/39, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal<br> (Dated 6/2/25, Repurchase Value $4,014, collateralized by U.S. Treasury Obligations 3.500%, 2/15/39, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia<br> (Dated 6/30/25, Repurchase Value $7,001, collateralized by U.S. Treasury Obligations 0.125%–5.000%, 10/15/25–8/15/50, with a value of $7,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 6/30/25, Repurchase Value $3,000, collateralized by U.S. Treasury Obligations 0.000%–3.875%, 9/11/25–6/30/30, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 6/20/25, Repurchase Value $7,034, collateralized by U.S. Treasury Obligations 2.375%–5.000%, 3/15/27–5/15/51, with a value of $7,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 4/29/25, Repurchase Value $3,023, collateralized by U.S. Treasury Obligations 0.125%–4.750%, 1/15/26–11/15/54, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/12/25, Repurchase Value $3,023, collateralized by U.S. Treasury Obligations 1.750%, 1/15/34, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |

---

------

Money Market Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/13/25, Repurchase Value $3,022, collateralized by U.S. Treasury Obligations 0.000%–4.250%, 7/3/25–6/30/32, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/20/25, Repurchase Value $13,097, collateralized by U.S. Treasury Obligations 0.000%–3.625%, 7/29/25–5/15/53, with a value of $13,260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.325% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp; 13000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/19/25, Repurchase Value $7,053, collateralized by U.S. Treasury Obligations 0.125%–4.486%, 10/31/26–6/30/32, with a value of $7,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/21/25, Repurchase Value $5,037, collateralized by U.S. Treasury Obligations 0.000%–4.500%, 7/17/25–6/30/32, with a value of $5,100) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.325% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/27/25, Repurchase Value $5,037, collateralized by U.S. Treasury Obligations 1.750%–4.463%, 7/31/26–1/15/34, with a value of $5,100) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/28/25, Repurchase Value $3,022, collateralized by U.S. Treasury Obligations 1.625%–4.750%, 10/31/26–2/15/37, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/29/25, Repurchase Value $3,022, collateralized by U.S. Treasury Obligations 0.125%–4.750%, 10/15/25–11/15/54, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 5/30/25, Repurchase Value $3,022, collateralized by U.S. Treasury Obligations 0.750%–4.625%, 8/31/26–11/15/44, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.325% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 6/2/25, Repurchase Value $7,053, collateralized by U.S. Treasury Obligations 0.750%–1.500%, 2/15/42–2/15/53, with a value of $7,140) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 6/10/25, Repurchase Value $2,015, collateralized by U.S. Treasury Obligations 4.625%, 11/15/44, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 6/24/25, Repurchase Value $3,022, collateralized by U.S. Treasury Obligations 0.125%–4.463%, 5/31/26–2/15/43, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp.<br> (Dated 6/27/25, Repurchase Value $2,015, collateralized by U.S. Treasury Obligations 0.125%–4.500%, 10/15/25–11/15/54, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 5/9/25, Repurchase Value $4,029, collateralized by U.S. Treasury Obligations 0.250%–4.750%, 5/31/26–2/15/53, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 6/9/25, Repurchase Value $4,014, collateralized by U.S. Treasury Obligations 0.250%–4.486%, 7/31/25–2/15/47, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 6/10/25, Repurchase Value $1,003, collateralized by U.S. Treasury Obligations 0.625%–4.250%, 1/15/26–8/15/50, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 5/27/25, Repurchase Value $1,007, collateralized by U.S. Treasury Obligations 0.125%–4.500%, 7/31/25–5/15/44, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 6/20/25, Repurchase Value $11,054, collateralized by U.S. Treasury Obligations 0.750%–4.500%, 11/15/25–5/31/30, with a value of $11,220) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 6/5/25, Repurchase Value $3,020, collateralized by U.S. Treasury Obligations 0.125%–3.625%, 12/31/25–2/15/53, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Citigroup Global Markets Ltd.<br> (Dated 6/30/25, Repurchase Value $15,002, collateralized by U.S. Treasury Obligations 0.250%–6.125%, 7/15/29–9/30/29, with a value of $15,308) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15000 | &nbsp;&nbsp; 15000 |
| &nbsp;&nbsp;&nbsp;Citigroup Global Markets Ltd.<br> (Dated 6/25/25, Repurchase Value $21,018, collateralized by U.S. Treasury Obligations 2.375%–5.250%, 10/15/28–1/31/29, with a value of $21,428) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 21000 | &nbsp;&nbsp; 21000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 6/24/25, Repurchase Value $3,003, collateralized by U.S. Treasury Obligations 1.500%, 11/30/28, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 6/30/25, Repurchase Value $3,000, collateralized by U.S. Treasury Obligations 1.500%, 11/30/28, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 6/30/25, Repurchase Value $2,000, collateralized by U.S. Treasury Obligations 1.500%, 11/30/28, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 1.500%, 11/30/28, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG<br> (Dated 6/30/25, Repurchase Value $4,000, collateralized by U.S. Treasury Obligations 4.625%, 5/15/54, with a value of $4,081) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG<br> (Dated 6/25/25, Repurchase Value $8,007, collateralized by U.S. Treasury Obligations 4.625%, 5/15/54, with a value of $8,167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8000 |
| &nbsp;&nbsp;&nbsp;Federal Reserve Bank of New York<br> (Dated 6/30/25, Repurchase Value $167,020, collateralized by U.S. Treasury Obligations 0.625%–3.125%, 8/15/25–11/15/31, with a value of $167,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp;167000 | &nbsp;&nbsp; 167000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - Northern Trust<br> (Dated 6/30/25, Repurchase Value $14,002, collateralized by U.S. Treasury Obligations 3.500%, 4/30/28, with a value of $14,280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - State Street Bank and Trust Co.<br> (Dated 6/30/25, Repurchase Value $45,006, collateralized by U.S. Treasury Obligations 4.250%, 1/31/30, with a value of $46,125) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 45000 | &nbsp;&nbsp; 45000 |

---

------

Money Market Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - The Bank of New York Mellon<br> (Dated 6/30/25, Repurchase Value $31,004, collateralized by U.S. Treasury Obligations 4.375%, 5/15/34, with a value of $31,620) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 31000 | &nbsp;&nbsp; 31000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 6/30/25, Repurchase Value $2,000, collateralized by U.S. Treasury Obligations 1.125%–4.125%, 2/29/32–1/15/33, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 0.500%–4.000%, 4/30/27–5/15/51, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 6/25/25, Repurchase Value $8,007, collateralized by U.S. Treasury Obligations 2.375%–4.625%, 5/31/31–2/15/42, with a value of $8,160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8000 |
| &nbsp;&nbsp;&nbsp;HSBC Securities USA Inc.<br> (Dated 6/30/25, Repurchase Value $4,000, collateralized by U.S. Treasury Obligations 0.000%–6.125%, 7/8/25–5/15/54, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;ING Financial Markets LLC<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 0.000%, 8/5/25, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;JP Morgan Securities, LLC<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 1.250%–4.125%, 5/31/28–8/15/53, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;MUFG Securities Americas Inc.<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 0.000%–4.750%, 8/21/25–2/15/53, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Navy Federal Credit Union<br> (Dated 6/25/25, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 0.875%, 9/30/26, with a value of $1,022) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Nomura Securities International Inc.<br> (Dated 6/30/25, Repurchase Value $3,000, collateralized by U.S. Treasury Obligations 0.000%–4.750%, 12/4/25–2/15/41, with a value of $3,074) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;RBC Dominion Securities Inc.<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 0.750%–4.000%, 4/15/28–2/15/45, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;RBC Dominion Securities Inc.<br> (Dated 6/20/25, Repurchase Value $3,015, collateralized by U.S. Treasury Obligations 0.125%–4.500%, 5/31/27–11/15/33, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.305% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 4/23/25, Repurchase Value $3,025, collateralized by U.S. Treasury Obligations 2.250%–4.000%, 8/15/27–2/28/30, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 4/30/25, Repurchase Value $3,023, collateralized by U.S. Treasury Obligations 2.250%–4.000%, 8/15/27–2/28/30, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 5/1/25, Repurchase Value $3,022, collateralized by U.S. Treasury Obligations 3.875%–4.000%, 12/31/27–2/28/30, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 5/8/25, Repurchase Value $3,022, collateralized by U.S. Treasury Obligations 3.875%–4.000%, 12/31/27–2/28/30, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 5/5/25, Repurchase Value $14,119, collateralized by U.S. Treasury Obligations 3.875%, 12/31/27, with a value of $14,280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14000 |
| &nbsp;&nbsp;&nbsp;SMBC Nikko Securities America<br> (Dated 6/30/25, Repurchase Value $2,000, collateralized by U.S. Treasury Obligations 1.625%–5.250%, 10/31/25–5/15/54, with a value of $2,040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;SMBC Nikko Securities America<br> (Dated 6/25/25, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 0.250%–4.250%, 7/31/25–1/15/35, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;SMBC Nikko Securities America<br> (Dated 6/27/25, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 1.625%–4.125%, 1/15/27–5/15/31, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 4.750%, 5/15/55, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA<br> (Dated 6/25/25, Repurchase Value $4,003, collateralized by U.S. Treasury Obligations 4.750%, 5/15/55, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA<br> (Dated 6/27/25, Repurchase Value $4,003, collateralized by U.S. Treasury Obligations 4.750%, 5/15/55, with a value of $4,080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Standard Chartered Bank<br> (Dated 6/30/25, Repurchase Value $3,000, collateralized by U.S. Treasury Obligations 0.125%–4.625%, 8/15/27–2/15/34, with a value of $3,060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Standard Chartered Bank<br> (Dated 6/30/25, Repurchase Value $1,000, collateralized by U.S. Treasury Obligations 2.375%–4.250%, 3/15/27–5/15/51, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp.<br> (Dated 6/30/25, Repurchase Value $17,002, collateralized by U.S. Treasury Obligations 0.625%–5.000%, 10/31/25–2/15/50, with a value of $17,340) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp; 17000 |

---

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Money Market Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;TD Securities (USA) LLC<br> (Dated 6/25/25, Repurchase Value $1,001, collateralized by U.S. Treasury Obligations 2.750%, 5/31/29, with a value of $1,020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| **Total U.S. Treasury Repurchase Agreements (Cost $521,000)** | **Total U.S. Treasury Repurchase Agreements (Cost $521,000)** | **Total U.S. Treasury Repurchase Agreements (Cost $521,000)** | **Total U.S. Treasury Repurchase Agreements (Cost $521,000)** | &nbsp;&nbsp;&nbsp;**521000** |
| **Total Investments (102.1%) (Cost $1,320,125)** | **Total Investments (102.1%) (Cost $1,320,125)** | **Total Investments (102.1%) (Cost $1,320,125)** | **Total Investments (102.1%) (Cost $1,320,125)** | **1320125** |
| **Other Assets and Liabilities—Net (-2.1%)** | **Other Assets and Liabilities—Net (-2.1%)** | **Other Assets and Liabilities—Net (-2.1%)** | **Other Assets and Liabilities—Net (-2.1%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(26684)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **1293441** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | Represents annualized yield at date of purchase for discount securities, and coupon for coupon-bearing securities. |
| 2 | 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. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of June 30, 2025. |
| 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. |
|  | 3M—3-month. |
|  | SOFR—Secured Overnight Financing Rate. |

---

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

------

Money Market Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $799,125) | &nbsp;&nbsp;&nbsp;&nbsp;799125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Repurchase Agreements (Cost $521,000) | &nbsp;&nbsp;&nbsp;&nbsp;521000 |
| Total Investments in Securities | 1320125 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3435 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| **Total Assets** | **1323700** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26042 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**30259** |
| **Net Assets** | **1293441** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1293356 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| **Net Assets** | **1293441** |
| **Net Assets** |  |
| **Applicable to 1,292,956,715 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1293441** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$1.00** |

---

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

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Money Market Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest | 27587 |
| Total Income | 27587 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;951 |
| **Net Investment Income** | **26636** |
| **Realized Net Gain (Loss) on Investment Securities Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**20** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **26656** |

---

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

------

Money Market Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62499 |
| Realized Net Gain (Loss) | &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;40 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62539 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(26644) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62498) |
| **Capital Share Transactions (at $1.00 per share)** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;319026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315435 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62478 |
| Redeemed | &nbsp;&nbsp;&nbsp;(283789) | &nbsp;&nbsp;&nbsp;&nbsp;(363674) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14239 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14280 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1231548** | &nbsp;&nbsp;&nbsp;**1217268** |
| **End of Period** | **1293441** | &nbsp;&nbsp;&nbsp;**1231548** |

---

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

------

Money Market Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;.0208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.005 |
| Net Realized and Unrealized Gain (Loss) on Investments |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(.0004) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;.0208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.0001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.005 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;(.0208) | &nbsp;&nbsp;&nbsp;&nbsp;(.0507) | &nbsp;&nbsp;&nbsp;&nbsp;(.0494) | &nbsp;&nbsp;&nbsp;&nbsp;(.0150) | &nbsp;&nbsp;&nbsp;&nbsp;(.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(.005) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(.0000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(.0000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;(.0208) | &nbsp;&nbsp;&nbsp;&nbsp;(.0507) | &nbsp;&nbsp;&nbsp;&nbsp;(.0494) | &nbsp;&nbsp;&nbsp;&nbsp;(.0150) | &nbsp;&nbsp;&nbsp;&nbsp;(.0001) | &nbsp;&nbsp;&nbsp;&nbsp;(.005) |
| **Net Asset Value, End of Period** | **$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** | &nbsp;&nbsp;&nbsp;**$1.00** |
| **Total Return** | **2.10%** | &nbsp;&nbsp;&nbsp;**5.19%** | &nbsp;&nbsp;&nbsp;**5.05%** | &nbsp;&nbsp;&nbsp;**1.51%** | &nbsp;&nbsp;&nbsp;**0.02%** | &nbsp;&nbsp;&nbsp;**0.52%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $1293 | &nbsp;&nbsp;&nbsp;$1232 | &nbsp;&nbsp;&nbsp;$1217 | &nbsp;&nbsp;&nbsp;$1217 | &nbsp;&nbsp;&nbsp;$1106 | &nbsp;&nbsp;&nbsp;$1301 |
| Ratio of Expenses to Average Net Assets<sup>3</sup> | 0.15% | &nbsp;&nbsp;&nbsp;0.15%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.15%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.14%<sup>4</sup> | &nbsp;&nbsp;&nbsp;0.07% | &nbsp;&nbsp;&nbsp;0.15% |
| Ratio of Net Investment Income to Average Net Assets | 4.20% | &nbsp;&nbsp;&nbsp;5.07% | &nbsp;&nbsp;&nbsp;4.94% | &nbsp;&nbsp;&nbsp;1.54% | &nbsp;&nbsp;&nbsp;0.01% | &nbsp;&nbsp;&nbsp;0.49% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Distribution was less than $0.0001 per share. |
| 3 | Vanguard and the board of trustees have agreed to temporarily limit certain net operating expenses in excess of the portfolio's daily yield in order to maintain a zero or positive yield for the portfolio. Vanguard and the board of trustees may terminate the temporary expense limitation at any time. The portfolio is not obligated to repay this amount to Vanguard. The ratio of total expenses to average net assets before an expense reduction was 0.15% for 2022, 0.15% for 2021 and 0.15% for 2020. For the six months ended June 30, 2025 and for the years ended December 31, 2024 and 2023, there were no expense reductions. |
| 4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.15%, 0.15%, and 0.14%, respectively. |

---

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

------

Money Market Portfolio

Notes to Financial Statements

The Money Market Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Certain short-term debt instruments may be valued on the basis of amortized cost provided that the amortized cost of the debt reflects its fair value.

2. Repurchase Agreements: The portfolio enters into repurchase agreements with institutional counterparties. Securities pledged as collateral to the portfolio under repurchase agreements are held by a custodian bank until the agreements mature, and in the absence of a default, such collateral cannot be repledged, resold, or rehypothecated. Each agreement requires that the market value of the collateral be sufficient to cover payments of interest and principal. The portfolio further mitigates its counterparty risk by entering into repurchase agreements only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master repurchase agreements with its counterparties. The master repurchase agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any repurchase agreements with that counterparty, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio. Such action may be subject to legal proceedings, which may delay or limit the disposition of collateral.

3. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

4. 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.

5. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

6. Other: Interest income 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 portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of
trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $34,000, representing less than 0.01% of the portfolio's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** Various inputs may be used to determine the value of the portfolio'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.).

------

Money Market Portfolio

**Level 3—Significant unobservable inputs (including the portfolio'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.**

At June 30, 2025, 100% of the market value of the portfolio's investments was determined using amortized cost, in accordance with rules under the Investment Company Act of 1940. Amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active market, securities valued at amortized cost are considered to be valued using Level 2 inputs.

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1320125 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 85% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

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

Q692MM 082025

------

![](tm2519836d12vvifsrtminvgi001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Short-Term Investment-Grade Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Short-Term Investment-Grade Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (10.6%)** | **U.S. Government and Agency Obligations (10.6%)** | **U.S. Government and Agency Obligations (10.6%)** | **U.S. Government and Agency Obligations (10.6%)** | **U.S. Government and Agency Obligations (10.6%)** | **U.S. Government and Agency Obligations (10.6%)** |
| **U.S. Government Securities (10.6%)** | **U.S. Government Securities (10.6%)** | **U.S. Government Securities (10.6%)** | **U.S. Government Securities (10.6%)** | **U.S. Government Securities (10.6%)** | **U.S. Government Securities (10.6%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp; 14457 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;13758 | &nbsp;&nbsp; 13817 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;32278 | &nbsp;&nbsp; 32200 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8163 | &nbsp;&nbsp; 8186 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6800 | &nbsp;&nbsp; 6832 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;16222 | &nbsp;&nbsp; 16308 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6307 | &nbsp;&nbsp; 6177 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10421 | &nbsp;&nbsp; 10594 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;13378 | &nbsp;&nbsp; 13544 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;12919 | &nbsp;&nbsp; 12055 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7844 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8094 | &nbsp;&nbsp; 8122 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3118 | &nbsp;&nbsp; 3159 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;11971 | &nbsp;&nbsp; 12304 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;10450 | &nbsp;&nbsp; 10669 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8434 | &nbsp;&nbsp; 8442 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;10278 | &nbsp;&nbsp; 10371 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;12816 | &nbsp;&nbsp; 12991 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8371 | &nbsp;&nbsp; 8633 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8887 | &nbsp;&nbsp; 8725 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;13111 | &nbsp;&nbsp; 13234 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;10847 | &nbsp;&nbsp; 11117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;13065 | &nbsp;&nbsp; 13325 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5303 | &nbsp;&nbsp; 5355 |
| **Total U.S. Government and Agency Obligations (Cost $267,421)** | **Total U.S. Government and Agency Obligations (Cost $267,421)** | **Total U.S. Government and Agency Obligations (Cost $267,421)** | **Total U.S. Government and Agency Obligations (Cost $267,421)** | **Total U.S. Government and Agency Obligations (Cost $267,421)** | &nbsp;&nbsp;&nbsp;**268632** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.760% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class D Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.740% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 134 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class D Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 7.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 146 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class D Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp; 217 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 156 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 187 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;American Homes 4 Rent Trust Class A Series 2015-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.732% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 82 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;American Homes 4 Rent Trust Class B Series 2015-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.295% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 934 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class C Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 411 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class A Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 737 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class A Series 2025-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.655% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/42 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 716 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class B Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 475 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AutoNation Finance Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.190% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;AutoNation Finance Trust Class D Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 264 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-5A | &nbsp;&nbsp;&nbsp;&nbsp; 5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-7A | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-8A | &nbsp;&nbsp;&nbsp;&nbsp; 6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 732 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 493 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 419 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 570 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 246 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2022-5A | &nbsp;&nbsp;&nbsp;&nbsp; 6.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.180% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Class C Series 2015-UBS7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 36 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Banc of America Funding Trust Class 2A2 Series 2006-H | &nbsp;&nbsp;&nbsp;&nbsp; 5.019% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/46 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp; 44 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp; 2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 335 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp; 2.960% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 495 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp; 3.488% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 386 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK15 | &nbsp;&nbsp;&nbsp;&nbsp; 4.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK16 | &nbsp;&nbsp;&nbsp;&nbsp; 4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 235 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.435% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 264 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Class A4 Series 2017-BNK3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 108 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR7 | &nbsp;&nbsp;&nbsp;&nbsp; 5.769% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1486 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR9 | &nbsp;&nbsp;&nbsp;&nbsp; 5.614% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 1056 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 425 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.063% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 113 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class B Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class C Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.830% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class D Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 213 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A1 Series 2022-C16 | &nbsp;&nbsp;&nbsp;&nbsp; 4.021% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A3 Series 2024-5C29 | &nbsp;&nbsp;&nbsp;&nbsp; 5.208% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 724 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2018-C2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.314% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 550 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2024-5C25 | &nbsp;&nbsp;&nbsp;&nbsp; 6.358% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 470 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust Class 1A1 Series 2007-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 66 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust Class 2A1 Series 2006-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.337% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 58 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.926% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 522 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V8 | &nbsp;&nbsp;&nbsp;&nbsp; 6.189% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 622 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp; 5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 297 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp; 3.963% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 548 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.739% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 548 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp; 6.526% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 372 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C8 | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 747 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2019-OC11 | &nbsp;&nbsp;&nbsp;&nbsp; 3.202% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/41 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 103 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.654% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 324 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class C Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class C Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 111 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class D Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class D Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class D Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A4 Series 2021-P3 | &nbsp;&nbsp;&nbsp;&nbsp; 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 266 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A3 Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.013% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 580 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp; 2.724% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 92 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 106 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.514% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AM Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.709% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 87 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AS Series 2017-CD5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.684% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 155 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class C Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 26 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class C Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp; 5.001% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 83 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.047% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 174 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 286 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-5A | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 159 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class D Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class D Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Class 1A1 Series 2006-HYB1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.964% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp; 47 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Class 3A1 Series 2007-HYB2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.376% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/47 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 54 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2017-P8 | &nbsp;&nbsp;&nbsp;&nbsp; 3.203% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | &nbsp;&nbsp;&nbsp;&nbsp; 3.762% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 118 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.471% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 191 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.009% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 236 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2019-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 795 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class B Series 2017-P8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.192% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 130 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class C Series 2015-GC33 | &nbsp;&nbsp;&nbsp;&nbsp; 4.721% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class C Series 2017-P8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.394% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust Class 2A1A Series 2007-AR8 | &nbsp;&nbsp;&nbsp;&nbsp; 5.135% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/37 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 27 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CLI Funding IX LLC Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 877 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2013-CR6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.397% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2019-C17 | &nbsp;&nbsp;&nbsp;&nbsp; 2.763% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 56 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2016-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.502% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 121 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class C Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.419% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 119 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DB Master Finance LLC Class A23 Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.352% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 241 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 127 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2020-C9 | &nbsp;&nbsp;&nbsp;&nbsp; 1.926% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 457 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class D Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.640% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 113 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;DLLST LLC Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2 Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 787 | &nbsp;&nbsp; 750 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 482 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 710 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 568 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 761 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class D Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1111 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp; 1931 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Edsouth Indenture No. 9 LLC Class A Series 2015-1, SOFR30A + 0.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5.220% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/56 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;EDvestinU Private Education Loan Issue No. 1 LLC Class A Series 2019-A | &nbsp;&nbsp;&nbsp;&nbsp; 3.580% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 41 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 174 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class B Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class C Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.305% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 187 | &nbsp;&nbsp; 187 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5.455% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp; 561 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.256% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp; 412 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.306% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 394 | &nbsp;&nbsp; 394 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.305% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 292 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2023-R06, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6.005% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 58 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 737 | &nbsp;&nbsp; 736 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.405% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.305% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 569 | &nbsp;&nbsp; 568 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6.256% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp; 235 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;FCCU Auto Receivables Trust Class A4 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 233 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;First Horizon Mortgage Pass Through Trust Class 1A1 Series 2006-AR3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.218% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 16 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;First Horizon Mortgage Pass Through Trust Class 1A1 Series 2006-AR4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/37 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 32 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;First National Master Note Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Five Mortgage Trust Class A3 Series 2023-V1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.668% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class C Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.430% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 588 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 371 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1406 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2020-2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.490% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 208 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 454 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 540 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 641 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 799 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 707 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 6.370% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 509 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Class A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1552 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 489 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1084 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 763 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp; 4347 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 629 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 442 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 372 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2023-HQA3, SOFR30A + 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6.155% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 156 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.655% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1494 | &nbsp;&nbsp; 1501 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.555% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 852 | &nbsp;&nbsp; 856 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 99 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.555% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 486 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.555% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 898 | &nbsp;&nbsp; 902 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.255% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 170 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.405% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp; 549 |
| <sup>4,5,6,7</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.255% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 366 | &nbsp;&nbsp; 365 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 213 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 548 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 412 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Gm Financial Automobile Leasing Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 322 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 348 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 408 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 726 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class B Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 58 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 215 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/37 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 111 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/37 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 784 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GMACM Mortgage Loan Trust Class 3A1 Series 2005-AR6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.846% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 5 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 912 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 283 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 262 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 211 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A3 Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2018-GS9 | &nbsp;&nbsp;&nbsp;&nbsp; 3.992% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC38 | &nbsp;&nbsp;&nbsp;&nbsp; 3.968% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2018-GS10 | &nbsp;&nbsp;&nbsp;&nbsp; 4.155% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp; 2.911% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp; 157 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC47 | &nbsp;&nbsp;&nbsp;&nbsp; 2.377% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 406 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GC47 | &nbsp;&nbsp;&nbsp;&nbsp; 2.731% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 53 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2014-GC24 | &nbsp;&nbsp;&nbsp;&nbsp; 4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 327 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 76 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.120% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 426 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 263 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing LLC Class A Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp; 2.330% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 278 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 241 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 416 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class D Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 312 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class D Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Hudson Yards Mortgage Trust Class A Series 2025-SPRL | &nbsp;&nbsp;&nbsp;&nbsp; 5.649% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/40 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 330 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.153% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 245 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp; 423 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.446% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 933 | &nbsp;&nbsp; 936 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 223 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 512 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 6.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 561 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 296 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 245 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 480 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 271 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 313 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class D Series 2010-C2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.769% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp; 3.598% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 267 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A4 Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.224% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.723% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.409% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 155 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A4 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class C Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 233 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class D Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.370% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class D Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class D Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 486 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 317 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust MLMI Class 2A Series 2003-A4 | &nbsp;&nbsp;&nbsp;&nbsp; 6.683% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust MLMI Class 2A2 Series 2003-A2, TSFR6M + 1.928% | &nbsp;&nbsp;&nbsp;&nbsp; 6.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp; 3.536% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class C Series 2013-C10 | &nbsp;&nbsp;&nbsp;&nbsp; 4.112% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 62 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Class ASB Series 2017-HR2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.509% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 69 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A Series 2014-150E | &nbsp;&nbsp;&nbsp;&nbsp; 3.912% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2018-L1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.407% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 218 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 243 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2018-L1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.637% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 381 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust Class 5A1 Series 2006-8AR | &nbsp;&nbsp;&nbsp;&nbsp; 6.075% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 27 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;MSBAM Commercial Mortgage Securities Trust Class A2 Series 2012-CKSV | &nbsp;&nbsp;&nbsp;&nbsp; 3.277% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp; 183 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Navient Education Loan Trust Class A Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 563 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust Class A2A Series 2018-BA | &nbsp;&nbsp;&nbsp;&nbsp; 3.610% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 43 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;Navient Student Loan Trust Class A1B Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6.004% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp; 53 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 243 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Onemain Financial Issuance Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp; 2524 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Onemain Financial Issuance Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/38 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 282 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2022-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 103 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2022-SFR5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 337 | &nbsp;&nbsp; 323 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 275 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 415 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 789 | &nbsp;&nbsp; 744 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1053 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2025-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/42 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 938 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2025-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.305% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/42 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 358 |
| <sup>4,5,8</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2025-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 733 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2022-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2022-SFR5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.896% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2025-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/42 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 161 |
| <sup>4,5,8</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2025-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 294 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;RFMSI Trust Class 2A1 Series 2006-SA2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.631% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 78 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;RFMSI Trust Class 2A1 Series 2006-SA3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.256% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 19 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 166 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.818% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp; 312 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.663% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.483% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 336 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 903 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 483 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 601 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 269 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.840% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 337 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.640% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 970 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2008 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 372 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.970% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1038 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp; 1927 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 376 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1617 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 465 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class D Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.038% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 113 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.185% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 49 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.121% | &nbsp;&nbsp;&nbsp;&nbsp; 12/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class D Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp; 12/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A4 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 164 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 195 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 272 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 225 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 225 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 443 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 436 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 683 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Class A2A Series 2017-B | &nbsp;&nbsp;&nbsp;&nbsp; 2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 34 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Class A2A Series 2018-B | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 113 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Class A2A Series 2018-C | &nbsp;&nbsp;&nbsp;&nbsp; 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp; 166 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Class A2FX Series 2017-D | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Class A2FX Series 2017-F | &nbsp;&nbsp;&nbsp;&nbsp; 2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class C Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Subway Funding LLC Class A2I Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.028% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1771 | &nbsp;&nbsp; 1801 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 | &nbsp;&nbsp; 2604 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 193 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 194 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;TIF Funding III LLC Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 926 | &nbsp;&nbsp; 940 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;TMSQ Mortgage Trust Class A Series 2014-1500 | &nbsp;&nbsp;&nbsp;&nbsp; 3.680% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/36 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 488 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 742 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 | &nbsp;&nbsp; 2554 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Trafigura Securitisation Finance plc Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 830 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tricon Residential Trust Class A Series 2024-SFR4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 598 | &nbsp;&nbsp; 590 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Tricon Residential Trust Class B Series 2024-SFR4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 236 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/54 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp; 617 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.679% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;US Bank NA Class B Series 2025-SUP1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1227 | &nbsp;&nbsp; 1225 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;USAA Auto Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 135 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 388 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 825 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 244 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 606 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 502 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 482 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 234 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 267 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 272 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 224 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 323 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass Through Certificates Trust Class 1A7 Series 2003-AR9 | &nbsp;&nbsp;&nbsp;&nbsp; 6.526% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass Through Certificates Trust Class A Series 2002-AR18 | &nbsp;&nbsp;&nbsp;&nbsp; 6.267% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass Through Certificates Trust Class A7 Series 2003-AR7 | &nbsp;&nbsp;&nbsp;&nbsp; 6.478% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp; 3.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp; 3.157% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 117 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp; 3.581% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-RC1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | &nbsp;&nbsp;&nbsp;&nbsp; 4.184% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 208 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | &nbsp;&nbsp;&nbsp;&nbsp; 4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | &nbsp;&nbsp;&nbsp;&nbsp; 4.442% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 219 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C48 | &nbsp;&nbsp;&nbsp;&nbsp; 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 69 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class C Series 2014-LC16 | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 110 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class C Series 2015-LC22 | &nbsp;&nbsp;&nbsp;&nbsp; 4.673% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 107 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class C Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp; 4.514% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 73 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage Backed Securities Trust Class 2A1 Series 2006-AR14 | &nbsp;&nbsp;&nbsp;&nbsp; 7.379% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp; 30 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Wendy's Funding LLC Class A2II Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 196 |
| <sup>4,5,6</sup> | &nbsp;&nbsp;&nbsp;WFLD Mortgage Trust Class A Series 2014-MONT | &nbsp;&nbsp;&nbsp;&nbsp; 3.880% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 704 | &nbsp;&nbsp; 665 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class B Series 2014-C20 | &nbsp;&nbsp;&nbsp;&nbsp; 4.378% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 172 |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class C Series 2014-C20 | &nbsp;&nbsp;&nbsp;&nbsp; 4.513% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 54 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 365 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 214 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.170% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 294 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 497 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,415)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,415)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,415)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,415)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,415)** | &nbsp;&nbsp;&nbsp;**136309** |
| **Corporate Bonds (78.7%)** | **Corporate Bonds (78.7%)** | **Corporate Bonds (78.7%)** | **Corporate Bonds (78.7%)** | **Corporate Bonds (78.7%)** | **Corporate Bonds (78.7%)** |
| **Communications (4.2%)** | **Communications (4.2%)** | **Communications (4.2%)** | **Communications (4.2%)** | **Communications (4.2%)** | **Communications (4.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 36 |
| <sup>4,8</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 847 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3066 | &nbsp;&nbsp; 2955 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 1961 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 | &nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1347 | &nbsp;&nbsp; 1350 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3021 | &nbsp;&nbsp; 3012 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2745 | &nbsp;&nbsp; 2770 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 | &nbsp;&nbsp; 1159 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 78 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6481 | &nbsp;&nbsp; 6607 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2080 | &nbsp;&nbsp; 2040 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp; 2765 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3181 | &nbsp;&nbsp; 2931 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1228 | &nbsp;&nbsp; 1240 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp; 1112 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp; 1416 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1362 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2783 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 123 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 50 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 49 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2811 | &nbsp;&nbsp; 2822 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 39 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Midcontinent Communications | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7605 | &nbsp;&nbsp; 8016 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 651 | &nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 | &nbsp;&nbsp; 2352 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/62 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1476 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp; 3084 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 174 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5174 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.103% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2737 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6065 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2463 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2669 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1354 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2001 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 7531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7504 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 5312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5033 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3567 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1575 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.755% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **106215** |
| **Consumer Discretionary (4.4%)** | **Consumer Discretionary (4.4%)** | **Consumer Discretionary (4.4%)** | **Consumer Discretionary (4.4%)** | **Consumer Discretionary (4.4%)** | **Consumer Discretionary (4.4%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1898 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1254 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2684 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2055 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 948 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1308 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1297 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1483 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Flutter Treasury DAC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Flutter Treasury DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2690 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2554 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1386 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1094 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2441 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.798% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1829 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.303% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp; 2647 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1094 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2226 | &nbsp;&nbsp; 2240 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 2309 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 684 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1695 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1985 | &nbsp;&nbsp; 1906 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 | &nbsp;&nbsp; 3154 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 818 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp; 1734 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1370 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp; 1389 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 | &nbsp;&nbsp; 3076 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2255 | &nbsp;&nbsp; 2288 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 168 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2144 | &nbsp;&nbsp; 2084 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1705 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.534% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1805 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1759 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 94 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 968 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2216 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2415 | &nbsp;&nbsp; 2457 |
|  | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 468 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 967 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp; 4.887% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1438 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Saks Global Enterprises LLC | &nbsp;&nbsp;&nbsp;&nbsp; 11.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 8 |
|  | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Canada's Wonderland Co. / Magnum Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1809 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1965 | &nbsp;&nbsp; 1994 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4445 | &nbsp;&nbsp; 4365 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1732 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp; 2668 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 | &nbsp;&nbsp; 2345 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1073 | &nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1185 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 | &nbsp;&nbsp; 2235 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 726 |
| <sup>4,8</sup> | &nbsp;&nbsp;&nbsp;Vail Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Financial Services AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1512 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **110233** |
| **Consumer Staples (5.2%)** | **Consumer Staples (5.2%)** | **Consumer Staples (5.2%)** | **Consumer Staples (5.2%)** | **Consumer Staples (5.2%)** | **Consumer Staples (5.2%)** |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2544 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.215% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3478 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3351 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8034 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.259% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3595 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.906% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2052 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2560 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.931% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8685 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4546 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1582 |
|  | &nbsp;&nbsp;&nbsp;Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1278 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2270 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 851 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Danone SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1681 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1738 |
| <sup>4,8</sup> | &nbsp;&nbsp;&nbsp;Imperial Brands Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2631 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2757 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2216 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3163 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;10185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10269 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1444 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 7885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7988 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1079 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1918 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 641 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1271 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3728 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3615 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2505 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4068 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4222 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2484 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3375 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1973 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **131385** |
| **Energy (6.2%)** | **Energy (6.2%)** | **Energy (6.2%)** | **Energy (6.2%)** | **Energy (6.2%)** | **Energy (6.2%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.061% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.337% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1916 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.937% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.234% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.633% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.279% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1690 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.723% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3962 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2090 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4116 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.268% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3078 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Diamond Foreign Asset Co. / Diamond Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2262 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3050 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1247 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1643 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1946 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1263 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1323 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1570 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3417 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 978 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2114 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5940 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3034 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 736 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2226 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2387 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1313 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5130 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1732 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2602 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Excelerate Energy LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp; 903 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 540 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1209 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp; 2042 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 552 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kinetik Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2288 | &nbsp;&nbsp; 2308 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 981 | &nbsp;&nbsp; 967 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4409 | &nbsp;&nbsp; 4496 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp; 3437 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1605 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3630 | &nbsp;&nbsp; 3709 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 995 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 | &nbsp;&nbsp; 2245 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 | &nbsp;&nbsp; 1897 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Pertamina Persero PT | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;Petrobras Global Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.999% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 418 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1389 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 787 | &nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1661 | &nbsp;&nbsp; 1651 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 202 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Petronas Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 711 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Petronas Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1476 | &nbsp;&nbsp; 1505 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1879 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1679 | &nbsp;&nbsp; 1681 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1088 | &nbsp;&nbsp; 1094 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3195 | &nbsp;&nbsp; 3214 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1318 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1515 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1088 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1245 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 596 | &nbsp;&nbsp; 588 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1824 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 677 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2850 | &nbsp;&nbsp; 2841 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp; 1563 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 1030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 88 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 66 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Valaris Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 449 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 458 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 632 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;VENTURE GLOBAL PLAQUE | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 115 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3366 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4593 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **156706** |
| **Financials (29.2%)** | **Financials (29.2%)** | **Financials (29.2%)** | **Financials (29.2%)** | **Financials (29.2%)** | **Financials (29.2%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1153 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1394 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AEGON Funding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2835 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1646 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1301 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1821 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3061 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1196 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2870 |
|  | &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 844 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2199 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1992 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1707 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1847 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.737% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1977 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.098% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1072 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.085% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1452 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American National Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1781 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antares Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 728 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antares Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Antares Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 658 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 607 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2028 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1708 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3528 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1092 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1368 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1764 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Associated Banc-Corp | &nbsp;&nbsp;&nbsp;&nbsp; 6.455% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1134 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Athora Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.906% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6.147% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;AXA SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/49 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Banco de Sabadell SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2443 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.607% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.734% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4933 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.824% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2380 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3064 | &nbsp;&nbsp; 2978 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 | &nbsp;&nbsp; 1641 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.376% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3495 | &nbsp;&nbsp; 3494 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 3024 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.204% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2289 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6059 | &nbsp;&nbsp; 5921 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3226 | &nbsp;&nbsp; 3297 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1085 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1743 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Bank of Cyprus Pcl | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp; 306 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Bank of Cyprus Pcl | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.442% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1129 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.975% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1069 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.496% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.279% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 251 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.836% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.501% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.837% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1754 | &nbsp;&nbsp; 1767 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.385% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3770 | &nbsp;&nbsp; 4002 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1638 | &nbsp;&nbsp; 1659 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.972% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1313 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp; 1934 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2556 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp; 2528 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.367% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3213 | &nbsp;&nbsp; 3281 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Bayerische Landesbank | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp; 1622 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1734 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2526 | &nbsp;&nbsp; 2539 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1808 | &nbsp;&nbsp; 1827 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp; 1037 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.283% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 448 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.085% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 641 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 936 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 459 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 438 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA, SOFR + 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4.792% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 553 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 904 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1357 | &nbsp;&nbsp; 1370 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp; 1592 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1112 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1554 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 | &nbsp;&nbsp; 2311 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.245% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 972 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.878% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 768 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.312% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5848 | &nbsp;&nbsp; 6140 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2752 | &nbsp;&nbsp; 2847 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5700 | &nbsp;&nbsp; 5867 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.974% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 817 | &nbsp;&nbsp; 794 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3900 | &nbsp;&nbsp; 4041 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.196% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 | &nbsp;&nbsp; 2568 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1557 | &nbsp;&nbsp; 1584 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citadel Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1010 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citadel Securities Global Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 910 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.876% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1447 | &nbsp;&nbsp; 1456 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.803% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1307 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp; 2491 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1127 | &nbsp;&nbsp; 1149 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 962 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 | &nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 | &nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1237 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1424 | &nbsp;&nbsp; 1402 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 594 | &nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.786% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 1053 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.075% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6150 | &nbsp;&nbsp; 6120 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.976% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.412% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp; 1281 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2374 | &nbsp;&nbsp; 2401 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 683 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.253% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 884 | &nbsp;&nbsp; 896 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Close Brothers Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 454 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Close Brothers Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 614 | &nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.982% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 840 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4.748% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 462 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.320% | &nbsp;&nbsp;&nbsp;&nbsp; 5.114% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 923 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5.515% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 396 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.946% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5928 | &nbsp;&nbsp; 5854 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 622 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/48 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 808 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 671 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.427% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1546 | &nbsp;&nbsp; 1573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.705% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 | &nbsp;&nbsp; 2322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.019% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.146% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 | &nbsp;&nbsp; 2266 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.311% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1384 | &nbsp;&nbsp; 1343 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.373% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp; 1262 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1349 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.819% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2825 | &nbsp;&nbsp; 3012 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.999% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp; 1570 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3576 | &nbsp;&nbsp; 3632 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 359 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 4.853% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1225 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;DPS Lehman Brothers Holdings | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/65 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 544 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;F&G Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 1.707% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2385 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1612 | &nbsp;&nbsp; 1597 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.361% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 | &nbsp;&nbsp; 2961 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.339% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4386 | &nbsp;&nbsp; 4618 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.772% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1006 | &nbsp;&nbsp; 1012 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.895% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 3023 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 907 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1895 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1850 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1162 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1849 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2201 | &nbsp;&nbsp; 2218 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 831 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 155 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Generali | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 248 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Global Atlantic Fin Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 398 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Global Atlantic Fin Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3230 | &nbsp;&nbsp; 3125 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 5.414% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1691 | &nbsp;&nbsp; 1633 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.948% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2011 | &nbsp;&nbsp; 1948 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2267 | &nbsp;&nbsp; 2202 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4247 | &nbsp;&nbsp; 4190 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.482% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1502 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.484% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1698 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.727% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp; 1806 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp; 1494 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.207% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3510 | &nbsp;&nbsp; 3591 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.218% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1239 | &nbsp;&nbsp; 1271 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1272 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1254 | &nbsp;&nbsp; 1253 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Groupe des Assurances du Credit Mutuel SADIR | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp; 148 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Howden UK Refinance plc / Howden UK Refinance 2 plc / Howden US Refinance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 | &nbsp;&nbsp; 3040 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 719 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2256 | &nbsp;&nbsp; 2253 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 671 | &nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1527 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1967 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1714 | &nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 710 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3105 | &nbsp;&nbsp; 3296 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1782 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2107 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.161% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1641 | &nbsp;&nbsp; 1706 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1574 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.546% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2755 | &nbsp;&nbsp; 2836 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4415 | &nbsp;&nbsp; 4298 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.286% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2341 | &nbsp;&nbsp; 2391 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1691 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8075 | &nbsp;&nbsp; 8225 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.364% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.443% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 851 | &nbsp;&nbsp; 851 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.208% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp; 3986 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.272% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 692 | &nbsp;&nbsp; 709 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2356 | &nbsp;&nbsp; 2372 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1453 | &nbsp;&nbsp; 1511 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.083% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 576 | &nbsp;&nbsp; 579 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1513 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3215 | &nbsp;&nbsp; 3152 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 767 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1442 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1092 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.782% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2105 | &nbsp;&nbsp; 2087 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1837 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4554 | &nbsp;&nbsp; 4551 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.182% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2309 | &nbsp;&nbsp; 2218 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.979% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1604 | &nbsp;&nbsp; 1624 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.505% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1464 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3600 | &nbsp;&nbsp; 3567 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 752 | &nbsp;&nbsp; 706 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.203% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1374 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.087% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp; 1589 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2620 | &nbsp;&nbsp; 2721 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1095 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.565% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.995% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4688 | &nbsp;&nbsp; 4773 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1816 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3840 | &nbsp;&nbsp; 3939 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.493% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 868 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.103% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1239 | &nbsp;&nbsp; 1270 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 489 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.627% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.985% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1066 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 543 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.818% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1131 | &nbsp;&nbsp; 1141 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.712% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 429 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1534 | &nbsp;&nbsp; 1557 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.553% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3946 | &nbsp;&nbsp; 3952 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.413% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5321 | &nbsp;&nbsp; 5774 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.179% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1485 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.082% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 81 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.262% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 376 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6.415% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3661 | &nbsp;&nbsp; 3693 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1681 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4040 | &nbsp;&nbsp; 4088 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2845 | &nbsp;&nbsp; 2760 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.640% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 734 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.341% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1705 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 607 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.354% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.422% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.242% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1349 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.258% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 830 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2221 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.667% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 823 | &nbsp;&nbsp; 852 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1503 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 892 | &nbsp;&nbsp; 886 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 1.593% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp; 1957 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 1.512% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2377 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.475% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2875 | &nbsp;&nbsp; 2792 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.652% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1667 | &nbsp;&nbsp; 1704 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 898 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.591% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp; 1582 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.296% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 3230 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 985 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.123% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 2198 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6440 | &nbsp;&nbsp; 6567 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.449% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1152 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.173% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1327 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.656% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2620 | &nbsp;&nbsp; 2723 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.042% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6263 | &nbsp;&nbsp; 6370 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.654% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 | &nbsp;&nbsp; 2836 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2573 | &nbsp;&nbsp; 2638 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.192% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2625 | &nbsp;&nbsp; 2692 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.447% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1513 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1093 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 5543 | &nbsp;&nbsp; 5610 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4010 | &nbsp;&nbsp; 4072 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1342 | &nbsp;&nbsp; 1382 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 768 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 809 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp; 2334 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1170 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.073% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.516% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 638 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.892% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.076% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 832 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.964% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2329 | &nbsp;&nbsp; 2356 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.105% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 831 | &nbsp;&nbsp; 1100 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;NIBC Bank NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 515 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;NIBC Bank NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;NMI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1802 | &nbsp;&nbsp; 1842 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.386% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.842% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.070% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 977 | &nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.103% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp; 577 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.904% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1049 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 583 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Nykredit Realkredit A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Panther Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 395 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1378 | &nbsp;&nbsp; 1436 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1083 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1033 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.615% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5144 | &nbsp;&nbsp; 5328 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5328 | &nbsp;&nbsp; 5519 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.222% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2222 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 6511 | &nbsp;&nbsp; 6597 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 291 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 386 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 463 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 442 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.722% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6546 | &nbsp;&nbsp; 6761 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 684 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Rothesay Life plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2186 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1312 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1944 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1283 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.522% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3915 | &nbsp;&nbsp; 3932 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp; 978 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.969% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5390 | &nbsp;&nbsp; 5464 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2513 | &nbsp;&nbsp; 2518 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.153% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5650 | &nbsp;&nbsp; 5765 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3936 | &nbsp;&nbsp; 3994 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ryan Specialty LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.833% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1730 | &nbsp;&nbsp; 1744 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;SCOR SE | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Shift4 Payments LLC / Shift4 Payments Finance Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1561 | &nbsp;&nbsp; 1612 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 902 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1200 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 594 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 428 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 16 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.782% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 | &nbsp;&nbsp; 2031 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 448 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.834% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.031% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1544 | &nbsp;&nbsp; 1426 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.402% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 | &nbsp;&nbsp; 1603 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.174% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1297 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.544% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 594 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.902% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1294 | &nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 824 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.130% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 580 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1375 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 4.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1129 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Synovus Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 849 |
|  | &nbsp;&nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.168% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2852 | &nbsp;&nbsp; 2924 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Talanx AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/47 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.568% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.156% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1496 | &nbsp;&nbsp; 1527 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.861% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4560 | &nbsp;&nbsp; 4621 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.523% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 879 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.783% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp; 2903 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 455 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.047% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 306 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.873% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2073 | &nbsp;&nbsp; 2097 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.161% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1547 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.435% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.071% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5367 | &nbsp;&nbsp; 5449 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2557 | &nbsp;&nbsp; 2596 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp; 1904 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3190 | &nbsp;&nbsp; 3322 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.282% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 | &nbsp;&nbsp; 2200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.253% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 606 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.428% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 | &nbsp;&nbsp; 6046 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.126% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 943 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.617% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3634 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.548% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1443 | &nbsp;&nbsp; 1447 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.653% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1571 | &nbsp;&nbsp; 1581 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3633 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.384% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 1009 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1232 | &nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.046% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 4658 | &nbsp;&nbsp; 4743 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 4811 | &nbsp;&nbsp; 4908 |
|  | &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp; 2273 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UWM Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 436 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Washington Mutual Bank / Debt not acquired by JPMorgan | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/11 | &nbsp;&nbsp;&nbsp;&nbsp; 517 | &nbsp;&nbsp;&nbsp; — |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1802 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3488 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.707% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5924 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.393% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2418 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.808% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2680 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3686 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.303% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1643 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.879% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.244% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3262 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.478% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2239 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 801 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.443% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp; 6.008% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5.964% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **739075** |
| **Health Care (7.8%)** | **Health Care (7.8%)** | **Health Care (7.8%)** | **Health Care (7.8%)** | **Health Care (7.8%)** | **Health Care (7.8%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;1261229 BC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;13212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13343 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;14970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15263 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6986 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3844 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1604 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7591 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 763 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1125 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1299 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3644 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7251 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.272% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2565 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1290 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4073 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1571 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.823% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1758 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1096 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2432 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.410% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1538 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2059 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1563 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 787 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4143 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1532 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3811 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1476 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4053 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2420 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3658 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1827 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2561 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.101% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1583 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Endo Finance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4560 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2928 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2057 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2524 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2424 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1015 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Highmark Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2253 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1542 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3412 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP / Medline Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;13935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14047 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 777 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4002 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2048 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1168 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1628 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1976 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3018 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1386 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4305 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **196789** |
| **Industrials (5.5%)** | **Industrials (5.5%)** | **Industrials (5.5%)** | **Industrials (5.5%)** | **Industrials (5.5%)** | **Industrials (5.5%)** |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Air Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC / Allied Universal Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Aurizon Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 690 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp; 1957 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp; 5337 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;14979 | &nbsp;&nbsp; 14748 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 936 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp; 1149 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1457 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.298% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3404 | &nbsp;&nbsp; 3599 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9539 | &nbsp;&nbsp; 9714 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.388% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 | &nbsp;&nbsp; 1185 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 1052 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1128 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.722% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 856 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;CIMIC Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 328 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1579 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1205 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 961 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp; 543 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 511 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 538 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1078 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2901 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. / SkyMiles IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3965 | &nbsp;&nbsp; 3973 |
|  | &nbsp;&nbsp;&nbsp;Eaton Capital ULC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1407 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp; 530 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Gates Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 125 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Hillenbrand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1046 | &nbsp;&nbsp; 1061 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 | &nbsp;&nbsp; 1154 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.043% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.353% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 2025 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.176% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp; 2063 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. / JetBlue Loyalty LP | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp; 1638 |
|  | &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp; 2837 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2159 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp; 679 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1373 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 740 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3347 | &nbsp;&nbsp; 3354 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1601 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2650 | &nbsp;&nbsp; 2609 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4838 | &nbsp;&nbsp; 4727 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6044 | &nbsp;&nbsp; 6119 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3554 | &nbsp;&nbsp; 3558 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1140 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1353 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.565% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1138 | &nbsp;&nbsp; 1050 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 625 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 265 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Roller Bearing Co. of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3445 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Funding BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3674 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Siemens Funding BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1385 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2352 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Stonepeak Nile Parent LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Triumph Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1004 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class A Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1447 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Waste Pro USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 821 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **140457** |
| **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** | **Materials (1.7%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alumina Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1922 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1109 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1031 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3858 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1846 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Big River Steel LLC / BRS Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1185 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1588 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Element Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Freeport Indonesia PT | &nbsp;&nbsp;&nbsp;&nbsp; 4.763% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.907% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1333 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.371% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.512% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JH North America Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Magnera Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1871 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 746 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Quikrete Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1927 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1986 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1702 |
|  | &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1486 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1910 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 12.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 904 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **44208** |
| **Real Estate (3.2%)** | **Real Estate (3.2%)** | **Real Estate (3.2%)** | **Real Estate (3.2%)** | **Real Estate (3.2%)** | **Real Estate (3.2%)** |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Akelius Residential Property AB | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1095 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1323 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1285 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1027 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Brandywine Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 941 | &nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 637 | &nbsp;&nbsp; 580 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2181 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp; 2008 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1970 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 446 | &nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1599 | &nbsp;&nbsp; 1491 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 854 | &nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4750 | &nbsp;&nbsp; 4874 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2717 | &nbsp;&nbsp; 2634 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1212 | &nbsp;&nbsp; 1210 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp; 269 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1942 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Grand City Properties SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 685 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp; 818 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 887 | &nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 | &nbsp;&nbsp; 1364 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp; 707 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 96 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1559 | &nbsp;&nbsp; 1484 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 452 | &nbsp;&nbsp; 455 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;P3 Group Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 555 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 46 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pebblebrook Hotel LP / PEB Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Public Property Invest A/S | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2187 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1385 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3164 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **81237** |
| **Technology (5.2%)** | **Technology (5.2%)** | **Technology (5.2%)** | **Technology (5.2%)** | **Technology (5.2%)** | **Technology (5.2%)** |
|  | &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1240 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1771 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2908 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1845 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3157 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3548 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2688 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3392 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1112 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2222 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. / CDK Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Central Parent LLC / CDK Global II LLC / CDK Financing Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Cotiviti Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4853 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2713 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3323 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1579 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2552 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1503 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1047 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1285 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ellucian Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5435 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4145 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4623 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4415 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Imola Merger Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4401 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2511 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4301 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2096 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1399 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1808 |
|  | &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2325 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3144 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1267 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1123 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2907 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8132 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7657 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1789 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1172 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2829 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1111 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2560 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;X Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **131331** |
| **Utilities (6.1%)** | **Utilities (6.1%)** | **Utilities (6.1%)** | **Utilities (6.1%)** | **Utilities (6.1%)** | **Utilities (6.1%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1612 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| <sup>6,11</sup> | &nbsp;&nbsp;&nbsp;AGI Finance Pty Ltd., 3M Australian Bank Bill Rate + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.062% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4046 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1045 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7108 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1159 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Ausgrid Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.814% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 731 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1955 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2455 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Colbun SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1509 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 | &nbsp;&nbsp; 2583 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1263 | &nbsp;&nbsp; 1277 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 903 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4480 | &nbsp;&nbsp; 4513 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1439 |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1513 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1548 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp; 1512 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2660 | &nbsp;&nbsp; 2714 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 869 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp; 1595 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp; 1321 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 9 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1384 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1316 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Electricite de France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Electricite de France SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3470 | &nbsp;&nbsp; 3412 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1348 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 778 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp; 1619 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1713 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1404 | &nbsp;&nbsp; 1370 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3272 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3550 | &nbsp;&nbsp; 3494 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1699 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 551 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1219 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 610 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1624 | &nbsp;&nbsp; 1646 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Iberdrola International BV | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 773 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 886 | &nbsp;&nbsp; 867 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 733 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1284 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.602% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 1056 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.579% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 790 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1007 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1552 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp; 2371 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 951 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1668 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3315 | &nbsp;&nbsp; 3403 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 518 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 2281 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 911 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 995 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1798 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 809 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3140 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Pattern Energy Operations LP / Pattern Energy Operations Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.045% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 709 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1374 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;PSEG Power LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1557 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2526 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2868 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1440 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1272 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rayburn Country Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.307% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1648 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1931 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2462 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2096 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1277 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1194 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Victoria Power Networks Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.132% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1602 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1699 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 725 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1310 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **155420** |
| **Total Corporate Bonds (Cost $1,965,022)** | **Total Corporate Bonds (Cost $1,965,022)** | **Total Corporate Bonds (Cost $1,965,022)** | **Total Corporate Bonds (Cost $1,965,022)** | **Total Corporate Bonds (Cost $1,965,022)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1993056** |
| **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.546% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.522% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-11, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.677% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.577% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Athenahealth Group Inc. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.077% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. Term Loan B, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.571% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
| <sup>6,15</sup> | &nbsp;&nbsp;&nbsp;Beach Acquisition Bidco LLC | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.049% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. Term Loan B, TSFR3M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.166% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.327% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.827% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.077% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 459 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. Term Loan B, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.796% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.577% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Cotiviti Corp. Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.074% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance Co. I Sarl Term Loan, TSFR1M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.327% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Corp. Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.792% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>6,15</sup> | &nbsp;&nbsp;&nbsp;Gryphon Debt Merger Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Hanesbrands Inc. Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.077% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;LifePoint Health Inc. Term Loan B-1, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;McAfee LLC Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.316% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp; 105 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;NCR Atleos LLC Term Loan B, TSFR3M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.030% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 21 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Opal Bidco SAS Term Loan B, Prime Rate + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 471 |
| <sup>6,15</sup> | &nbsp;&nbsp;&nbsp;Osttra Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 281 |
| <sup>6,15</sup> | &nbsp;&nbsp;&nbsp;Sazerac Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 340 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Sedgwick Claims Management Services Inc. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.327% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 104 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Setanta Aircraft Leasing DAC Term Loan B, TSFR3M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.046% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp; 546 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH Term Loan B, TSFR3M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.237% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. Term Loan K, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.046% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 74 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.046% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 454 | &nbsp;&nbsp; 460 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.311% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp; 213 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Western Digital Corp. Term Loan A-3, TSFR1M + 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5.918% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2898 | &nbsp;&nbsp; 2873 |
| **Total Floating Rate Loan Interests (Cost $8,347)** | **Total Floating Rate Loan Interests (Cost $8,347)** | **Total Floating Rate Loan Interests (Cost $8,347)** | **Total Floating Rate Loan Interests (Cost $8,347)** | **Total Floating Rate Loan Interests (Cost $8,347)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8381** |
| **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** | **Sovereign Bonds (2.7%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Arab Republic of Egypt | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp; 181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Baiterek National Managing Holding JSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 809 |
|  | &nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 704 | &nbsp;&nbsp; 706 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Corp. Financiera de Desarrollo SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Corp. Financiera de Desarrollo SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 946 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Crelan SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Fondo MIVIVIENDA SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Morocco | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 853 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4280 | &nbsp;&nbsp; 4348 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3844 | &nbsp;&nbsp; 3907 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp; 1496 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Korea National Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1291 | &nbsp;&nbsp; 1286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;KSA Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6003 | &nbsp;&nbsp; 6092 |
|  | &nbsp;&nbsp;&nbsp;KSA Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 710 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;Magyar Export-Import Bank Zrt | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 612 |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;MFB Magyar Fejlesztesi Bank Zrt | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 413 | &nbsp;&nbsp; 427 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1008 | &nbsp;&nbsp; 1031 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.240% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 224 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 1.440% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1596 | &nbsp;&nbsp; 1563 |
|  | &nbsp;&nbsp;&nbsp;Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 | &nbsp;&nbsp; 1149 |
|  | &nbsp;&nbsp;&nbsp;Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1958 | &nbsp;&nbsp; 1608 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2214 | &nbsp;&nbsp; 2284 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp; 0.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 257 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Republic of Paraguay | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Republic of Paraguay | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.392% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 308 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp; 1332 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.783% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 3518 | &nbsp;&nbsp; 3155 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2245 | &nbsp;&nbsp; 2287 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1847 | &nbsp;&nbsp; 1784 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3184 | &nbsp;&nbsp; 3067 |
|  | &nbsp;&nbsp;&nbsp;Republic of Uzbekistan | &nbsp;&nbsp;&nbsp;&nbsp; 7.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp; 1071 |
| <sup>4,9</sup> | &nbsp;&nbsp;&nbsp;Republic of Uzbekistan | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 769 | &nbsp;&nbsp; 762 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1041 | &nbsp;&nbsp; 1060 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1354 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1778 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 369 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2375 | &nbsp;&nbsp; 2371 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp; 698 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3543 | &nbsp;&nbsp; 3675 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 2.659% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1739 | &nbsp;&nbsp; 1505 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 638 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 4910 | &nbsp;&nbsp; 4978 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| **Total Sovereign Bonds (Cost $67,538)** | **Total Sovereign Bonds (Cost $67,538)** | **Total Sovereign Bonds (Cost $67,538)** | **Total Sovereign Bonds (Cost $67,538)** | **Total Sovereign Bonds (Cost $67,538)** | &nbsp;&nbsp;&nbsp;&nbsp;**68800** |
| **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%)** |
| <sup>17</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.425% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;New York Transportation Development Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.248% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 776 |
| **Total Taxable Municipal Bonds (Cost $1,362)** | **Total Taxable Municipal Bonds (Cost $1,362)** | **Total Taxable Municipal Bonds (Cost $1,362)** | **Total Taxable Municipal Bonds (Cost $1,362)** | **Total Taxable Municipal Bonds (Cost $1,362)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1338** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| <sup>18</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.355% |  | &nbsp;&nbsp;&nbsp;&nbsp;91716 | &nbsp;&nbsp; 9171 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** | **U.S. Government and Agency Obligations (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;4.088%–4.119% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;13859 | &nbsp;&nbsp; 13353 |
| **Total Temporary Cash Investments (Cost $22,513)** | **Total Temporary Cash Investments (Cost $22,513)** | **Total Temporary Cash Investments (Cost $22,513)** | **Total Temporary Cash Investments (Cost $22,513)** | **Total Temporary Cash Investments (Cost $22,513)** | &nbsp;&nbsp;&nbsp;&nbsp;**22524** |
| **Total Investments (98.7%) (Cost $2,467,618)** | **Total Investments (98.7%) (Cost $2,467,618)** | **Total Investments (98.7%) (Cost $2,467,618)** | **Total Investments (98.7%) (Cost $2,467,618)** | **Total Investments (98.7%) (Cost $2,467,618)** | **2499040** |
| **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | **Other Assets and Liabilities—Net (1.3%)** | &nbsp;&nbsp;&nbsp;&nbsp;**33676** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **2532716** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | Securities with a value of $2,906 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $712 have been segregated as initial margin for open futures contracts. |
| 3 | Securities with a value of $185 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the aggregate value was $262,599, representing 10.4% of net assets. |
| 5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 6 | 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 | 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. |
| 8 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of June 30, 2025. |
| 9 | Face amount denominated in euro. |
| 10 | Guaranteed by the Republic of Azerbaijan. |
| 11 | Face amount denominated in Australian dollars. |
| 12 | Face amount denominated in British pounds. |
| 13 | Security value determined using significant unobservable inputs. |
| 14 | Non-income-producing security—security in default. |
| 15 | Represents an unsettled loan as of June 30, 2025. The coupon rate is not known until the settlement date. |
| 16 | Guaranteed by the Republic of Hungary. |
| 17 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 18 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 3M—3-month. |
|  | DAC—Designated Activity Company. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR—Secured Overnight Financing Rate. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
|  | TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |

---

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

------

Short-Term Investment-Grade Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
| **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** |
| Floating Rate Loan Commitments |  |  |  |  |
|  | Total<br> Unfunded<br> Commitment<br> ($000) | Fair<br> Value<br> Commitment<br> ($000) | Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Clydesdale Acquisition Holdings Inc. | 3 | 3 |  | &nbsp;&nbsp;— |

---

------

#### 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 | September 2025 | 140 | 29123 | &nbsp;&nbsp;43 |
| 5-Year U.S. Treasury Note | September 2025 | 791 | 86219 | &nbsp;&nbsp;220 |
|  |  |  |  | &nbsp;&nbsp;263 |
| Short Futures Contracts |  |  |  |  |
| 10-Year Japanese Government Bond | September 2025 | (4) | (3862) | &nbsp;&nbsp;(14) |
| 10-Year U.S. Treasury Note | September 2025 | (131) | (14688) | &nbsp;&nbsp;(171) |
| AUD 3-Year Treasury Bond | September 2025 | (38) | (2695) | &nbsp;&nbsp;(8) |
| Euro-Bobl | September 2025 | (80) | (11090) | &nbsp;&nbsp;29 |
| Euro-Schatz | September 2025 | (49) | (6190) | &nbsp;&nbsp;6 |
| Long Gilt | September 2025 | (9) | (1149) | &nbsp;&nbsp;(27) |
| Ultra 10-Year U.S. Treasury Note | September 2025 | (4) | (457) | &nbsp;&nbsp;(8) |
|  |  |  |  | &nbsp;&nbsp;(193) |
|  |  |  |  | &nbsp;&nbsp;70 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1359 | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;9493 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;14537 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(90) |
| UBS AG | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| JPMorgan Chase Bank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;24790 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;21586 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(769) |
| Standard Chartered Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1512 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1295 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(22) |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(8) |
| UBS AG | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1) |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6622 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(94) |
| UBS AG | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;26792 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;(985) |

---

---

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

---

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

------

Short-Term Investment-Grade Portfolio

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold |
| CDX-NA-HY-S44-V1 | 6/21/30 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;28783 | &nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;436 |
| CDX-NA-IG-S44-V1 | 6/21/30 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;28418 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;637 | &nbsp;&nbsp;&nbsp;267 |
| iTraxx Europe-S43-V1 | 6/21/30 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;4950 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;35 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;738 |

---

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> Depreciation<br> ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |
| Ally Financial Inc./Baa3 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| American Express Co./A2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| American International Group Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Boeing Co./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Chubb INA Holdings LLC/A2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Comcast Corp./A3 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| CVS Health Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Dominion Energy Inc./Baa2 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Dow Chemical Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Enbridge Inc./Baa2 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| General Electric Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| General Motors Co./Baa3 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| International Business Machines Corp./A3 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Kroger Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Lincoln National Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Lowe's Cos. Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Marathon Petroleum Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Marsh & McLennan Cos. Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Metlife Inc./A3 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Mondelez International Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Prudential Financial Inc./A3 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Republic Of Chile/A2 | &nbsp;&nbsp;&nbsp;6/21/30 | JPMC | 110 | 1.000 | 2 | 2 |  |  |
| Republic of Indonesia/Baa2 | &nbsp;&nbsp;&nbsp;6/21/30 | JPMC | 1780 | 1.000 | 18 | 6 | 12 |  |
| Simon Property Group LP/A3 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| UnitedHealth Group Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Verizon Communications Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
|  |  |  |  |  | 31 | 13 | 18 |  |

---

1 Periodic premium received/paid quarterly.

GSI—Goldman Sachs International. <br> JPMC—JPMorgan Chase Bank, N.A.

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination<br> Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 5/19/26 | N/A | &nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;4.060<sup>1</sup> | &nbsp;&nbsp;&nbsp;(4.319)<sup>2</sup> | &nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;26 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) |
| Termination<br> Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 5/19/27 | N/A | &nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;4.319<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.770)<sup>4</sup> | &nbsp;&nbsp;&nbsp;(78) | &nbsp;&nbsp;&nbsp;(74) |
| 6/17/27 | N/A | &nbsp;&nbsp;&nbsp;1821249<sup>5</sup> | &nbsp;&nbsp;&nbsp;0.477<sup>6</sup> | &nbsp;&nbsp;&nbsp;(0.938)<sup>4</sup> | &nbsp;&nbsp;&nbsp;(55) | &nbsp;&nbsp;&nbsp;(55) |
| 5/19/28 | N/A | &nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;3.720<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.319)<sup>4</sup> | &nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;165 |
| 5/20/30 | N/A | &nbsp;&nbsp;&nbsp;13500 | &nbsp;&nbsp;&nbsp;4.319<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.750)<sup>4</sup> | &nbsp;&nbsp;&nbsp;(191) | &nbsp;&nbsp;&nbsp;(179) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(123) | &nbsp;&nbsp;&nbsp;(117) |

---

---

| |
|:---|
| 1 Interest payment received/paid at maturity. |
| 2 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid at maturity. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
| 4 Interest payment received/paid annually. |
| 5 Notional amount denominated in Japanese yen. |
| 6 Based on Tokyo Overnight Interbank Average Rate (TONA) as of the most recent reset date. Interest payment received/paid annually. |

---

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

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Short-Term Investment-Grade Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $2,458,447) | 2489869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $9,171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9171 |
| Total Investments in Securities | 2499040 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Foreign Currency, at Value (Cost $495) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23597 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28063 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| **Total Assets** | **2552390** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15738 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 |
| Unrealized Depreciation—Floating Rate Loan Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Unrealized Depreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**19674** |
| **Net Assets** | **2532716** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 2563784 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(31068) |
| **Net Assets** | **2532716** |
| **Net Assets** |  |
| **Applicable to 244,137,500 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2532716** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.37** |

---

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

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Short-Term Investment-Grade Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 56574 |
| Total Income | 56574 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;1325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;1689 |
| **Net Investment Income** | **54885** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(690) |
| Futures Contracts | (1044) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;238 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;515 |
| Forward Currency Contracts | (3656) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;(58) |
| **Realized Net Gain (Loss)** | **(4602)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | 43783 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(321) |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;(54) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;411 |
| Forward Currency Contracts | (1526) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| **Change in Unrealized Appreciation (Depreciation)** | **42520** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **92803** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $468, ($1), and ($1), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

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Short-Term Investment-Grade Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93588 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4602) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7824) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18594 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104358 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(101121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77519) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;267414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534613 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;101121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77519 |
| Redeemed | &nbsp;&nbsp;&nbsp;(192542) | &nbsp;&nbsp;&nbsp;&nbsp;(453501) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;175993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158631 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;167675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185470 |
| **Net Assets** |  |  |
| **Beginning of Period** | **2365041** | &nbsp;&nbsp;&nbsp;**2179571** |
| **End of Period** | **2532716** | &nbsp;&nbsp;&nbsp;**2365041** |

---

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

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Short-Term Investment-Grade Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.42** | &nbsp;&nbsp;&nbsp;**$10.31** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.92** | &nbsp;&nbsp;&nbsp;**$10.78** | &nbsp;&nbsp;&nbsp;**$11.12** | &nbsp;&nbsp;&nbsp;**$10.84** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.238 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.216) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.336 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.613) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.050) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.574 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.443) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.379) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.167) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.233) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.294) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.057) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.443) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.379) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.247) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.290) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.294) |
| **Net Asset Value, End of Period** | **$10.37** | &nbsp;&nbsp;&nbsp;**$10.42** | &nbsp;&nbsp;&nbsp;**$10.31** | &nbsp;&nbsp;&nbsp;&nbsp;**$9.92** | &nbsp;&nbsp;&nbsp;**$10.78** | &nbsp;&nbsp;&nbsp;**$11.12** |
| **Total Return** | **3.85%** | &nbsp;&nbsp;&nbsp;**4.89%** | &nbsp;&nbsp;&nbsp;**6.16%** | &nbsp;&nbsp;&nbsp;**-5.72%** | &nbsp;&nbsp;&nbsp;**-0.45%** | &nbsp;&nbsp;&nbsp;**5.49%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $2533 | &nbsp;&nbsp;&nbsp;$2365 | &nbsp;&nbsp;&nbsp;$2180 | &nbsp;&nbsp;&nbsp;$2155 | &nbsp;&nbsp;&nbsp;$2288 | &nbsp;&nbsp;&nbsp;$2234 |
| Ratio of Total Expenses to Average Net Assets | 0.14% | &nbsp;&nbsp;&nbsp;0.14%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14% |
| Ratio of Net Investment Income to Average Net Assets | 4.55% | &nbsp;&nbsp;&nbsp;4.25% | &nbsp;&nbsp;&nbsp;3.43% | &nbsp;&nbsp;&nbsp;2.00% | &nbsp;&nbsp;&nbsp;1.52% | &nbsp;&nbsp;&nbsp;2.18% |
| Portfolio Turnover Rate | 56% | &nbsp;&nbsp;&nbsp;72%<sup>3</sup> | &nbsp;&nbsp;&nbsp;99%<sup>3</sup> | &nbsp;&nbsp;&nbsp;86%<sup>3</sup> | &nbsp;&nbsp;&nbsp;78%<sup>3</sup> | &nbsp;&nbsp;&nbsp;89%<sup>3</sup> |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
| 3 | Includes 2%, 5%, 10%, 5%, and 7%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

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Short-Term Investment-Grade Portfolio

Notes to Financial Statements

The Short-Term Investment-Grade Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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 portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The portfolio 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 portfolio is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The portfolio 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 portfolio 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 portfolio cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the portfolio 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 portfolio under the MSFTA.

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

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

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

------

Short-Term Investment-Grade Portfolio

generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the portfolio. The portfolio mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

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

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

During the six months ended June 30, 2025, the portfolio's average value of investments in swaptions purchased and swaptions written represented less than 1% of net assets, based on the average market values at each quarter-end during the period.

The portfolio had no open swaption contracts at June 30, 2025.

7. Futures Contracts: The portfolio 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 portfolio 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 portfolio 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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented 4% and 2% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

During the six months ended June 30, 2025, the portfolio's average investment in forward currency contracts represented 4% of net assets, based on the average of the notional amounts at each quarter-end during the period.

9. Swap Contracts: The portfolio invests in credit default swaps to adjust the overall credit risk of the portfolio or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The portfolio may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The portfolio may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or

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Short-Term Investment-Grade Portfolio

obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.

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

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

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

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

During the six months ended June 30, 2025, the portfolio's average amounts of investments in credit protection sold and credit protection purchased represented 1% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period. The average amount of investments in interest rate swaps represented 6% of net assets, based on the average of notional amounts at each quarter-end during the period.

10. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

11. 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.

12. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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

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Short-Term Investment-Grade Portfolio

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

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

13. 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 portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of
trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $65,000, representing less than 0.01% of the portfolio's net assets and 0.03% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** Various inputs may be used to determine the value of the portfolio's investments, other financial instruments, 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 portfolio's own assumptions used to determine the fair value of investments). Any investments, other financial instruments, and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the portfolio's investments, other financial instruments, and derivatives as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;268632 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;268632 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;136309 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;136309 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1993056 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1993056 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8381 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8381 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68800 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 |
| Temporary Cash Investments | 9171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13353 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22524 |
| Total | 9171 | &nbsp;&nbsp;&nbsp;2489869 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2499040 |
| **Other Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Floating Rate Loan Commitments |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;929<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 |
| Total | 1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1262 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;(228) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(228) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(985) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(985) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;(308)<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(308) |
| Total | &nbsp;&nbsp;&nbsp;(536) | &nbsp;&nbsp;&nbsp;(985) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1521) |

---

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

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Short-Term Investment-Grade Portfolio

**D.** At June 30, 2025, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Swap Premiums Paid |  |  | 13 | &nbsp;&nbsp;13 |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 298 |  |  | &nbsp;&nbsp;298 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | 191 |  | 738 | &nbsp;&nbsp;929 |
| Unrealized Appreciation—Forward Currency Contracts |  | 17 |  | &nbsp;&nbsp;17 |
| Unrealized Appreciation—<br> Over-the-Counter Swap Contracts |  |  | 18 | &nbsp;&nbsp;18 |
| Total Assets | 489 | 17 | 769 | &nbsp;&nbsp;1275 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (228) |  |  | &nbsp;&nbsp;(228) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | (308) |  |  | &nbsp;&nbsp;(308) |
| Unrealized Depreciation—Forward Currency Contracts |  | (985) |  | &nbsp;&nbsp;(985) |
| Total Liabilities | (536) | (985) |  | &nbsp;&nbsp;(1521) |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended June 30, 2025, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (1044) |  |  | &nbsp;&nbsp;(1044) |
| Options Purchased | (199) |  | 292 | &nbsp;&nbsp;93 |
| Options Written | 218 |  | 20 | &nbsp;&nbsp;238 |
| Swap Contracts | (23) |  | 538 | &nbsp;&nbsp;515 |
| Forward Currency Contracts |  | (3656) |  | &nbsp;&nbsp;(3656) |
| Realized Net Gain (Loss) on Derivatives | (1048) | (3656) | 850 | &nbsp;&nbsp;(3854) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | (321) |  |  | &nbsp;&nbsp;(321) |
| Options Purchased | (54) |  |  | &nbsp;&nbsp;(54) |
| Options Written | 179 |  |  | &nbsp;&nbsp;179 |
| Swap Contracts | (196) |  | 607 | &nbsp;&nbsp;411 |
| Forward Currency Contracts |  | (1526) |  | &nbsp;&nbsp;(1526) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | (392) | (1526) | 607 | &nbsp;&nbsp;(1311) |

---

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;2465005 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41456 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7667) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33789 |

---

The portfolio's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the portfolio had available capital losses totaling $104,767,000 that may be carried forward indefinitely to offset future net capital gains. The portfolio will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2025; should the portfolio realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

**F.** During the six months ended June 30, 2025, the portfolio purchased $685,785,000 of investment securities and sold $490,312,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $756,712,000 and $846,435,000, respectively.

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Short-Term Investment-Grade Portfolio

**G.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;25816 | &nbsp;&nbsp;&nbsp;&nbsp;51897 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;9933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7752 |
| Redeemed | (18525) | &nbsp;&nbsp;&nbsp;(44109) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;17224 | &nbsp;&nbsp;&nbsp;&nbsp;15540 |

---

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

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

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

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

At June 30, 2025, two shareholders (insurance company separate accounts whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) were each a record or beneficial owner of at least 25% or more of the portfolio's net assets, with a combined ownership of 57%. If any of these shareholders were to redeem their investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs or lead to the realization of taxable capital gains.

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

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

Q692ST 082025

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![](tm2519836d12vvifsmlcmpgri001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Small Company Growth Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Small Company Growth Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (96.5%)** | **Common Stocks (96.5%)** | **Common Stocks (96.5%)** | **Common Stocks (96.5%)** |
| **Communication Services (4.6%)** | **Communication Services (4.6%)** | **Communication Services (4.6%)** | **Communication Services (4.6%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cargurus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;589126 | &nbsp;&nbsp;&nbsp;&nbsp; 19718 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ziff Davis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;392559 | &nbsp;&nbsp;&nbsp;&nbsp; 11883 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IAC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;244325 | &nbsp;&nbsp;&nbsp;&nbsp; 9123 |
|  | &nbsp;&nbsp;&nbsp;Iridium Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;235092 | &nbsp;&nbsp;&nbsp;&nbsp; 7093 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ZipRecruiter Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;760275 | &nbsp;&nbsp;&nbsp;&nbsp; 3809 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Yelp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70337 | &nbsp;&nbsp;&nbsp;&nbsp; 2411 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Roku Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23841 | &nbsp;&nbsp;&nbsp;&nbsp; 2095 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;fuboTV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;475458 | &nbsp;&nbsp;&nbsp;&nbsp; 1835 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;416683 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AST SpaceMobile Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38228 | &nbsp;&nbsp;&nbsp;&nbsp; 1786 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;EverQuote Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;46685 | &nbsp;&nbsp;&nbsp;&nbsp; 1129 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;852914 | &nbsp;&nbsp;&nbsp;&nbsp; 998 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mediaalpha Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53438 | &nbsp;&nbsp;&nbsp;&nbsp; 585 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Anterix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16657 | &nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Playtika Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87056 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Sinclair Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29831 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bandwidth Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21528 | &nbsp;&nbsp;&nbsp;&nbsp; 342 |
|  | &nbsp;&nbsp;&nbsp;IDT Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4774 | &nbsp;&nbsp;&nbsp;&nbsp; 326 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Magnite Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11301 | &nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **66482** |
| **Consumer Discretionary (11.7%)** | **Consumer Discretionary (11.7%)** | **Consumer Discretionary (11.7%)** | **Consumer Discretionary (11.7%)** |
|  | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;178852 | &nbsp;&nbsp;&nbsp;&nbsp; 18064 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DraftKings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;298046 | &nbsp;&nbsp;&nbsp;&nbsp; 12783 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Skechers USA Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;163197 | &nbsp;&nbsp;&nbsp;&nbsp; 10298 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59335 | &nbsp;&nbsp;&nbsp;&nbsp; 6116 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;288537 | &nbsp;&nbsp;&nbsp;&nbsp; 5852 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Brinker International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31420 | &nbsp;&nbsp;&nbsp;&nbsp; 5666 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Duolingo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12458 | &nbsp;&nbsp;&nbsp;&nbsp; 5108 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chewy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;112251 | &nbsp;&nbsp;&nbsp;&nbsp; 4784 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52896 | &nbsp;&nbsp;&nbsp;&nbsp; 4645 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59224 | &nbsp;&nbsp;&nbsp;&nbsp; 4372 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;454728 | &nbsp;&nbsp;&nbsp;&nbsp; 4211 |
|  | &nbsp;&nbsp;&nbsp;Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;77981 | &nbsp;&nbsp;&nbsp;&nbsp; 4025 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31567 | &nbsp;&nbsp;&nbsp;&nbsp; 4016 |
|  | &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21377 | &nbsp;&nbsp;&nbsp;&nbsp; 4006 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cavco Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9062 | &nbsp;&nbsp;&nbsp;&nbsp; 3937 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;44816 | &nbsp;&nbsp;&nbsp;&nbsp; 3404 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Planet Fitness Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;31105 | &nbsp;&nbsp;&nbsp;&nbsp; 3392 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Etsy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64929 | &nbsp;&nbsp;&nbsp;&nbsp; 3257 |
|  | &nbsp;&nbsp;&nbsp;Red Rock Resorts Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;58235 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BJ's Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66116 | &nbsp;&nbsp;&nbsp;&nbsp; 2949 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Frontdoor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49271 | &nbsp;&nbsp;&nbsp;&nbsp; 2904 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Urban Outfitters Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38606 | &nbsp;&nbsp;&nbsp;&nbsp; 2801 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sportradar Group AG Class A | &nbsp;&nbsp;&nbsp;&nbsp;96388 | &nbsp;&nbsp;&nbsp;&nbsp; 2707 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;103118 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 |
|  | &nbsp;&nbsp;&nbsp;Wingstop Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7396 | &nbsp;&nbsp;&nbsp;&nbsp; 2491 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dorman Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20253 | &nbsp;&nbsp;&nbsp;&nbsp; 2484 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Udemy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;349850 | &nbsp;&nbsp;&nbsp;&nbsp; 2459 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Light & Wonder Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22227 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shake Shack Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;14313 | &nbsp;&nbsp;&nbsp;&nbsp; 2012 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;National Vision Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86713 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Warby Parker Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;80132 | &nbsp;&nbsp;&nbsp;&nbsp; 1757 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Carvana Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Accel Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;143951 | &nbsp;&nbsp;&nbsp;&nbsp; 1694 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Life Time Group Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52337 | &nbsp;&nbsp;&nbsp;&nbsp; 1587 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13348 | &nbsp;&nbsp;&nbsp;&nbsp; 1523 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coursera Inc. | &nbsp;&nbsp;&nbsp;&nbsp;173179 | &nbsp;&nbsp;&nbsp;&nbsp; 1517 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Five Below Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11171 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Universal Technical Institute Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40909 | &nbsp;&nbsp;&nbsp;&nbsp; 1386 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Public Education Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40113 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 |
|  | &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22907 | &nbsp;&nbsp;&nbsp;&nbsp; 1181 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18673 | &nbsp;&nbsp;&nbsp;&nbsp; 1147 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hanesbrands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;241683 | &nbsp;&nbsp;&nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12763 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 |
|  | &nbsp;&nbsp;&nbsp;Super Group SGHC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;96576 | &nbsp;&nbsp;&nbsp;&nbsp; 1059 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gentherm Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35873 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296 | &nbsp;&nbsp;&nbsp;&nbsp; 904 |
|  | &nbsp;&nbsp;&nbsp;Upbound Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31633 | &nbsp;&nbsp;&nbsp;&nbsp; 794 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Modine Manufacturing Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7138 | &nbsp;&nbsp;&nbsp;&nbsp; 703 |
|  | &nbsp;&nbsp;&nbsp;OneSpaWorld Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;33233 | &nbsp;&nbsp;&nbsp;&nbsp; 678 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16931 | &nbsp;&nbsp;&nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Somnigroup International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7793 | &nbsp;&nbsp;&nbsp;&nbsp; 530 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Peloton Interactive Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72671 | &nbsp;&nbsp;&nbsp;&nbsp; 504 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ThredUp Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;65193 | &nbsp;&nbsp;&nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;Rocky Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20302 | &nbsp;&nbsp;&nbsp;&nbsp; 451 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Groupon Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13104 | &nbsp;&nbsp;&nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Standard Motor Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13776 | &nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;Carriage Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7503 | &nbsp;&nbsp;&nbsp;&nbsp; 343 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cava Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Dine Brands Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11188 | &nbsp;&nbsp;&nbsp;&nbsp; 272 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dutch Bros Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807 | &nbsp;&nbsp;&nbsp;&nbsp; 260 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sabre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70288 | &nbsp;&nbsp;&nbsp;&nbsp; 222 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Inspired Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16989 | &nbsp;&nbsp;&nbsp;&nbsp; 139 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp; 137 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;YETI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4329 | &nbsp;&nbsp;&nbsp;&nbsp; 137 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Genesco Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Leslie's Inc. | &nbsp;&nbsp;&nbsp;&nbsp;161791 | &nbsp;&nbsp;&nbsp;&nbsp; 68 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Stoneridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp; 43 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **167954** |
| **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49891 | &nbsp;&nbsp;&nbsp;&nbsp; 8214 |
|  | &nbsp;&nbsp;&nbsp;Turning Point Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102697 | &nbsp;&nbsp;&nbsp;&nbsp; 7781 |
|  | &nbsp;&nbsp;&nbsp;PriceSmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23470 | &nbsp;&nbsp;&nbsp;&nbsp; 2465 |
|  | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54755 | &nbsp;&nbsp;&nbsp;&nbsp; 2463 |
|  | &nbsp;&nbsp;&nbsp;Utz Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144625 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Herbalife Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;143038 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 |
|  | &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10395 | &nbsp;&nbsp;&nbsp;&nbsp; 1036 |
|  | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47969 | &nbsp;&nbsp;&nbsp;&nbsp; 967 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7050 | &nbsp;&nbsp;&nbsp;&nbsp; 787 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Honest Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107255 | &nbsp;&nbsp;&nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Calavo Growers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18423 | &nbsp;&nbsp;&nbsp;&nbsp; 490 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Celsius Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10542 | &nbsp;&nbsp;&nbsp;&nbsp; 489 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mission Produce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22320 | &nbsp;&nbsp;&nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5178 | &nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nature's Sunshine Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10544 | &nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28907** |
| **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** | **Energy (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;Viper Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;258973 | &nbsp;&nbsp;&nbsp;&nbsp; 9875 |
|  | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;53778 | &nbsp;&nbsp;&nbsp;&nbsp; 2566 |
|  | &nbsp;&nbsp;&nbsp;Excelerate Energy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;77963 | &nbsp;&nbsp;&nbsp;&nbsp; 2286 |
|  | &nbsp;&nbsp;&nbsp;Crescent Energy Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;258018 | &nbsp;&nbsp;&nbsp;&nbsp; 2219 |
|  | &nbsp;&nbsp;&nbsp;Permian Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;144468 | &nbsp;&nbsp;&nbsp;&nbsp; 1968 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Oceaneering International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78534 | &nbsp;&nbsp;&nbsp;&nbsp; 1627 |
|  | &nbsp;&nbsp;&nbsp;Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;81313 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;REX American Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27120 | &nbsp;&nbsp;&nbsp;&nbsp; 1321 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gulfport Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5722 | &nbsp;&nbsp;&nbsp;&nbsp; 1151 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Infinity Natural Resources Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;54540 | &nbsp;&nbsp;&nbsp;&nbsp; 998 |
|  | &nbsp;&nbsp;&nbsp;Riley Exploration Permian Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34872 | &nbsp;&nbsp;&nbsp;&nbsp; 915 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hallador Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;51345 | &nbsp;&nbsp;&nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Berry Corp. | &nbsp;&nbsp;&nbsp;&nbsp;141580 | &nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Diversified Energy Co. plc | &nbsp;&nbsp;&nbsp;&nbsp;20315 | &nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Epsilon Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;24166 | &nbsp;&nbsp;&nbsp;&nbsp; 178 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DMC Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17619 | &nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **28290** |
| **Financials (8.7%)** | **Financials (8.7%)** | **Financials (8.7%)** | **Financials (8.7%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;151539 | &nbsp;&nbsp;&nbsp;&nbsp; 15363 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Remitly Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;621497 | &nbsp;&nbsp;&nbsp;&nbsp; 11666 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;158866 | &nbsp;&nbsp;&nbsp;&nbsp; 8912 |
|  | &nbsp;&nbsp;&nbsp;WisdomTree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;566073 | &nbsp;&nbsp;&nbsp;&nbsp; 6516 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;93736 | &nbsp;&nbsp;&nbsp;&nbsp; 5754 |
|  | &nbsp;&nbsp;&nbsp;Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;19251 | &nbsp;&nbsp;&nbsp;&nbsp; 5351 |
|  | &nbsp;&nbsp;&nbsp;Moelis & Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;82126 | &nbsp;&nbsp;&nbsp;&nbsp; 5118 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NMI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;101535 | &nbsp;&nbsp;&nbsp;&nbsp; 4284 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SoFi Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;228177 | &nbsp;&nbsp;&nbsp;&nbsp; 4155 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palomar Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26907 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Affirm Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59931 | &nbsp;&nbsp;&nbsp;&nbsp; 4144 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Toast Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;87855 | &nbsp;&nbsp;&nbsp;&nbsp; 3891 |
|  | &nbsp;&nbsp;&nbsp;Popular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34917 | &nbsp;&nbsp;&nbsp;&nbsp; 3848 |
|  | &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120368 | &nbsp;&nbsp;&nbsp;&nbsp; 3338 |
|  | &nbsp;&nbsp;&nbsp;Northrim BanCorp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35580 | &nbsp;&nbsp;&nbsp;&nbsp; 3318 |
|  | &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;71100 | &nbsp;&nbsp;&nbsp;&nbsp; 3148 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Skyward Specialty Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54312 | &nbsp;&nbsp;&nbsp;&nbsp; 3139 |
|  | &nbsp;&nbsp;&nbsp;Morningstar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp; 2651 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Upstart Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37401 | &nbsp;&nbsp;&nbsp;&nbsp; 2419 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;StoneCo. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;134419 | &nbsp;&nbsp;&nbsp;&nbsp; 2156 |
|  | &nbsp;&nbsp;&nbsp;Federated Hermes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47131 | &nbsp;&nbsp;&nbsp;&nbsp; 2089 |
|  | &nbsp;&nbsp;&nbsp;Virtus Investment Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11109 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 |
|  | &nbsp;&nbsp;&nbsp;Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp; 1731 |
|  | &nbsp;&nbsp;&nbsp;First Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;31643 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bowhead Specialty Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40394 | &nbsp;&nbsp;&nbsp;&nbsp; 1516 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Payoneer Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;212217 | &nbsp;&nbsp;&nbsp;&nbsp; 1454 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Marqeta Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;233447 | &nbsp;&nbsp;&nbsp;&nbsp; 1361 |
|  | &nbsp;&nbsp;&nbsp;Acadian Asset Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33490 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chime Financial Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30794 | &nbsp;&nbsp;&nbsp;&nbsp; 1063 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SiriusPoint Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48834 | &nbsp;&nbsp;&nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Pathward Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11366 | &nbsp;&nbsp;&nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;American Coastal Insurance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79301 | &nbsp;&nbsp;&nbsp;&nbsp; 882 |
|  | &nbsp;&nbsp;&nbsp;SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23307 | &nbsp;&nbsp;&nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;Tiptree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31062 | &nbsp;&nbsp;&nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;HCI Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687 | &nbsp;&nbsp;&nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 | &nbsp;&nbsp;&nbsp;&nbsp; 516 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;International Money Express Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47165 | &nbsp;&nbsp;&nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;AMERISAFE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9731 | &nbsp;&nbsp;&nbsp;&nbsp; 426 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Heritage Insurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14692 | &nbsp;&nbsp;&nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Shore Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22261 | &nbsp;&nbsp;&nbsp;&nbsp; 350 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enova International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 | &nbsp;&nbsp;&nbsp;&nbsp; 336 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dave Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp; 220 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Priority Technology Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18853 | &nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **125244** |
| **Health Care (24.1%)** | **Health Care (24.1%)** | **Health Care (24.1%)** | **Health Care (24.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Doximity Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;303109 | &nbsp;&nbsp;&nbsp;&nbsp; 18593 |
|  | &nbsp;&nbsp;&nbsp;STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;58514 | &nbsp;&nbsp;&nbsp;&nbsp; 14056 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Align Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74048 | &nbsp;&nbsp;&nbsp;&nbsp; 14019 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Waystar Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;330141 | &nbsp;&nbsp;&nbsp;&nbsp; 13493 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Certara Inc. | 1136320 | &nbsp;&nbsp;&nbsp;&nbsp; 13295 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;233654 | &nbsp;&nbsp;&nbsp;&nbsp; 12155 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129028 | &nbsp;&nbsp;&nbsp;&nbsp; 12062 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cooper Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;160930 | &nbsp;&nbsp;&nbsp;&nbsp; 11452 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Globus Medical Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;182122 | &nbsp;&nbsp;&nbsp;&nbsp; 10749 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Veracyte Inc. | &nbsp;&nbsp;&nbsp;&nbsp;397676 | &nbsp;&nbsp;&nbsp;&nbsp; 10749 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Progyny Inc. | &nbsp;&nbsp;&nbsp;&nbsp;396472 | &nbsp;&nbsp;&nbsp;&nbsp; 8722 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28174 | &nbsp;&nbsp;&nbsp;&nbsp; 8527 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc. | &nbsp;&nbsp;&nbsp;&nbsp;382513 | &nbsp;&nbsp;&nbsp;&nbsp; 7130 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Exelixis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;161325 | &nbsp;&nbsp;&nbsp;&nbsp; 7110 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Insmed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66837 | &nbsp;&nbsp;&nbsp;&nbsp; 6726 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HealthEquity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63208 | &nbsp;&nbsp;&nbsp;&nbsp; 6622 |
|  | &nbsp;&nbsp;&nbsp;Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;122016 | &nbsp;&nbsp;&nbsp;&nbsp; 6278 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152686 | &nbsp;&nbsp;&nbsp;&nbsp; 6033 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127658 | &nbsp;&nbsp;&nbsp;&nbsp; 5999 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Penumbra Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22033 | &nbsp;&nbsp;&nbsp;&nbsp; 5654 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Exact Sciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;102111 | &nbsp;&nbsp;&nbsp;&nbsp; 5426 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41678 | &nbsp;&nbsp;&nbsp;&nbsp; 5238 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Medpace Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14583 | &nbsp;&nbsp;&nbsp;&nbsp; 4577 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25118 | &nbsp;&nbsp;&nbsp;&nbsp; 4421 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;124903 | &nbsp;&nbsp;&nbsp;&nbsp; 4154 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Legend Biotech Corp. ADR | &nbsp;&nbsp;&nbsp;&nbsp;115353 | &nbsp;&nbsp;&nbsp;&nbsp; 4094 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Hinge Health Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;76206 | &nbsp;&nbsp;&nbsp;&nbsp; 3944 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Veeva Systems Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;13567 | &nbsp;&nbsp;&nbsp;&nbsp; 3907 |
|  | &nbsp;&nbsp;&nbsp;Stevanato Group SpA | &nbsp;&nbsp;&nbsp;&nbsp;154958 | &nbsp;&nbsp;&nbsp;&nbsp; 3786 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nuvalent Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;48211 | &nbsp;&nbsp;&nbsp;&nbsp; 3678 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Natera Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21764 | &nbsp;&nbsp;&nbsp;&nbsp; 3677 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hims & Hers Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73761 | &nbsp;&nbsp;&nbsp;&nbsp; 3677 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TransMedics Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25764 | &nbsp;&nbsp;&nbsp;&nbsp; 3453 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92881 | &nbsp;&nbsp;&nbsp;&nbsp; 3377 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;213005 | &nbsp;&nbsp;&nbsp;&nbsp; 3365 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67497 | &nbsp;&nbsp;&nbsp;&nbsp; 3297 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;QuidelOrtho Corp. | &nbsp;&nbsp;&nbsp;&nbsp;113995 | &nbsp;&nbsp;&nbsp;&nbsp; 3285 |
|  | &nbsp;&nbsp;&nbsp;HealthStream Inc. | &nbsp;&nbsp;&nbsp;&nbsp;116471 | &nbsp;&nbsp;&nbsp;&nbsp; 3223 |
|  | &nbsp;&nbsp;&nbsp;iRadimed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53571 | &nbsp;&nbsp;&nbsp;&nbsp; 3203 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Option Care Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95640 | &nbsp;&nbsp;&nbsp;&nbsp; 3106 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52625 | &nbsp;&nbsp;&nbsp;&nbsp; 3031 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16612 | &nbsp;&nbsp;&nbsp;&nbsp; 2618 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arvinas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;331052 | &nbsp;&nbsp;&nbsp;&nbsp; 2437 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LivaNova plc | &nbsp;&nbsp;&nbsp;&nbsp;53305 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;217011 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103158 | &nbsp;&nbsp;&nbsp;&nbsp; 2225 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Guardant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42191 | &nbsp;&nbsp;&nbsp;&nbsp; 2196 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;143850 | &nbsp;&nbsp;&nbsp;&nbsp; 2129 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Phreesia Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62351 | &nbsp;&nbsp;&nbsp;&nbsp; 1774 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12516 | &nbsp;&nbsp;&nbsp;&nbsp; 1624 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;180210 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;206071 | &nbsp;&nbsp;&nbsp;&nbsp; 1558 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Teladoc Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;174905 | &nbsp;&nbsp;&nbsp;&nbsp; 1523 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Castle Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71301 | &nbsp;&nbsp;&nbsp;&nbsp; 1456 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9389 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals plc | &nbsp;&nbsp;&nbsp;&nbsp;11850 | &nbsp;&nbsp;&nbsp;&nbsp; 1258 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91493 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Keros Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;87697 | &nbsp;&nbsp;&nbsp;&nbsp; 1171 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TG Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32427 | &nbsp;&nbsp;&nbsp;&nbsp; 1167 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;136589 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LifeStance Health Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;206768 | &nbsp;&nbsp;&nbsp;&nbsp; 1069 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Owens & Minor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;114464 | &nbsp;&nbsp;&nbsp;&nbsp; 1042 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bioventus Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;151820 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dyne Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104273 | &nbsp;&nbsp;&nbsp;&nbsp; 993 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcus Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;119758 | &nbsp;&nbsp;&nbsp;&nbsp; 975 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Agenus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;197612 | &nbsp;&nbsp;&nbsp;&nbsp; 903 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Prothena Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;148096 | &nbsp;&nbsp;&nbsp;&nbsp; 899 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fulcrum Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126875 | &nbsp;&nbsp;&nbsp;&nbsp; 873 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enhabit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88561 | &nbsp;&nbsp;&nbsp;&nbsp; 854 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Xencor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99064 | &nbsp;&nbsp;&nbsp;&nbsp; 779 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35760 | &nbsp;&nbsp;&nbsp;&nbsp; 776 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Quanterix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;114116 | &nbsp;&nbsp;&nbsp;&nbsp; 759 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9155 | &nbsp;&nbsp;&nbsp;&nbsp; 749 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CareDx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37499 | &nbsp;&nbsp;&nbsp;&nbsp; 733 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bridgebio Pharma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16896 | &nbsp;&nbsp;&nbsp;&nbsp; 730 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alector Inc. | &nbsp;&nbsp;&nbsp;&nbsp;495299 | &nbsp;&nbsp;&nbsp;&nbsp; 693 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADMA Biologics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36289 | &nbsp;&nbsp;&nbsp;&nbsp; 661 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;177701 | &nbsp;&nbsp;&nbsp;&nbsp; 650 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aveanna Healthcare Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;123295 | &nbsp;&nbsp;&nbsp;&nbsp; 645 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Joint Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54332 | &nbsp;&nbsp;&nbsp;&nbsp; 627 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CorVel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5849 | &nbsp;&nbsp;&nbsp;&nbsp; 601 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Talkspace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;210704 | &nbsp;&nbsp;&nbsp;&nbsp; 586 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ardelyx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;149060 | &nbsp;&nbsp;&nbsp;&nbsp; 584 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Electromed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26196 | &nbsp;&nbsp;&nbsp;&nbsp; 576 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38963 | &nbsp;&nbsp;&nbsp;&nbsp; 546 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CytomX Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;235814 | &nbsp;&nbsp;&nbsp;&nbsp; 535 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MacroGenics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;437607 | &nbsp;&nbsp;&nbsp;&nbsp; 529 |
|  | &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6143 | &nbsp;&nbsp;&nbsp;&nbsp; 510 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27182 | &nbsp;&nbsp;&nbsp;&nbsp; 509 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alkermes plc | &nbsp;&nbsp;&nbsp;&nbsp;17568 | &nbsp;&nbsp;&nbsp;&nbsp; 503 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Tempus AI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7581 | &nbsp;&nbsp;&nbsp;&nbsp; 482 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AnaptysBio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21569 | &nbsp;&nbsp;&nbsp;&nbsp; 479 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;186296 | &nbsp;&nbsp;&nbsp;&nbsp; 456 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;OptimizeRx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33371 | &nbsp;&nbsp;&nbsp;&nbsp; 450 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26276 | &nbsp;&nbsp;&nbsp;&nbsp; 449 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43805 | &nbsp;&nbsp;&nbsp;&nbsp; 444 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38240 | &nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;10X Genomics Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;37473 | &nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adaptive Biotechnologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36661 | &nbsp;&nbsp;&nbsp;&nbsp; 427 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aclaris Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;282349 | &nbsp;&nbsp;&nbsp;&nbsp; 401 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HilleVax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192703 | &nbsp;&nbsp;&nbsp;&nbsp; 383 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21308 | &nbsp;&nbsp;&nbsp;&nbsp; 369 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AtriCure Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10879 | &nbsp;&nbsp;&nbsp;&nbsp; 356 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Puma Biotechnology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98741 | &nbsp;&nbsp;&nbsp;&nbsp; 339 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Twist Bioscience Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9188 | &nbsp;&nbsp;&nbsp;&nbsp; 338 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Niagen Bioscience Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22572 | &nbsp;&nbsp;&nbsp;&nbsp; 325 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49713 | &nbsp;&nbsp;&nbsp;&nbsp; 319 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viemed Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45874 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Clover Health Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;107232 | &nbsp;&nbsp;&nbsp;&nbsp; 299 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Beam Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16406 | &nbsp;&nbsp;&nbsp;&nbsp; 279 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MannKind Corp. | &nbsp;&nbsp;&nbsp;&nbsp;69637 | &nbsp;&nbsp;&nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Mesa Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp; 260 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Foghorn Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53644 | &nbsp;&nbsp;&nbsp;&nbsp; 252 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Terns Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66964 | &nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71052 | &nbsp;&nbsp;&nbsp;&nbsp; 242 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Black Diamond Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93180 | &nbsp;&nbsp;&nbsp;&nbsp; 231 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;300020 | &nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Neumora Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;281518 | &nbsp;&nbsp;&nbsp;&nbsp; 206 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TruBridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8430 | &nbsp;&nbsp;&nbsp;&nbsp; 197 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Novavax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29019 | &nbsp;&nbsp;&nbsp;&nbsp; 183 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Biohaven Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12804 | &nbsp;&nbsp;&nbsp;&nbsp; 181 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vir Biotechnology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33886 | &nbsp;&nbsp;&nbsp;&nbsp; 171 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Iovance Biotherapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89976 | &nbsp;&nbsp;&nbsp;&nbsp; 155 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6468 | &nbsp;&nbsp;&nbsp;&nbsp; 155 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alignment Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10329 | &nbsp;&nbsp;&nbsp;&nbsp; 145 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADC Therapeutics SA | &nbsp;&nbsp;&nbsp;&nbsp;51758 | &nbsp;&nbsp;&nbsp;&nbsp; 139 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;408394 | &nbsp;&nbsp;&nbsp;&nbsp; 121 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CorMedix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9453 | &nbsp;&nbsp;&nbsp;&nbsp; 116 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31049 | &nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Karyopharm Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24247 | &nbsp;&nbsp;&nbsp;&nbsp; 104 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MEI Pharma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36960 | &nbsp;&nbsp;&nbsp;&nbsp; 91 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;WaVe Life Sciences Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13647 | &nbsp;&nbsp;&nbsp;&nbsp; 89 |
| <sup>\*,1,2</sup> | &nbsp;&nbsp;&nbsp;Cartesian Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;414811 | &nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shattuck Labs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81363 | &nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Voyager Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17869 | &nbsp;&nbsp;&nbsp;&nbsp; 56 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122837 | &nbsp;&nbsp;&nbsp;&nbsp; 51 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Verrica Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32987 | &nbsp;&nbsp;&nbsp;&nbsp; 17 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **346613** |
| **Industrials (21.5%)** | **Industrials (21.5%)** | **Industrials (21.5%)** | **Industrials (21.5%)** |
|  | &nbsp;&nbsp;&nbsp;RB Global Inc. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;189325 | &nbsp;&nbsp;&nbsp;&nbsp; 20104 |
|  | &nbsp;&nbsp;&nbsp;Federal Signal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;151836 | &nbsp;&nbsp;&nbsp;&nbsp; 16158 |
|  | &nbsp;&nbsp;&nbsp;Alight Inc. Class A | 2554093 | &nbsp;&nbsp;&nbsp;&nbsp; 14456 |
|  | &nbsp;&nbsp;&nbsp;Sensata Technologies Holding plc | &nbsp;&nbsp;&nbsp;&nbsp;462335 | &nbsp;&nbsp;&nbsp;&nbsp; 13921 |
|  | &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56604 | &nbsp;&nbsp;&nbsp;&nbsp; 13158 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kirby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;108940 | &nbsp;&nbsp;&nbsp;&nbsp; 12355 |
|  | &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24497 | &nbsp;&nbsp;&nbsp;&nbsp; 11968 |
|  | &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20592 | &nbsp;&nbsp;&nbsp;&nbsp; 11042 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACV Auctions Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;605617 | &nbsp;&nbsp;&nbsp;&nbsp; 9823 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;StandardAero Inc. | &nbsp;&nbsp;&nbsp;&nbsp;303018 | &nbsp;&nbsp;&nbsp;&nbsp; 9591 |
|  | &nbsp;&nbsp;&nbsp;JBT Marel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75719 | &nbsp;&nbsp;&nbsp;&nbsp; 9106 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Generac Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52998 | &nbsp;&nbsp;&nbsp;&nbsp; 7590 |
|  | &nbsp;&nbsp;&nbsp;TriNet Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103608 | &nbsp;&nbsp;&nbsp;&nbsp; 7578 |
|  | &nbsp;&nbsp;&nbsp;EMCOR Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13914 | &nbsp;&nbsp;&nbsp;&nbsp; 7442 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Middleby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48325 | &nbsp;&nbsp;&nbsp;&nbsp; 6959 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Core & Main Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;107078 | &nbsp;&nbsp;&nbsp;&nbsp; 6462 |
|  | &nbsp;&nbsp;&nbsp;GFL Environmental Inc. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;123742 | &nbsp;&nbsp;&nbsp;&nbsp; 6244 |
|  | &nbsp;&nbsp;&nbsp;Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71446 | &nbsp;&nbsp;&nbsp;&nbsp; 5569 |
|  | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35880 | &nbsp;&nbsp;&nbsp;&nbsp; 5169 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cimpress plc | &nbsp;&nbsp;&nbsp;&nbsp;104343 | &nbsp;&nbsp;&nbsp;&nbsp; 4904 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21187 | &nbsp;&nbsp;&nbsp;&nbsp; 4888 |
|  | &nbsp;&nbsp;&nbsp;ESCO Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25403 | &nbsp;&nbsp;&nbsp;&nbsp; 4874 |
|  | &nbsp;&nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65658 | &nbsp;&nbsp;&nbsp;&nbsp; 4752 |
|  | &nbsp;&nbsp;&nbsp;EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;48885 | &nbsp;&nbsp;&nbsp;&nbsp; 4193 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SPX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24517 | &nbsp;&nbsp;&nbsp;&nbsp; 4111 |
|  | &nbsp;&nbsp;&nbsp;MSA Safety Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22723 | &nbsp;&nbsp;&nbsp;&nbsp; 3807 |
|  | &nbsp;&nbsp;&nbsp;FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;32854 | &nbsp;&nbsp;&nbsp;&nbsp; 3780 |
|  | &nbsp;&nbsp;&nbsp;Pitney Bowes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;346371 | &nbsp;&nbsp;&nbsp;&nbsp; 3779 |
|  | &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38589 | &nbsp;&nbsp;&nbsp;&nbsp; 3666 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lyft Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;221269 | &nbsp;&nbsp;&nbsp;&nbsp; 3487 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Paylocity Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18651 | &nbsp;&nbsp;&nbsp;&nbsp; 3379 |
|  | &nbsp;&nbsp;&nbsp;Interface Inc. | &nbsp;&nbsp;&nbsp;&nbsp;158701 | &nbsp;&nbsp;&nbsp;&nbsp; 3322 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;45364 | &nbsp;&nbsp;&nbsp;&nbsp; 3291 |
|  | &nbsp;&nbsp;&nbsp;Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;44596 | &nbsp;&nbsp;&nbsp;&nbsp; 3152 |
|  | &nbsp;&nbsp;&nbsp;Watts Water Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12262 | &nbsp;&nbsp;&nbsp;&nbsp; 3015 |
|  | &nbsp;&nbsp;&nbsp;Maximus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41925 | &nbsp;&nbsp;&nbsp;&nbsp; 2943 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rocket Lab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;80443 | &nbsp;&nbsp;&nbsp;&nbsp; 2877 |
|  | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;116392 | &nbsp;&nbsp;&nbsp;&nbsp; 2798 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Legalzoom.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;264135 | &nbsp;&nbsp;&nbsp;&nbsp; 2353 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15443 | &nbsp;&nbsp;&nbsp;&nbsp; 2124 |
|  | &nbsp;&nbsp;&nbsp;Douglas Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64325 | &nbsp;&nbsp;&nbsp;&nbsp; 1896 |
|  | &nbsp;&nbsp;&nbsp;Leonardo DRS Inc. | &nbsp;&nbsp;&nbsp;&nbsp;39804 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 |
|  | &nbsp;&nbsp;&nbsp;Argan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8068 | &nbsp;&nbsp;&nbsp;&nbsp; 1779 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gibraltar Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26119 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Graham Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30929 | &nbsp;&nbsp;&nbsp;&nbsp; 1531 |
|  | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11086 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CoreCivic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67782 | &nbsp;&nbsp;&nbsp;&nbsp; 1428 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DXP Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15954 | &nbsp;&nbsp;&nbsp;&nbsp; 1398 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liquidity Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58790 | &nbsp;&nbsp;&nbsp;&nbsp; 1387 |
|  | &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29314 | &nbsp;&nbsp;&nbsp;&nbsp; 1341 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Energy Recovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104766 | &nbsp;&nbsp;&nbsp;&nbsp; 1339 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Upwork Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96882 | &nbsp;&nbsp;&nbsp;&nbsp; 1302 |
|  | &nbsp;&nbsp;&nbsp;Costamare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;136510 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 |
|  | &nbsp;&nbsp;&nbsp;Barrett Business Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29686 | &nbsp;&nbsp;&nbsp;&nbsp; 1238 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sun Country Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102759 | &nbsp;&nbsp;&nbsp;&nbsp; 1207 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Loar Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13652 | &nbsp;&nbsp;&nbsp;&nbsp; 1176 |
|  | &nbsp;&nbsp;&nbsp;Powell Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5530 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;Lindsay Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7443 | &nbsp;&nbsp;&nbsp;&nbsp; 1074 |
|  | &nbsp;&nbsp;&nbsp;Allient Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28334 | &nbsp;&nbsp;&nbsp;&nbsp; 1029 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NEXTracker Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;18324 | &nbsp;&nbsp;&nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;REV Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17345 | &nbsp;&nbsp;&nbsp;&nbsp; 825 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Superconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21979 | &nbsp;&nbsp;&nbsp;&nbsp; 806 |
|  | &nbsp;&nbsp;&nbsp;Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16612 | &nbsp;&nbsp;&nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;McGrath RentCorp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6172 | &nbsp;&nbsp;&nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Gorman-Rupp Co. | &nbsp;&nbsp;&nbsp;&nbsp;19406 | &nbsp;&nbsp;&nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Insteel Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18868 | &nbsp;&nbsp;&nbsp;&nbsp; 702 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IBEX Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;23136 | &nbsp;&nbsp;&nbsp;&nbsp; 673 |
|  | &nbsp;&nbsp;&nbsp;CSG Systems International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10152 | &nbsp;&nbsp;&nbsp;&nbsp; 663 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 | &nbsp;&nbsp;&nbsp;&nbsp; 482 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bloom Energy Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;18936 | &nbsp;&nbsp;&nbsp;&nbsp; 453 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Franklin Covey Co. | &nbsp;&nbsp;&nbsp;&nbsp;18220 | &nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp;&nbsp;&nbsp; 337 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Innodata Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339 | &nbsp;&nbsp;&nbsp;&nbsp; 325 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MRC Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23564 | &nbsp;&nbsp;&nbsp;&nbsp; 323 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Willdan Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138 | &nbsp;&nbsp;&nbsp;&nbsp; 321 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MYR Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;LSI Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16562 | &nbsp;&nbsp;&nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp; 278 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alaska Air Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353 | &nbsp;&nbsp;&nbsp;&nbsp; 265 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hillman Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32282 | &nbsp;&nbsp;&nbsp;&nbsp; 230 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Costamare Bulkers Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22570 | &nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Mueller Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp; 191 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ExlService Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp; 152 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Resolute Holdings Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675 | &nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635 | &nbsp;&nbsp;&nbsp;&nbsp; 148 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mayville Engineering Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9096 | &nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Marten Transport Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10996 | &nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Quad / Graphics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20835 | &nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Virco Mfg. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14527 | &nbsp;&nbsp;&nbsp;&nbsp; 116 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **308777** |
| **Information Technology (19.2%)** | **Information Technology (19.2%)** | **Information Technology (19.2%)** | **Information Technology (19.2%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;264712 | &nbsp;&nbsp;&nbsp;&nbsp; 20113 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dynatrace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;348536 | &nbsp;&nbsp;&nbsp;&nbsp; 19243 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sprout Social Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;695116 | &nbsp;&nbsp;&nbsp;&nbsp; 14535 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc. | &nbsp;&nbsp;&nbsp;&nbsp;372609 | &nbsp;&nbsp;&nbsp;&nbsp; 14234 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alkami Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;379343 | &nbsp;&nbsp;&nbsp;&nbsp; 11433 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blackbaud Inc. | &nbsp;&nbsp;&nbsp;&nbsp;147897 | &nbsp;&nbsp;&nbsp;&nbsp; 9496 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Elastic NV | &nbsp;&nbsp;&nbsp;&nbsp;105112 | &nbsp;&nbsp;&nbsp;&nbsp; 8864 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ON Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;166687 | &nbsp;&nbsp;&nbsp;&nbsp; 8736 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Manhattan Associates Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34683 | &nbsp;&nbsp;&nbsp;&nbsp; 6849 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pure Storage Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;111421 | &nbsp;&nbsp;&nbsp;&nbsp; 6416 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Guidewire Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25891 | &nbsp;&nbsp;&nbsp;&nbsp; 6096 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Monday.com Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17119 | &nbsp;&nbsp;&nbsp;&nbsp; 5384 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;N-able Inc. | &nbsp;&nbsp;&nbsp;&nbsp;609644 | &nbsp;&nbsp;&nbsp;&nbsp; 4938 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Extreme Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;274601 | &nbsp;&nbsp;&nbsp;&nbsp; 4929 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Commvault Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27213 | &nbsp;&nbsp;&nbsp;&nbsp; 4744 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dropbox Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;158933 | &nbsp;&nbsp;&nbsp;&nbsp; 4545 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Astera Labs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48166 | &nbsp;&nbsp;&nbsp;&nbsp; 4355 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Credo Technology Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;45052 | &nbsp;&nbsp;&nbsp;&nbsp; 4171 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Olo Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;467123 | &nbsp;&nbsp;&nbsp;&nbsp; 4157 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RingCentral Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;137989 | &nbsp;&nbsp;&nbsp;&nbsp; 3912 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Klaviyo Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;114951 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fabrinet | &nbsp;&nbsp;&nbsp;&nbsp;12936 | &nbsp;&nbsp;&nbsp;&nbsp; 3812 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Domo Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;267476 | &nbsp;&nbsp;&nbsp;&nbsp; 3737 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Calix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67418 | &nbsp;&nbsp;&nbsp;&nbsp; 3586 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;155142 | &nbsp;&nbsp;&nbsp;&nbsp; 3578 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IonQ Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75938 | &nbsp;&nbsp;&nbsp;&nbsp; 3263 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cellebrite DI Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;196551 | &nbsp;&nbsp;&nbsp;&nbsp; 3145 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Semtech Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58598 | &nbsp;&nbsp;&nbsp;&nbsp; 2645 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;UiPath Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;205214 | &nbsp;&nbsp;&nbsp;&nbsp; 2627 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MaxLinear Inc. | &nbsp;&nbsp;&nbsp;&nbsp;177856 | &nbsp;&nbsp;&nbsp;&nbsp; 2527 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;276521 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Asana Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;179653 | &nbsp;&nbsp;&nbsp;&nbsp; 2425 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Workiva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34241 | &nbsp;&nbsp;&nbsp;&nbsp; 2344 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACI Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50773 | &nbsp;&nbsp;&nbsp;&nbsp; 2331 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sanmina Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22366 | &nbsp;&nbsp;&nbsp;&nbsp; 2188 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arlo Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;118155 | &nbsp;&nbsp;&nbsp;&nbsp; 2004 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Confluent Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;78880 | &nbsp;&nbsp;&nbsp;&nbsp; 1966 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283 | &nbsp;&nbsp;&nbsp;&nbsp; 1849 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pagaya Technologies Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;83898 | &nbsp;&nbsp;&nbsp;&nbsp; 1789 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LiveRamp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54098 | &nbsp;&nbsp;&nbsp;&nbsp; 1787 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PROS Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;112854 | &nbsp;&nbsp;&nbsp;&nbsp; 1767 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nutanix Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;22446 | &nbsp;&nbsp;&nbsp;&nbsp; 1716 |
|  | &nbsp;&nbsp;&nbsp;InterDigital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7422 | &nbsp;&nbsp;&nbsp;&nbsp; 1664 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SkyWater Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;163621 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;D-Wave Quantum Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107889 | &nbsp;&nbsp;&nbsp;&nbsp; 1579 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;nLight Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79331 | &nbsp;&nbsp;&nbsp;&nbsp; 1561 |
|  | &nbsp;&nbsp;&nbsp;OneSpan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92739 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rambus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24141 | &nbsp;&nbsp;&nbsp;&nbsp; 1546 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Q2 Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16466 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wix.com Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9692 | &nbsp;&nbsp;&nbsp;&nbsp; 1536 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Harmonic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;154973 | &nbsp;&nbsp;&nbsp;&nbsp; 1468 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Penguin Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73947 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CommScope Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176730 | &nbsp;&nbsp;&nbsp;&nbsp; 1463 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rubrik Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;15539 | &nbsp;&nbsp;&nbsp;&nbsp; 1392 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gitlab Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;30674 | &nbsp;&nbsp;&nbsp;&nbsp; 1384 |
|  | &nbsp;&nbsp;&nbsp;MKS Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12697 | &nbsp;&nbsp;&nbsp;&nbsp; 1262 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DigitalOcean Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44143 | &nbsp;&nbsp;&nbsp;&nbsp; 1261 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ambarella Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18770 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Unity Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49411 | &nbsp;&nbsp;&nbsp;&nbsp; 1196 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CEVA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50545 | &nbsp;&nbsp;&nbsp;&nbsp; 1111 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;eGain Corp. | &nbsp;&nbsp;&nbsp;&nbsp;167975 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PDF Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47829 | &nbsp;&nbsp;&nbsp;&nbsp; 1023 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Rigetti Computing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86050 | &nbsp;&nbsp;&nbsp;&nbsp; 1021 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Braze Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35968 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ooma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78076 | &nbsp;&nbsp;&nbsp;&nbsp; 1007 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PagerDuty Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65604 | &nbsp;&nbsp;&nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Climb Global Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp; 994 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Backblaze Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;179873 | &nbsp;&nbsp;&nbsp;&nbsp; 989 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Appian Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32933 | &nbsp;&nbsp;&nbsp;&nbsp; 983 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BigCommerce Holdings Inc. Series 1 | &nbsp;&nbsp;&nbsp;&nbsp;195502 | &nbsp;&nbsp;&nbsp;&nbsp; 978 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;SoundHound AI Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;88881 | &nbsp;&nbsp;&nbsp;&nbsp; 954 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Corsair Gaming Inc. | &nbsp;&nbsp;&nbsp;&nbsp;97386 | &nbsp;&nbsp;&nbsp;&nbsp; 918 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mirion Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42358 | &nbsp;&nbsp;&nbsp;&nbsp; 912 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Impinj Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8137 | &nbsp;&nbsp;&nbsp;&nbsp; 904 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38916 | &nbsp;&nbsp;&nbsp;&nbsp; 878 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Weave Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98893 | &nbsp;&nbsp;&nbsp;&nbsp; 823 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Freshworks Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53331 | &nbsp;&nbsp;&nbsp;&nbsp; 795 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tenable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22179 | &nbsp;&nbsp;&nbsp;&nbsp; 749 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CPI Card Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23283 | &nbsp;&nbsp;&nbsp;&nbsp; 552 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Evolv Technologies Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88082 | &nbsp;&nbsp;&nbsp;&nbsp; 550 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ouster Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21284 | &nbsp;&nbsp;&nbsp;&nbsp; 516 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;FormFactor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14868 | &nbsp;&nbsp;&nbsp;&nbsp; 512 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Quantum Computing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26142 | &nbsp;&nbsp;&nbsp;&nbsp; 501 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Turtle Beach Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35501 | &nbsp;&nbsp;&nbsp;&nbsp; 491 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Teradata Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21914 | &nbsp;&nbsp;&nbsp;&nbsp; 489 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kaltura Inc. | &nbsp;&nbsp;&nbsp;&nbsp;242667 | &nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Five9 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17815 | &nbsp;&nbsp;&nbsp;&nbsp; 472 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Daktronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30440 | &nbsp;&nbsp;&nbsp;&nbsp; 460 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACM Research Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;16071 | &nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9882 | &nbsp;&nbsp;&nbsp;&nbsp; 342 |
|  | &nbsp;&nbsp;&nbsp;Pegasystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6298 | &nbsp;&nbsp;&nbsp;&nbsp; 341 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BILL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7357 | &nbsp;&nbsp;&nbsp;&nbsp; 340 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Yext Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31327 | &nbsp;&nbsp;&nbsp;&nbsp; 266 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Digital Turbine Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43714 | &nbsp;&nbsp;&nbsp;&nbsp; 258 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;inTEST Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35304 | &nbsp;&nbsp;&nbsp;&nbsp; 257 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Sapiens International Corp. NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7720 | &nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Amkor Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10309 | &nbsp;&nbsp;&nbsp;&nbsp; 216 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viavi Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16688 | &nbsp;&nbsp;&nbsp;&nbsp; 168 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blend Labs Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;45346 | &nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SentinelOne Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7977 | &nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ichor Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894 | &nbsp;&nbsp;&nbsp;&nbsp; 96 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Upland Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34832 | &nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **277010** |
| **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** | **Materials (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Eagle Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15895 | &nbsp;&nbsp;&nbsp;&nbsp; 3213 |
|  | &nbsp;&nbsp;&nbsp;United States Lime & Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28274 | &nbsp;&nbsp;&nbsp;&nbsp; 2822 |
|  | &nbsp;&nbsp;&nbsp;Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9020 | &nbsp;&nbsp;&nbsp;&nbsp; 2493 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;74787 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26364 | &nbsp;&nbsp;&nbsp;&nbsp; 2106 |
|  | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64682 | &nbsp;&nbsp;&nbsp;&nbsp; 2007 |
|  | &nbsp;&nbsp;&nbsp;Myers Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;136893 | &nbsp;&nbsp;&nbsp;&nbsp; 1984 |
|  | &nbsp;&nbsp;&nbsp;Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214 | &nbsp;&nbsp;&nbsp;&nbsp; 671 |
|  | &nbsp;&nbsp;&nbsp;Innospec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7057 | &nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp;39873 | &nbsp;&nbsp;&nbsp;&nbsp; 530 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Core Molding Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29356 | &nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5356 | &nbsp;&nbsp;&nbsp;&nbsp; 461 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Compass Minerals International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12726 | &nbsp;&nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Koppers Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **20029** |
| **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;Phillips Edison & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;110652 | &nbsp;&nbsp;&nbsp;&nbsp; 3876 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14942 | &nbsp;&nbsp;&nbsp;&nbsp; 3822 |
|  | &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co. | &nbsp;&nbsp;&nbsp;&nbsp;220510 | &nbsp;&nbsp;&nbsp;&nbsp; 1689 |
|  | &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;164706 | &nbsp;&nbsp;&nbsp;&nbsp; 1429 |
|  | &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108133 | &nbsp;&nbsp;&nbsp;&nbsp; 1359 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Compass Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;154940 | &nbsp;&nbsp;&nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;Postal Realty Trust Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;43630 | &nbsp;&nbsp;&nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;13777 | &nbsp;&nbsp;&nbsp;&nbsp; 551 |
|  | &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3979 | &nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Tanger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **14620** |
| **Utilities (0.3%)** | **Utilities (0.3%)** | **Utilities (0.3%)** | **Utilities (0.3%)** |
|  | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22242 | &nbsp;&nbsp;&nbsp;&nbsp; 3572 |
|  | &nbsp;&nbsp;&nbsp;MGE Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4965 | &nbsp;&nbsp;&nbsp;&nbsp; 439 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **4011** |
| **Total Common Stocks (Cost $1,403,778)** | **Total Common Stocks (Cost $1,403,778)** | **Total Common Stocks (Cost $1,403,778)** | &nbsp;&nbsp;&nbsp;&nbsp;**1387937** |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Temporary Cash Investments (3.7%)** | **Temporary Cash Investments (3.7%)** | **Temporary Cash Investments (3.7%)** | **Temporary Cash Investments (3.7%)** |
| **Money Market Fund (3.7%)** | **Money Market Fund (3.7%)** | **Money Market Fund (3.7%)** | **Money Market Fund (3.7%)** |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.355% **(Cost $52,804)** | &nbsp;&nbsp;&nbsp;&nbsp;528065 | &nbsp;&nbsp;&nbsp;&nbsp; **52801** |
| **Total Investments (100.2%) (Cost $1,456,582)** | **Total Investments (100.2%) (Cost $1,456,582)** | **Total Investments (100.2%) (Cost $1,456,582)** | &nbsp;&nbsp;&nbsp;&nbsp;**1440738** |
| **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;**(2586)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1438152** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $3,293. |
| 2 | Security value determined using significant unobservable inputs. |
| 3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 4 | Collateral of $3,696 was received for securities on loan. |
|  | ADR—American Depositary Receipt. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini Russell 2000 Index | September 2025 | 285 | 31232 | &nbsp;&nbsp;959 |

---

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

------

Small Company Growth Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,403,778) | 1387937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $52,804) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52801 |
| Total Investments in Securities | 1440738 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2894 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| **Total Assets** | **1446694** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3804 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8542** |
| **Net Assets** | **1438152** |
| 1 Includes $3,293 of securities on loan. |  |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 1461364 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(23212) |
| **Net Assets** | **1438152** |
| **Net Assets** |  |
| **Applicable to 81,466,185 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1438152** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$17.65** |

---

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

------

Small Company Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;4549 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;1209 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Total Income | &nbsp;&nbsp;&nbsp;5778 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(123) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;1369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Total Expenses | &nbsp;&nbsp;&nbsp;2126 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;**3652** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;&nbsp;2764 |
| Futures Contracts | &nbsp;&nbsp;(5118) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;**(2354)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | (30756) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;2388 |
| **Change in Unrealized Appreciation (Depreciation)** | **(28368)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **(27070)** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $36. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,155, ($1), and ($3), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Small Company Growth Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2354) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143531 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(28368) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10887 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;(27070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161528 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(106517) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8241) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142153 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;106517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 |
| Redeemed | &nbsp;&nbsp;&nbsp;(136892) | &nbsp;&nbsp;&nbsp;&nbsp;(267498) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34449 | &nbsp;&nbsp;&nbsp;&nbsp;(117104) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;(99138) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36183 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1537290** | &nbsp;&nbsp;&nbsp;**1501107** |
| **End of Period** | **1438152** | &nbsp;&nbsp;&nbsp;**1537290** |

---

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

------

Small Company Growth Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$19.51** | &nbsp;&nbsp;&nbsp;**$17.61** | &nbsp;&nbsp;&nbsp;**$14.78** | &nbsp;&nbsp;&nbsp;**$26.50** | &nbsp;&nbsp;&nbsp;**$24.49** | &nbsp;&nbsp;&nbsp;**$23.08** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.102 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;(.512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.806 | &nbsp;&nbsp;&nbsp;&nbsp;(5.677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.521 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;(.466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.895 | &nbsp;&nbsp;&nbsp;&nbsp;(5.604) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.623 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.092) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.057) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.143) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;(1.302) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6.059) | &nbsp;&nbsp;&nbsp;&nbsp;(1.288) | &nbsp;&nbsp;&nbsp;&nbsp;(2.070) |
| Total Distributions | &nbsp;&nbsp;&nbsp;(1.394) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.065) | &nbsp;&nbsp;&nbsp;&nbsp;(6.116) | &nbsp;&nbsp;&nbsp;&nbsp;(1.389) | &nbsp;&nbsp;&nbsp;&nbsp;(2.213) |
| **Net Asset Value, End of Period** | **$17.65** | &nbsp;&nbsp;&nbsp;**$19.51** | &nbsp;&nbsp;&nbsp;**$17.61** | &nbsp;&nbsp;&nbsp;**$14.78** | &nbsp;&nbsp;&nbsp;**$26.50** | &nbsp;&nbsp;&nbsp;**$24.49** |
| **Total Return** | **-1.79%** | &nbsp;&nbsp;&nbsp;**11.38%** | &nbsp;&nbsp;&nbsp;**19.65%** | &nbsp;&nbsp;&nbsp;**-25.35%** | &nbsp;&nbsp;&nbsp;**14.22%** | &nbsp;&nbsp;&nbsp;**23.18%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $1438 | &nbsp;&nbsp;&nbsp;$1537 | &nbsp;&nbsp;&nbsp;$1501 | &nbsp;&nbsp;&nbsp;$1328 | &nbsp;&nbsp;&nbsp;$1944 | &nbsp;&nbsp;&nbsp;$2130 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | 0.30% | &nbsp;&nbsp;&nbsp;0.29%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% |
| Ratio of Net Investment Income to Average Net Assets | 0.49% | &nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;0.43% | &nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;0.52% |
| Portfolio Turnover Rate | 33% | &nbsp;&nbsp;&nbsp;51% | &nbsp;&nbsp;&nbsp;59% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;57%<sup>4</sup> | &nbsp;&nbsp;&nbsp;53% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.02%), (0.03%), (0.03%), (0.02%), (0.02%), and (0.02%). |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.29%. |
| 4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio's capital shares. |

---

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

------

Small Company Growth Portfolio

Notes to Financial Statements

The Small Company Growth Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

**A.** The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

2. Futures Contracts: The portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio 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 portfolio 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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio's average investments in long and short futures contracts represented 2% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

3. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio'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. Securities Lending: To earn additional income, the portfolio lends its securities to qualified institutional borrowers. Security loans are subject to termination by the portfolio at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The portfolio further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the portfolio; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the portfolio may experience delays and costs in recovering the securities loaned. The portfolio invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the portfolio is entitled to all distributions made on or in respect of the loaned securities.

6. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

------

Small Company Growth Portfolio

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

7. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. 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.** The investment advisory firm ArrowMark Colorado Holdings, LLC, provides investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by
the advisor. The basic fee of ArrowMark Colorado Holdings, LLC, is subject to quarterly adjustments based on performance relative to the Russell 2500 Growth Index for the proceeding five years.

Vanguard provides investment advisory services to a portion of the portfolio as described below; the portfolio paid Vanguard advisory fees of $121,000 for the six months ended June 30, 2025.

For the six months ended June 30, 2025, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.12% of the portfolio's average net assets, before a net decrease $123,000 (0.02%) based on performance.

**C.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of
trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $36,000, representing less than 0.01% of the portfolio's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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 portfolio's investments and derivatives as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 1387862 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;1387937 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52801 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52801 |
| Total | 1440663 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;1440738 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 959 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;959 |

---

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

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;1467779 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218085 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(244167) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26082) |

---

------

Small Company Growth Portfolio

**F.** During the six months ended June 30, 2025, the portfolio purchased $453,406,000 of investment securities and sold $526,100,000 of investment securities, other than temporary cash investments.

The portfolio 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 six months ended June 30, 2025, such purchases were $1,318,000 and sales were $6,835,000, resulting in net realized gain of $1,407,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

**G.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;3675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7556 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;6539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 |
| Redeemed | (7556) | &nbsp;&nbsp;&nbsp;(14427) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;2658 | &nbsp;&nbsp;&nbsp;&nbsp;(6428) |

---

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

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

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

At June 30, 2025, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 50% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

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

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

Q692SCG 082025

------

![](tm2519836d12vviftotbonini001.jpg)

#### Financial Statements

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

#### Vanguard Variable Insurance Funds

#### Total Bond Market Index Portfolio

------

#### Contents
Financial Statements 1 <br>

------

Total Bond Market Index Portfolio

Financial Statements (unaudited)

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

The portfolio 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 portfolio's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** | **U.S. Government and Agency Obligations (67.5%)** |
| **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** | **U.S. Government Securities (47.5%)** |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7723 | &nbsp;&nbsp; 7763 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14250 | &nbsp;&nbsp; 13746 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6966 | &nbsp;&nbsp; 6811 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13828 | &nbsp;&nbsp; 13883 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10068 | &nbsp;&nbsp; 9796 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10578 | &nbsp;&nbsp; 10623 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2366 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10163 | &nbsp;&nbsp; 9794 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13393 | &nbsp;&nbsp; 13361 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3528 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11270 | &nbsp;&nbsp; 10855 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9191 | &nbsp;&nbsp; 9144 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5550 | &nbsp;&nbsp; 5600 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9930 | &nbsp;&nbsp; 9575 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4075 | &nbsp;&nbsp; 3956 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6831 | &nbsp;&nbsp; 6850 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7946 | &nbsp;&nbsp; 7747 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8408 | &nbsp;&nbsp; 8490 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4320 | &nbsp;&nbsp; 4166 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 | &nbsp;&nbsp; 4916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15349 | &nbsp;&nbsp; 15429 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10994 | &nbsp;&nbsp; 11076 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9191 | &nbsp;&nbsp; 8847 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15045 | &nbsp;&nbsp; 15134 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8930 | &nbsp;&nbsp; 8951 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 17534 | &nbsp;&nbsp; 16913 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9468 | &nbsp;&nbsp; 9512 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3422 | &nbsp;&nbsp; 3338 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9489 | &nbsp;&nbsp; 9534 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3143 | &nbsp;&nbsp; 3008 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10113 | &nbsp;&nbsp; 9801 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10058 | &nbsp;&nbsp; 10111 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9250 | &nbsp;&nbsp; 9320 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3963 | &nbsp;&nbsp; 3754 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5950 | &nbsp;&nbsp; 5823 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 12477 | &nbsp;&nbsp; 12498 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8618 | &nbsp;&nbsp; 8725 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6820 | &nbsp;&nbsp; 6431 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5620 | &nbsp;&nbsp; 5520 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 14723 | &nbsp;&nbsp; 14722 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9381 | &nbsp;&nbsp; 9149 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 12992 | &nbsp;&nbsp; 13164 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6605 | &nbsp;&nbsp; 6213 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7535 | &nbsp;&nbsp; 7379 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11229 | &nbsp;&nbsp; 11256 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6014 | &nbsp;&nbsp; 6114 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8889 | &nbsp;&nbsp; 8340 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9539 | &nbsp;&nbsp; 9453 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6996 | &nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6993 | &nbsp;&nbsp; 7080 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9260 | &nbsp;&nbsp; 8641 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11284 | &nbsp;&nbsp; 11064 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8447 | &nbsp;&nbsp; 8193 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10735 | &nbsp;&nbsp; 10740 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7825 | &nbsp;&nbsp; 7305 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7888 | &nbsp;&nbsp; 7791 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7144 | &nbsp;&nbsp; 7095 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8525 | &nbsp;&nbsp; 7916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7865 | &nbsp;&nbsp; 7936 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 13437 | &nbsp;&nbsp; 13483 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10290 | &nbsp;&nbsp; 9557 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8761 | &nbsp;&nbsp; 8841 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7302 | &nbsp;&nbsp; 7060 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10100 | &nbsp;&nbsp; 10194 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8128 | &nbsp;&nbsp; 7556 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7007 | &nbsp;&nbsp; 7034 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9190 | &nbsp;&nbsp; 9255 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11360 | &nbsp;&nbsp; 10531 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6060 | &nbsp;&nbsp; 6086 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8482 | &nbsp;&nbsp; 8592 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12760 | &nbsp;&nbsp; 11837 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7611 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9790 | &nbsp;&nbsp; 9556 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8872 | &nbsp;&nbsp; 8992 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12968 | &nbsp;&nbsp; 12126 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7787 | &nbsp;&nbsp; 7845 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9991 | &nbsp;&nbsp; 10039 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12036 | &nbsp;&nbsp; 11270 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6846 | &nbsp;&nbsp; 6834 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10598 | &nbsp;&nbsp; 10612 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10814 | &nbsp;&nbsp; 10107 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6803 | &nbsp;&nbsp; 6766 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 11755 | &nbsp;&nbsp; 11492 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 14479 | &nbsp;&nbsp; 14502 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10615 | &nbsp;&nbsp; 9903 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8293 | &nbsp;&nbsp; 8275 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7220 | &nbsp;&nbsp; 7258 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9941 | &nbsp;&nbsp; 9254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8012 | &nbsp;&nbsp; 8080 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12705 | &nbsp;&nbsp; 11712 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6769 | &nbsp;&nbsp; 6851 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 12366 | &nbsp;&nbsp; 12061 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 342 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13987 | &nbsp;&nbsp; 12915 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 5507 | &nbsp;&nbsp; 5615 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13792 | &nbsp;&nbsp; 12759 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8643 | &nbsp;&nbsp; 8883 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10725 | &nbsp;&nbsp; 9943 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8243 | &nbsp;&nbsp; 8540 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 11328 | &nbsp;&nbsp; 11116 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp; 1731 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 9995 | &nbsp;&nbsp; 9288 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10440 | &nbsp;&nbsp; 10659 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10224 | &nbsp;&nbsp; 9445 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8356 | &nbsp;&nbsp; 8364 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8040 | &nbsp;&nbsp; 7510 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9078 | &nbsp;&nbsp; 9160 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10333 | &nbsp;&nbsp; 9950 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8640 | &nbsp;&nbsp; 8097 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11636 | &nbsp;&nbsp; 11843 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9595 | &nbsp;&nbsp; 9142 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10214 | &nbsp;&nbsp; 10354 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9400 | &nbsp;&nbsp; 9113 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 9639 | &nbsp;&nbsp; 9941 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8871 | &nbsp;&nbsp; 8438 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8802 | &nbsp;&nbsp; 8488 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13504 | &nbsp;&nbsp; 13874 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7145 | &nbsp;&nbsp; 7015 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12477 | &nbsp;&nbsp; 12711 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6550 | &nbsp;&nbsp; 6274 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10176 | &nbsp;&nbsp; 10271 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4620 | &nbsp;&nbsp; 4254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5835 | &nbsp;&nbsp; 5695 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13505 | &nbsp;&nbsp; 13440 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12655 | &nbsp;&nbsp; 12528 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6802 | &nbsp;&nbsp; 6834 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5925 | &nbsp;&nbsp; 5981 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10029 | &nbsp;&nbsp; 10174 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2351 | &nbsp;&nbsp; 2165 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5971 | &nbsp;&nbsp; 5997 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11735 | &nbsp;&nbsp; 11908 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6303 | &nbsp;&nbsp; 6330 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11824 | &nbsp;&nbsp; 12119 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4790 | &nbsp;&nbsp; 4735 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 12208 | &nbsp;&nbsp; 12451 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8994 | &nbsp;&nbsp; 8139 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 15926 | &nbsp;&nbsp; 16084 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4725 | &nbsp;&nbsp; 4691 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8715 | &nbsp;&nbsp; 8797 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5295 | &nbsp;&nbsp; 5227 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 9368 | &nbsp;&nbsp; 9406 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 13704 | &nbsp;&nbsp; 11790 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1493 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5680 | &nbsp;&nbsp; 5668 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8210 | &nbsp;&nbsp; 8290 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4600 | &nbsp;&nbsp; 4589 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 8385 | &nbsp;&nbsp; 8417 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5944 | &nbsp;&nbsp; 5996 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 18952 | &nbsp;&nbsp; 16161 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5681 | &nbsp;&nbsp; 5763 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6192 | &nbsp;&nbsp; 6425 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5840 | &nbsp;&nbsp; 6130 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 19461 | &nbsp;&nbsp; 16694 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6405 | &nbsp;&nbsp; 6571 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 | &nbsp;&nbsp; 6352 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7012 | &nbsp;&nbsp; 7062 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15708 | &nbsp;&nbsp; 13591 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1653 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7708 | &nbsp;&nbsp; 7857 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8407 | &nbsp;&nbsp; 8514 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7993 | &nbsp;&nbsp; 8300 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 18109 | &nbsp;&nbsp; 15971 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7766 | &nbsp;&nbsp; 8064 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7912 | &nbsp;&nbsp; 8058 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8081 | &nbsp;&nbsp; 8174 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 19802 | &nbsp;&nbsp; 16938 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8622 | &nbsp;&nbsp; 8541 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8470 | &nbsp;&nbsp; 8329 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8361 | &nbsp;&nbsp; 8449 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 20303 | &nbsp;&nbsp; 17371 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 8420 | &nbsp;&nbsp; 8506 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7357 | &nbsp;&nbsp; 7587 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 7992 | &nbsp;&nbsp; 8182 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17403 | &nbsp;&nbsp; 15288 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 7463 | &nbsp;&nbsp; 7532 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 8327 | &nbsp;&nbsp; 8402 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 6529 | &nbsp;&nbsp; 6538 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17763 | &nbsp;&nbsp; 16575 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 5715 | &nbsp;&nbsp; 5764 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 12255 | &nbsp;&nbsp; 12264 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 17860 | &nbsp;&nbsp; 16476 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 16869 | &nbsp;&nbsp; 16985 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 17103 | &nbsp;&nbsp; 16490 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 17348 | &nbsp;&nbsp; 16539 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 19082 | &nbsp;&nbsp; 18797 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 20302 | &nbsp;&nbsp; 20855 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 20720 | &nbsp;&nbsp; 20508 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 22071 | &nbsp;&nbsp; 22418 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 21008 | &nbsp;&nbsp; 20515 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 21383 | &nbsp;&nbsp; 21456 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 18590 | &nbsp;&nbsp; 19184 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 9673 | &nbsp;&nbsp; 9688 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 811 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 803 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1813 | &nbsp;&nbsp; 1764 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 2593 | &nbsp;&nbsp; 2581 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 2334 | &nbsp;&nbsp; 2287 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2784 | &nbsp;&nbsp; 2798 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 7474 | &nbsp;&nbsp; 4641 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp; 2284 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 10180 | &nbsp;&nbsp; 6254 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2515 | &nbsp;&nbsp; 2312 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 7874 | &nbsp;&nbsp; 5012 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 | &nbsp;&nbsp; 2103 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 11798 | &nbsp;&nbsp; 8108 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1981 | &nbsp;&nbsp; 2005 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 9381 | &nbsp;&nbsp; 6810 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1904 | &nbsp;&nbsp; 1844 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 12566 | &nbsp;&nbsp; 8337 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 1916 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 11218 | &nbsp;&nbsp; 7709 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1801 | &nbsp;&nbsp; 1476 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 8961 | &nbsp;&nbsp; 6514 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2081 | &nbsp;&nbsp; 1698 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 1692 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7780 | &nbsp;&nbsp; 6433 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp; 2214 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6422 | &nbsp;&nbsp; 5389 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 3626 | &nbsp;&nbsp; 2760 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6447 | &nbsp;&nbsp; 5880 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 | &nbsp;&nbsp; 2715 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6758 | &nbsp;&nbsp; 6047 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 5245 | &nbsp;&nbsp; 4040 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 | &nbsp;&nbsp; 5701 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp; 4023 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 7145 | &nbsp;&nbsp; 6811 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 4185 | &nbsp;&nbsp; 3655 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6650 | &nbsp;&nbsp; 6642 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4238 | &nbsp;&nbsp; 3626 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 6878 | &nbsp;&nbsp; 6646 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4726 | &nbsp;&nbsp; 3885 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7094 | &nbsp;&nbsp; 6956 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4848 | &nbsp;&nbsp; 3820 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7083 | &nbsp;&nbsp; 6490 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 4203 | &nbsp;&nbsp; 3235 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 7572 | &nbsp;&nbsp; 7413 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 5559 | &nbsp;&nbsp; 3912 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 7160 | &nbsp;&nbsp; 7123 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 2574 | &nbsp;&nbsp; 1971 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 6162 | &nbsp;&nbsp; 6330 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 2899 | &nbsp;&nbsp; 2167 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp; 1420 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 3877 | &nbsp;&nbsp; 2686 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 4692 | &nbsp;&nbsp; 3239 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 5611 | &nbsp;&nbsp; 3675 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp; 1671 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 4690 | &nbsp;&nbsp; 3521 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 3973 | &nbsp;&nbsp; 2974 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 6647 | &nbsp;&nbsp; 4738 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 6573 | &nbsp;&nbsp; 4673 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 6539 | &nbsp;&nbsp; 4857 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 7485 | &nbsp;&nbsp; 5677 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 7674 | &nbsp;&nbsp; 5674 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 8588 | &nbsp;&nbsp; 6792 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 9270 | &nbsp;&nbsp; 6831 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 8925 | &nbsp;&nbsp; 6405 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 8094 | &nbsp;&nbsp; 5076 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 7648 | &nbsp;&nbsp; 4919 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 8942 | &nbsp;&nbsp; 5251 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 7811 | &nbsp;&nbsp; 3752 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10976 | &nbsp;&nbsp; 5410 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10846 | &nbsp;&nbsp; 5713 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 13054 | &nbsp;&nbsp; 7333 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12375 | &nbsp;&nbsp; 7847 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12350 | &nbsp;&nbsp; 7121 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 12120 | &nbsp;&nbsp; 6742 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 11332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6924 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 10830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7623 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 10308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7441 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 9601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8398 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 9754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7962 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8548 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9614 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 11002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10901 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 11481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10475 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 11571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11240 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 11605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10600 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 10812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10307 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 14136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13766 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 9360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9306 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2292253** |
| **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** | **Agency Bonds and Notes (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 962 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1523 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1746 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1249 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1210 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Private Export Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &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;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1142 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &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;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Valley Authority | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **21732** |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** | **Conventional Mortgage-Backed Securities (19.5%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 7224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6890 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 13838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12863 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/25–2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26–8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 6540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6093 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26–11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27–3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2212 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27–5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28–6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 844 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28–3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28–12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39–10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3647 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 718 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1728 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2102 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/25–11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/25–9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 778 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/25–10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/25–1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26–7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26–10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27–12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32–3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33–3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34–4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/25–2/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 23177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21391 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/25–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 16973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16041 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/27–5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp; 29022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25881 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27–5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 29208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24868 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/32–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 27855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27464 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/35–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 7693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7939 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/36–9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1625 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/39–4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 21064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20347 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50–6/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 29185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23796 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/51 | &nbsp;&nbsp;&nbsp;&nbsp; 913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/52–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 31824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31956 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/52–5/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 20545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20907 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/25–7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 38173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36050 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 38883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35707 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 54723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54040 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25–4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 7119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7501 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25–7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 72411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64268 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/25–1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26–4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27–7/14/55 | &nbsp;&nbsp;&nbsp;&nbsp;115049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97718 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27–7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;163765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134310 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28–4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 34710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33605 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28–6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 68430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69890 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31–7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 74949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75348 |
| <sup>2,3,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32–5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 32987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34239 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/35–4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 38940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31591 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **943114** |
| **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%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.155% | &nbsp;&nbsp;&nbsp;&nbsp;6.405% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;&nbsp;&nbsp;6.563% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;&nbsp;&nbsp;6.186% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.310% | &nbsp;&nbsp;&nbsp;&nbsp;6.999% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.431% | &nbsp;&nbsp;&nbsp;&nbsp;7.068% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;&nbsp;&nbsp;7.215% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;&nbsp;&nbsp;6.374% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.527% | &nbsp;&nbsp;&nbsp;&nbsp;7.351% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.559% | &nbsp;&nbsp;&nbsp;&nbsp;7.292% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;&nbsp;&nbsp;7.241% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 18 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.598% | &nbsp;&nbsp;&nbsp;&nbsp;6.833% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.612% | &nbsp;&nbsp;&nbsp;&nbsp;6.449% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;&nbsp;&nbsp;6.623% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;&nbsp;&nbsp;6.502% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.635% | &nbsp;&nbsp;&nbsp;&nbsp;6.635% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.643% | &nbsp;&nbsp;&nbsp;&nbsp;7.394% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.676% | &nbsp;&nbsp;&nbsp;&nbsp;7.149% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.682% | &nbsp;&nbsp;&nbsp;&nbsp;6.682% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.966% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.563% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;7.198% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 14 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.698% | &nbsp;&nbsp;&nbsp;&nbsp;7.448% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;7.575% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;6.515% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.702% | &nbsp;&nbsp;&nbsp;&nbsp;7.126% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;&nbsp;&nbsp;6.330% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.710% | &nbsp;&nbsp;&nbsp;&nbsp;6.972% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 11 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;7.366% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.739% | &nbsp;&nbsp;&nbsp;&nbsp;7.246% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;&nbsp;&nbsp;6.619% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.747% | &nbsp;&nbsp;&nbsp;&nbsp;7.111% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.755% | &nbsp;&nbsp;&nbsp;&nbsp;6.739% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;&nbsp;&nbsp;6.655% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.783% | &nbsp;&nbsp;&nbsp;&nbsp;6.752% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.787% | &nbsp;&nbsp;&nbsp;&nbsp;7.189% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;&nbsp;&nbsp;7.245% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;&nbsp;&nbsp;6.739% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.796% | &nbsp;&nbsp;&nbsp;&nbsp;6.869% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.799% | &nbsp;&nbsp;&nbsp;&nbsp;6.687% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;&nbsp;&nbsp;6.669% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.435% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33–11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.685% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;&nbsp;&nbsp;6.742% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.717% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.651% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40–2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.440% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.576% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.565% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.823% | &nbsp;&nbsp;&nbsp;&nbsp;6.699% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;&nbsp;&nbsp;6.825% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.828% | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;&nbsp;&nbsp;6.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 9 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;&nbsp;&nbsp;7.705% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;6.782% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;6.835% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.839% | &nbsp;&nbsp;&nbsp;&nbsp;6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;7.590% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.037% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.909% | &nbsp;&nbsp;&nbsp;&nbsp;6.909% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.037% | &nbsp;&nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;6.648% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.664% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 8 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.413% | &nbsp;&nbsp;&nbsp;&nbsp;6.675% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;6.265% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;6.390% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;&nbsp;&nbsp;6.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;&nbsp;&nbsp;6.596% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;6.610% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;&nbsp;&nbsp;6.369% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;&nbsp;&nbsp;6.620% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.836% | &nbsp;&nbsp;&nbsp;&nbsp;6.869% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | &nbsp;&nbsp;&nbsp;&nbsp;6.480% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.844% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.755% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40–3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.825% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.123% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;&nbsp;&nbsp;6.638% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.883% | &nbsp;&nbsp;&nbsp;&nbsp;6.808% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.893% | &nbsp;&nbsp;&nbsp;&nbsp;7.489% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;7.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.843% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.785% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.812% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;&nbsp;&nbsp;6.960% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/38–12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/38–12/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/41–3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/41–6/20/43 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/41–8/20/41 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **569** |
| **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | **Total U.S. Government and Agency Obligations (Cost $3,498,555)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3257668** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.310% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2022-3 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A1 Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Class A4 Series 2015-UBS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A2 Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.128% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2017-BNK9 | &nbsp;&nbsp;&nbsp;&nbsp;3.279% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2018-BNK11 | &nbsp;&nbsp;&nbsp;&nbsp;4.046% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK19 | &nbsp;&nbsp;&nbsp;&nbsp;3.183% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK20 | &nbsp;&nbsp;&nbsp;&nbsp;3.011% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp;2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp;2.960% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.254% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;3.488% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK9 | &nbsp;&nbsp;&nbsp;&nbsp;3.538% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK12 | &nbsp;&nbsp;&nbsp;&nbsp;4.255% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK13 | &nbsp;&nbsp;&nbsp;&nbsp;3.953% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.231% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK15 | &nbsp;&nbsp;&nbsp;&nbsp;4.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK16 | &nbsp;&nbsp;&nbsp;&nbsp;4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK17 | &nbsp;&nbsp;&nbsp;&nbsp;3.714% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK18 | &nbsp;&nbsp;&nbsp;&nbsp;3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2019-BNK22 | &nbsp;&nbsp;&nbsp;&nbsp;2.978% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK26 | &nbsp;&nbsp;&nbsp;&nbsp;2.403% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK28 | &nbsp;&nbsp;&nbsp;&nbsp;1.844% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK29 | &nbsp;&nbsp;&nbsp;&nbsp;1.997% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2020-BNK30 | &nbsp;&nbsp;&nbsp;&nbsp;1.925% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2021-BNK31 | &nbsp;&nbsp;&nbsp;&nbsp;2.036% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2023-BNK46 | &nbsp;&nbsp;&nbsp;&nbsp;5.745% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK5 | &nbsp;&nbsp;&nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.518% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 397 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.435% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.688% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2018-BNK13 | &nbsp;&nbsp;&nbsp;&nbsp;4.217% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2019-BNK21 | &nbsp;&nbsp;&nbsp;&nbsp;2.851% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2020-BNK25 | &nbsp;&nbsp;&nbsp;&nbsp;2.649% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2020-BNK27 | &nbsp;&nbsp;&nbsp;&nbsp;2.144% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BN32 | &nbsp;&nbsp;&nbsp;&nbsp;2.643% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK33 | &nbsp;&nbsp;&nbsp;&nbsp;2.556% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK34 | &nbsp;&nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK35 | &nbsp;&nbsp;&nbsp;&nbsp;2.285% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK36 | &nbsp;&nbsp;&nbsp;&nbsp;2.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK37 | &nbsp;&nbsp;&nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2022-BNK43 | &nbsp;&nbsp;&nbsp;&nbsp;4.399% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2023-BNK45 | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2024-BNK47 | &nbsp;&nbsp;&nbsp;&nbsp;5.716% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 231 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2024-BNK48 | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK5 | &nbsp;&nbsp;&nbsp;&nbsp;3.624% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.741% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 395 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;3.731% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK12 | &nbsp;&nbsp;&nbsp;&nbsp;4.474% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.481% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK17 | &nbsp;&nbsp;&nbsp;&nbsp;3.976% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK18 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK21 | &nbsp;&nbsp;&nbsp;&nbsp;3.093% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp;3.203% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK25 | &nbsp;&nbsp;&nbsp;&nbsp;2.841% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 59 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK26 | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2020-BNK27 | &nbsp;&nbsp;&nbsp;&nbsp;2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK31 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK36 | &nbsp;&nbsp;&nbsp;&nbsp;2.695% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2023-BNK45 | &nbsp;&nbsp;&nbsp;&nbsp;5.651% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2024-BNK48 | &nbsp;&nbsp;&nbsp;&nbsp;5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK Class ASB Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.641% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK Class C Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;4.227% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Class A4 Series 2017-BNK3 | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Class AS Series 2017-BNK3 | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 27 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;6.656% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;6.724% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR9 | &nbsp;&nbsp;&nbsp;&nbsp;5.614% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;7.379% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;7.559% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A5 Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.919% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 257 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.171% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.366% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Barclays Dryrock Issuance Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A3 Series 2024-5C25 | &nbsp;&nbsp;&nbsp;&nbsp;5.946% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 334 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.639% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2025-C32 | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2018-C2 | &nbsp;&nbsp;&nbsp;&nbsp;4.314% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C7 | &nbsp;&nbsp;&nbsp;&nbsp;2.037% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C8 | &nbsp;&nbsp;&nbsp;&nbsp;2.040% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C11 | &nbsp;&nbsp;&nbsp;&nbsp;2.322% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C12 | &nbsp;&nbsp;&nbsp;&nbsp;2.689% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C9 | &nbsp;&nbsp;&nbsp;&nbsp;2.299% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2022-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.946% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;5.451% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C22 | &nbsp;&nbsp;&nbsp;&nbsp;6.804% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C24 | &nbsp;&nbsp;&nbsp;&nbsp;5.419% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C26 | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C28 | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C30 | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 466 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2025-C32 | &nbsp;&nbsp;&nbsp;&nbsp;5.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 32 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;6.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.973% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.506% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BBCMS Trust Class A5 Series 2021-C10 | &nbsp;&nbsp;&nbsp;&nbsp;2.492% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A2 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;5.812% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;6.363% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V5 | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2025-V15 | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B5 | &nbsp;&nbsp;&nbsp;&nbsp;4.208% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.261% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B7 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.717% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B13 | &nbsp;&nbsp;&nbsp;&nbsp;2.952% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 262 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;3.882% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 319 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B3 | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.121% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.232% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B14 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 210 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B15 | &nbsp;&nbsp;&nbsp;&nbsp;2.928% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 213 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B9 | &nbsp;&nbsp;&nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.732% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.289% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.034% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B21 | &nbsp;&nbsp;&nbsp;&nbsp;1.978% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B22 | &nbsp;&nbsp;&nbsp;&nbsp;1.973% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B23 | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.584% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.847% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B26 | &nbsp;&nbsp;&nbsp;&nbsp;2.613% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B28 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B29 | &nbsp;&nbsp;&nbsp;&nbsp;2.388% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B30 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 242 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B33 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B34 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B36 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;5.754% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.311% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.979% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.944% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.084% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.532% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2019-B11 | &nbsp;&nbsp;&nbsp;&nbsp;3.784% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.583% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 26 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B19 | &nbsp;&nbsp;&nbsp;&nbsp;2.148% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 8 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.909% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2021-B23 | &nbsp;&nbsp;&nbsp;&nbsp;2.274% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.527% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;6.537% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;7.097% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.725% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 420 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.739% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.374% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.313% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C4 | &nbsp;&nbsp;&nbsp;&nbsp;5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;5.765% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C6 | &nbsp;&nbsp;&nbsp;&nbsp;5.956% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C10 | &nbsp;&nbsp;&nbsp;&nbsp;5.478% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C9 | &nbsp;&nbsp;&nbsp;&nbsp;5.759% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 94 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2025-C11 | &nbsp;&nbsp;&nbsp;&nbsp;5.687% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;7.355% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C2 | &nbsp;&nbsp;&nbsp;&nbsp;7.485% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;6.162% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C7 | &nbsp;&nbsp;&nbsp;&nbsp;6.674% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;6.866% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class B Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;7.253% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.990% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A4 Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 125 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF1 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF2 | &nbsp;&nbsp;&nbsp;&nbsp;2.874% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 130 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class AS Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 54 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A2 Series 2021-A2 | &nbsp;&nbsp;&nbsp;&nbsp;1.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 416 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A3 Series 2019-A3 | &nbsp;&nbsp;&nbsp;&nbsp;2.060% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.170% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 28 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp; 29 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.320% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 59 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class Class A3 Series 2025-P2 | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class Class A4 Series 2025-P2 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A3 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.657% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 35 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp;2.724% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD2 | &nbsp;&nbsp;&nbsp;&nbsp;3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 139 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.912% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A5 Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.456% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AM Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.709% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AS Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.833% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 28 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.332% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.213% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A3 Series 2016-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.865% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A3 Series 2016-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.217% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.572% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class AM Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class A4 Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class AS Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.711% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2022-A1 | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A3 Series 2007-A3 | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A7 Series 2018-A7 | &nbsp;&nbsp;&nbsp;&nbsp;3.960% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.646% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 81 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | &nbsp;&nbsp;&nbsp;&nbsp;3.762% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-GC37 | &nbsp;&nbsp;&nbsp;&nbsp;3.314% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.902% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.471% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.009% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2019-GC43 | &nbsp;&nbsp;&nbsp;&nbsp;3.038% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2016-GC36 | &nbsp;&nbsp;&nbsp;&nbsp;3.616% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 469 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2019-GC41 | &nbsp;&nbsp;&nbsp;&nbsp;2.869% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/56 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 211 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.717% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2022-GC48 | &nbsp;&nbsp;&nbsp;&nbsp;4.742% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AAB Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.003% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.764% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.918% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 40 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class B Series 2015-GC29 | &nbsp;&nbsp;&nbsp;&nbsp;3.758% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2017-COR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.510% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 34 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2018-COR3 | &nbsp;&nbsp;&nbsp;&nbsp;4.228% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A4 Series 2015-CR26 | &nbsp;&nbsp;&nbsp;&nbsp;3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A5 Series 2014-UBS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.694% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A5 Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 107 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 15 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2015-CR22 | &nbsp;&nbsp;&nbsp;&nbsp;3.603% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2015-LC19 | &nbsp;&nbsp;&nbsp;&nbsp;3.527% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;3.263% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class ASB Series 2015-CR27 | &nbsp;&nbsp;&nbsp;&nbsp;3.404% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class ASB Series 2016-DC2 | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 13 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2014-CR15 | &nbsp;&nbsp;&nbsp;&nbsp;4.019% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.329% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;2.805% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.718% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.392% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2018-CX12 | &nbsp;&nbsp;&nbsp;&nbsp;4.224% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2019-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.053% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2016-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.502% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX10 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX9 | &nbsp;&nbsp;&nbsp;&nbsp;3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2018-CX11 | &nbsp;&nbsp;&nbsp;&nbsp;4.033% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2015-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.791% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 43 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2015-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.849% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 56 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;3.076% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp;4.169% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Trucks Retail Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust Class A4 Series 2018-C1 | &nbsp;&nbsp;&nbsp;&nbsp;4.466% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.276% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2016-C3 | &nbsp;&nbsp;&nbsp;&nbsp;2.890% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2020-C9 | &nbsp;&nbsp;&nbsp;&nbsp;1.926% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class AM Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.561% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2022-A4 | &nbsp;&nbsp;&nbsp;&nbsp;5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A3 Series 2022-A3 | &nbsp;&nbsp;&nbsp;&nbsp;3.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class D Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2023-4A | &nbsp;&nbsp;&nbsp;&nbsp;6.310% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp;5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-5A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-4A | &nbsp;&nbsp;&nbsp;&nbsp;6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2021-3A | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2019-M21 | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 26 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.681% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 3A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 80 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.092% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 53 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M15 | &nbsp;&nbsp;&nbsp;&nbsp;2.923% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 88 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M11 | &nbsp;&nbsp;&nbsp;&nbsp;2.369% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp; 208 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 217 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M13 | &nbsp;&nbsp;&nbsp;&nbsp;2.608% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M3 | &nbsp;&nbsp;&nbsp;&nbsp;2.702% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 57 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 157 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.499% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 38 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M9 | &nbsp;&nbsp;&nbsp;&nbsp;2.292% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 255 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.498% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 131 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.162% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 172 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M14 | &nbsp;&nbsp;&nbsp;&nbsp;2.904% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 53 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M2 | &nbsp;&nbsp;&nbsp;&nbsp;2.907% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 104 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.636% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 125 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M5 | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.961% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp; 189 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M8 | &nbsp;&nbsp;&nbsp;&nbsp;3.061% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp; 351 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.748% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M13 | &nbsp;&nbsp;&nbsp;&nbsp;3.868% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 144 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M14 | &nbsp;&nbsp;&nbsp;&nbsp;3.699% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 162 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M2 | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 360 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M3 | &nbsp;&nbsp;&nbsp;&nbsp;3.165% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 54 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.159% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 114 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 86 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.467% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 119 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M1 | &nbsp;&nbsp;&nbsp;&nbsp;3.662% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 163 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.885% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 369 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 228 | &nbsp;&nbsp; 214 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M2 | &nbsp;&nbsp;&nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M22 | &nbsp;&nbsp;&nbsp;&nbsp;2.522% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 310 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.610% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp; 255 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M5 | &nbsp;&nbsp;&nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 181 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 172 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M9 | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 216 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 892 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M14 | &nbsp;&nbsp;&nbsp;&nbsp;1.784% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 210 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M29 | &nbsp;&nbsp;&nbsp;&nbsp;1.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M42 | &nbsp;&nbsp;&nbsp;&nbsp;1.270% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 9 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M46 | &nbsp;&nbsp;&nbsp;&nbsp;1.323% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 217 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.210% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 99 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M52 | &nbsp;&nbsp;&nbsp;&nbsp;1.359% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 238 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.433% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 52 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M11 | &nbsp;&nbsp;&nbsp;&nbsp;1.506% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.652% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M19 | &nbsp;&nbsp;&nbsp;&nbsp;1.797% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 236 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.517% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M3G | &nbsp;&nbsp;&nbsp;&nbsp;1.286% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.724% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 277 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M10 | &nbsp;&nbsp;&nbsp;&nbsp;1.992% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 195 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.583% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M3 | &nbsp;&nbsp;&nbsp;&nbsp;1.764% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M8 | &nbsp;&nbsp;&nbsp;&nbsp;2.001% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M1S | &nbsp;&nbsp;&nbsp;&nbsp;4.649% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M6 | &nbsp;&nbsp;&nbsp;&nbsp;4.190% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 134 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M8 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class ATS2 Series 2017-M15 | &nbsp;&nbsp;&nbsp;&nbsp;3.206% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First National Master Note Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 36 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.740% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 21 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 265 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A Series 2018-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A Series 2020-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K-168 | &nbsp;&nbsp;&nbsp;&nbsp;4.130% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K-169 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Mortgage Trust Class A2 Series K759 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K080 | &nbsp;&nbsp;&nbsp;&nbsp;3.736% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K087 | &nbsp;&nbsp;&nbsp;&nbsp;3.591% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 27 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K121 | &nbsp;&nbsp;&nbsp;&nbsp;0.995% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 20 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K122 | &nbsp;&nbsp;&nbsp;&nbsp;0.863% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 11 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K129 | &nbsp;&nbsp;&nbsp;&nbsp;1.342% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 39 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K143 | &nbsp;&nbsp;&nbsp;&nbsp;2.711% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 91 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K1520 | &nbsp;&nbsp;&nbsp;&nbsp;2.007% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 41 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K049 | &nbsp;&nbsp;&nbsp;&nbsp;3.010% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K050 | &nbsp;&nbsp;&nbsp;&nbsp;3.334% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 82 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K052 | &nbsp;&nbsp;&nbsp;&nbsp;3.151% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 116 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K053 | &nbsp;&nbsp;&nbsp;&nbsp;2.995% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 66 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K056 | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 143 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K058 | &nbsp;&nbsp;&nbsp;&nbsp;2.653% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K064 | &nbsp;&nbsp;&nbsp;&nbsp;3.224% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K065 | &nbsp;&nbsp;&nbsp;&nbsp;3.243% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 433 | &nbsp;&nbsp; 426 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K066 | &nbsp;&nbsp;&nbsp;&nbsp;3.117% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K067 | &nbsp;&nbsp;&nbsp;&nbsp;3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K068 | &nbsp;&nbsp;&nbsp;&nbsp;3.244% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K069 | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 193 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K070 | &nbsp;&nbsp;&nbsp;&nbsp;3.303% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K071 | &nbsp;&nbsp;&nbsp;&nbsp;3.286% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K072 | &nbsp;&nbsp;&nbsp;&nbsp;3.444% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K073 | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K074 | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K075 | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K076 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K078 | &nbsp;&nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K079 | &nbsp;&nbsp;&nbsp;&nbsp;3.926% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K080 | &nbsp;&nbsp;&nbsp;&nbsp;3.926% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K081 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K082 | &nbsp;&nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K083 | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1699 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K084 | &nbsp;&nbsp;&nbsp;&nbsp;3.780% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K085 | &nbsp;&nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K087 | &nbsp;&nbsp;&nbsp;&nbsp;3.771% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K088 | &nbsp;&nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K089 | &nbsp;&nbsp;&nbsp;&nbsp;3.563% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K090 | &nbsp;&nbsp;&nbsp;&nbsp;3.422% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K091 | &nbsp;&nbsp;&nbsp;&nbsp;3.505% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 441 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K092 | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 219 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K093 | &nbsp;&nbsp;&nbsp;&nbsp;2.982% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 397 | &nbsp;&nbsp; 382 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K094 | &nbsp;&nbsp;&nbsp;&nbsp;2.903% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K095 | &nbsp;&nbsp;&nbsp;&nbsp;2.785% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 262 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K096 | &nbsp;&nbsp;&nbsp;&nbsp;2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 212 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K098 | &nbsp;&nbsp;&nbsp;&nbsp;2.425% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 422 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K099 | &nbsp;&nbsp;&nbsp;&nbsp;2.595% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 198 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K101 | &nbsp;&nbsp;&nbsp;&nbsp;2.524% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 347 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K102 | &nbsp;&nbsp;&nbsp;&nbsp;2.537% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 329 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K103 | &nbsp;&nbsp;&nbsp;&nbsp;2.651% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 283 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K104 | &nbsp;&nbsp;&nbsp;&nbsp;2.253% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 412 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K105 | &nbsp;&nbsp;&nbsp;&nbsp;1.872% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 86 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K106 | &nbsp;&nbsp;&nbsp;&nbsp;2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1190 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K107 | &nbsp;&nbsp;&nbsp;&nbsp;1.639% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K108 | &nbsp;&nbsp;&nbsp;&nbsp;1.517% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K109 | &nbsp;&nbsp;&nbsp;&nbsp;1.558% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 378 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K110 | &nbsp;&nbsp;&nbsp;&nbsp;1.477% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K111 | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K114 | &nbsp;&nbsp;&nbsp;&nbsp;1.366% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K116 | &nbsp;&nbsp;&nbsp;&nbsp;1.378% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 280 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K117 | &nbsp;&nbsp;&nbsp;&nbsp;1.406% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K118 | &nbsp;&nbsp;&nbsp;&nbsp;1.493% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 351 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K120 | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 262 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K121 | &nbsp;&nbsp;&nbsp;&nbsp;1.547% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 153 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K122 | &nbsp;&nbsp;&nbsp;&nbsp;1.521% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 153 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K124 | &nbsp;&nbsp;&nbsp;&nbsp;1.658% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K125 | &nbsp;&nbsp;&nbsp;&nbsp;1.846% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 619 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K126 | &nbsp;&nbsp;&nbsp;&nbsp;2.074% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K127 | &nbsp;&nbsp;&nbsp;&nbsp;2.108% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 381 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K128 | &nbsp;&nbsp;&nbsp;&nbsp;2.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 223 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K129 | &nbsp;&nbsp;&nbsp;&nbsp;1.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 353 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K130 | &nbsp;&nbsp;&nbsp;&nbsp;1.723% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K131 | &nbsp;&nbsp;&nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 350 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K132 | &nbsp;&nbsp;&nbsp;&nbsp;2.023% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K133 | &nbsp;&nbsp;&nbsp;&nbsp;2.096% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K134 | &nbsp;&nbsp;&nbsp;&nbsp;2.243% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K135 | &nbsp;&nbsp;&nbsp;&nbsp;2.154% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K138 | &nbsp;&nbsp;&nbsp;&nbsp;2.476% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K140 | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K143 | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K148 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 663 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-150 | &nbsp;&nbsp;&nbsp;&nbsp;3.710% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 957 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1510 | &nbsp;&nbsp;&nbsp;&nbsp;3.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1511 | &nbsp;&nbsp;&nbsp;&nbsp;3.470% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1514 | &nbsp;&nbsp;&nbsp;&nbsp;2.859% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 195 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1515 | &nbsp;&nbsp;&nbsp;&nbsp;1.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1516 | &nbsp;&nbsp;&nbsp;&nbsp;1.721% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 174 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1517 | &nbsp;&nbsp;&nbsp;&nbsp;1.716% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 19 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1518 | &nbsp;&nbsp;&nbsp;&nbsp;1.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1519 | &nbsp;&nbsp;&nbsp;&nbsp;2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K152 | &nbsp;&nbsp;&nbsp;&nbsp;3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1520 | &nbsp;&nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | &nbsp;&nbsp;&nbsp;&nbsp;2.184% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 117 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1522 | &nbsp;&nbsp;&nbsp;&nbsp;2.361% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 119 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K155 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K157 | &nbsp;&nbsp;&nbsp;&nbsp;3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-157 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K158 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K159 | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-159 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-160 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-161 | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-164 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-165 | &nbsp;&nbsp;&nbsp;&nbsp;4.489% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 204 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-167 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K505 | &nbsp;&nbsp;&nbsp;&nbsp;4.819% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K506 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K507 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K508 | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K509 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K510 | &nbsp;&nbsp;&nbsp;&nbsp;5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K511 | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K512 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K513 | &nbsp;&nbsp;&nbsp;&nbsp;4.724% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K515 | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K516 | &nbsp;&nbsp;&nbsp;&nbsp;5.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K517 | &nbsp;&nbsp;&nbsp;&nbsp;5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K518 | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K520 | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 212 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K524 | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp; 126 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K526 | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K533 | &nbsp;&nbsp;&nbsp;&nbsp;4.230% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K576 | &nbsp;&nbsp;&nbsp;&nbsp;4.963% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K734 | &nbsp;&nbsp;&nbsp;&nbsp;3.208% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp; 322 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K735 | &nbsp;&nbsp;&nbsp;&nbsp;2.862% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 478 | &nbsp;&nbsp; 472 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K738 | &nbsp;&nbsp;&nbsp;&nbsp;1.545% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K739 | &nbsp;&nbsp;&nbsp;&nbsp;1.336% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K742 | &nbsp;&nbsp;&nbsp;&nbsp;1.760% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K743 | &nbsp;&nbsp;&nbsp;&nbsp;1.770% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K744 | &nbsp;&nbsp;&nbsp;&nbsp;1.712% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 90 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K745 | &nbsp;&nbsp;&nbsp;&nbsp;1.657% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K746 | &nbsp;&nbsp;&nbsp;&nbsp;2.031% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K747 | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K751 | &nbsp;&nbsp;&nbsp;&nbsp;4.412% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K752 | &nbsp;&nbsp;&nbsp;&nbsp;4.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K753 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K754 | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K757 | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K758 | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 713 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K760 | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series KW01 | &nbsp;&nbsp;&nbsp;&nbsp;2.853% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp; 167 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1510 | &nbsp;&nbsp;&nbsp;&nbsp;3.794% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 371 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1511 | &nbsp;&nbsp;&nbsp;&nbsp;3.542% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 208 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | &nbsp;&nbsp;&nbsp;&nbsp;2.797% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 291 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K154 | &nbsp;&nbsp;&nbsp;&nbsp;3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K155 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K157 | &nbsp;&nbsp;&nbsp;&nbsp;3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class AM Series K749 | &nbsp;&nbsp;&nbsp;&nbsp;2.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>2,3,5</sup> | &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust Class A2 Series K541 | &nbsp;&nbsp;&nbsp;&nbsp;4.348% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 654 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.260% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-3 | &nbsp;&nbsp;&nbsp;&nbsp;3.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 32 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 36 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp; 27 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;0.730% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A3 Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp;3.506% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS2 | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS3 | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.442% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC39 | &nbsp;&nbsp;&nbsp;&nbsp;3.567% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC40 | &nbsp;&nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 256 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GSA1 | &nbsp;&nbsp;&nbsp;&nbsp;3.048% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2014-GC22 | &nbsp;&nbsp;&nbsp;&nbsp;3.862% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;2.911% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC47 | &nbsp;&nbsp;&nbsp;&nbsp;2.377% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.012% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2016-GS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.645% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.638% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.663% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 67 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.212% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;3.173% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 32 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC24 | &nbsp;&nbsp;&nbsp;&nbsp;4.521% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC26 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 46 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.060% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.260% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.880% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.730% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 28 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 114 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 78 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A4 Series 2016-JP4 | &nbsp;&nbsp;&nbsp;&nbsp;3.648% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2015-JP1 | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2016-JP3 | &nbsp;&nbsp;&nbsp;&nbsp;2.870% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |

---

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Total Bond Market Index Portfolio

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class AS Series 2016-JP4 | &nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C27 | &nbsp;&nbsp;&nbsp;&nbsp;3.179% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.770% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 79 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C23 | &nbsp;&nbsp;&nbsp;&nbsp;3.934% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.639% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C25 | &nbsp;&nbsp;&nbsp;&nbsp;3.672% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp;3.598% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C23 | &nbsp;&nbsp;&nbsp;&nbsp;4.202% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C30 | &nbsp;&nbsp;&nbsp;&nbsp;4.226% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp;3.358% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class ASB Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.316% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/49 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C18 | &nbsp;&nbsp;&nbsp;&nbsp;4.652% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.951% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A4 Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.386% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP5 | &nbsp;&nbsp;&nbsp;&nbsp;3.723% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2019-COR4 | &nbsp;&nbsp;&nbsp;&nbsp;4.029% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.744% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.669% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2019-COR6 | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 157 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.409% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2020-COR7 | &nbsp;&nbsp;&nbsp;&nbsp;2.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.484% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.713% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.230% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A3 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.276% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.732% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C27 | &nbsp;&nbsp;&nbsp;&nbsp;3.753% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2016-C28 | &nbsp;&nbsp;&nbsp;&nbsp;3.544% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.536% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C30 | &nbsp;&nbsp;&nbsp;&nbsp;2.860% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C31 | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2017-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.599% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class AS Series 2017-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.852% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2016-C28 | &nbsp;&nbsp;&nbsp;&nbsp;3.288% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2015-C22 | &nbsp;&nbsp;&nbsp;&nbsp;3.883% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Class A4 Series 2017-HR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.587% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;3.806% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.698% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 161 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2015-UBS8 | &nbsp;&nbsp;&nbsp;&nbsp;3.809% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UB11 | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UBS12 | &nbsp;&nbsp;&nbsp;&nbsp;3.596% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.417% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;4.071% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2020-HR8 | &nbsp;&nbsp;&nbsp;&nbsp;2.041% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 57 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2021-L6 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2017-H1 | &nbsp;&nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2021-L7 | &nbsp;&nbsp;&nbsp;&nbsp;2.574% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2022-L8 | &nbsp;&nbsp;&nbsp;&nbsp;3.919% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.282% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 77 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.880% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.752% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.014% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class AS Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;6.199% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;1.860% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 34 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.570% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 27 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.440% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.160% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1016 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;1.330% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Issuance Trust Class A Series 2025-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;2.930% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-D | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 507 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.530% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-D | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.301% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 89 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 118 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.487% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.426% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.563% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.679% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C10 | &nbsp;&nbsp;&nbsp;&nbsp;4.313% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C13 | &nbsp;&nbsp;&nbsp;&nbsp;4.334% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C14 | &nbsp;&nbsp;&nbsp;&nbsp;4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C9 | &nbsp;&nbsp;&nbsp;&nbsp;4.117% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.605% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C17 | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C18 | &nbsp;&nbsp;&nbsp;&nbsp;3.035% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2017-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.474% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C11 | &nbsp;&nbsp;&nbsp;&nbsp;4.241% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C12 | &nbsp;&nbsp;&nbsp;&nbsp;4.296% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.724% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.739% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.836% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 59 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2022-6 | &nbsp;&nbsp;&nbsp;&nbsp;3.670% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-7 | &nbsp;&nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-BNK1 | &nbsp;&nbsp;&nbsp;&nbsp;2.652% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-C36 | &nbsp;&nbsp;&nbsp;&nbsp;2.807% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 40 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2024-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C30 | &nbsp;&nbsp;&nbsp;&nbsp;3.664% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-P2 | &nbsp;&nbsp;&nbsp;&nbsp;3.809% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.096% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-LC24 | &nbsp;&nbsp;&nbsp;&nbsp;2.942% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 159 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.581% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C41 | &nbsp;&nbsp;&nbsp;&nbsp;3.472% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.012% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | &nbsp;&nbsp;&nbsp;&nbsp;4.184% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | &nbsp;&nbsp;&nbsp;&nbsp;4.442% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C51 | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C53 | &nbsp;&nbsp;&nbsp;&nbsp;3.040% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C54 | &nbsp;&nbsp;&nbsp;&nbsp;3.146% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2020-C58 | &nbsp;&nbsp;&nbsp;&nbsp;2.092% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2016-C37 | &nbsp;&nbsp;&nbsp;&nbsp;3.794% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.453% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp; 188 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.418% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C44 | &nbsp;&nbsp;&nbsp;&nbsp;4.212% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;2.892% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C55 | &nbsp;&nbsp;&nbsp;&nbsp;2.725% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C56 | &nbsp;&nbsp;&nbsp;&nbsp;2.448% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2021-C59 | &nbsp;&nbsp;&nbsp;&nbsp;2.626% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2024-C63 | &nbsp;&nbsp;&nbsp;&nbsp;5.309% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2015-LC22 | &nbsp;&nbsp;&nbsp;&nbsp;4.207% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 52 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-P2 | &nbsp;&nbsp;&nbsp;&nbsp;3.656% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2016-LC24 | &nbsp;&nbsp;&nbsp;&nbsp;2.825% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 13 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class AS Series 2013-C14 | &nbsp;&nbsp;&nbsp;&nbsp;3.488% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 10 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class B Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.371% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;1.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 7 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 58 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class C Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $114,028)** | &nbsp;&nbsp;&nbsp;**108887** |
| **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** | **Corporate Bonds (25.5%)** |
| **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 756 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 667 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 695 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp; 532 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 472 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 723 | &nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/48 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 717 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1264 | &nbsp;&nbsp; 856 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp; 1164 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 968 | &nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 | &nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 416 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.425% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Baidu Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 849 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.464% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 182 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 516 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.384% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;6.484% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/45 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 912 | &nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 861 | &nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 582 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1242 | &nbsp;&nbsp; 1240 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1114 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 413 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.969% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 686 | &nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.887% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp; 460 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 1053 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/37 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.476% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Interpublic Group of Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke KPN NV | &nbsp;&nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 503 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 911 | &nbsp;&nbsp; 960 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 91 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 154 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 425 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 328 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/50 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 971 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.103% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.665% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;4.895% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 778 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Europe BV | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 156 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2330 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 158 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Verisign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;VeriSign Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 727 | &nbsp;&nbsp; 717 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.680% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 527 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 718 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.355% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 802 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.272% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 256 | &nbsp;&nbsp; 237 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.401% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp; 2007 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.522% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.987% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/56 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 294 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/61 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/37 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/49 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.755% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Weibo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **90468** |
| **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. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/47 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/61 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1099 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/37 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/47 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/50 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/60 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/61 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American University | &nbsp;&nbsp;&nbsp;&nbsp;3.672% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;AutoNation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 421 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Best Buy Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;California Endowment | &nbsp;&nbsp;&nbsp;&nbsp;2.498% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.321% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;California Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/19 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Choice Hotels International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Claremont Mckenna College | &nbsp;&nbsp;&nbsp;&nbsp;3.775% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/22 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Cornell University | &nbsp;&nbsp;&nbsp;&nbsp;4.835% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 19 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;DR Horton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.682% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.757% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp;2.832% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Emory University | &nbsp;&nbsp;&nbsp;&nbsp;2.143% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Emory University | &nbsp;&nbsp;&nbsp;&nbsp;2.969% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Ford Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.415% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Ford Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.815% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/70 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.346% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 343 | &nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 267 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 718 | &nbsp;&nbsp; 702 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.798% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.303% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 502 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.054% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 647 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.122% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Innovations Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/52 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 473 | &nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 409 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;George Washington University | &nbsp;&nbsp;&nbsp;&nbsp;4.126% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp;5.215% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/18 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp; 1237 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 9 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.534% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.436% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.688% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.967% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.337% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Howard University | &nbsp;&nbsp;&nbsp;&nbsp;5.209% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;JD.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Leggett & Platt Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | &nbsp;&nbsp;&nbsp;&nbsp;4.679% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | &nbsp;&nbsp;&nbsp;&nbsp;3.647% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 233 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;2.989% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.067% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;5.618% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;4.678% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/14 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp;3.885% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/16 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 498 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/45 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/45 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;MDC Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/50 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp; 357 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;4.643% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;3.662% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;NVR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 430 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;4.609% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College | &nbsp;&nbsp;&nbsp;&nbsp;3.745% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
| &nbsp;&nbsp;&nbsp;Rockefeller Foundation | &nbsp;&nbsp;&nbsp;&nbsp;2.492% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 743 | &nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 343 |
| &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.186% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.118% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 520 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Trustees of Boston College | &nbsp;&nbsp;&nbsp;&nbsp;3.129% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Trustees of Columbia University in the City of New York | &nbsp;&nbsp;&nbsp;&nbsp;4.355% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;2.516% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;4.201% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;2.396% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;2.547% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp;4.003% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;University of Miami | &nbsp;&nbsp;&nbsp;&nbsp;4.063% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | &nbsp;&nbsp;&nbsp;&nbsp;3.438% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | &nbsp;&nbsp;&nbsp;&nbsp;3.394% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;3.028% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;3.841% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;2.945% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Washington University | &nbsp;&nbsp;&nbsp;&nbsp;3.524% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Washington University | &nbsp;&nbsp;&nbsp;&nbsp;4.349% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/22 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;William Marsh Rice University | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;1.482% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp;2.402% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **79318** |
| **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Ahold Finance USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/42 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/44 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/46 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/59 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1738 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/39 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.439% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.935% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.259% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.462% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.906% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.343% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.726% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.421% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.758% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.081% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.931% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd. Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Clorox Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp; 549 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 375 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/64 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 422 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp; 329 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1071 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Delhaize America LLC | &nbsp;&nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/43 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Diageo Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Diageo Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 549 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 141 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 367 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Estee Lauder Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Flowers Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Hershey Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 634 | &nbsp;&nbsp; 652 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 259 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/52 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 138 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Foods Group | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Foods Group | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc. / JBS USA Food Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/66 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/53 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/63 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 498 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 566 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 381 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Mead Johnson Nutrition Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 621 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/49 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 404 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 740 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 259 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 434 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 103 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 420 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 278 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/48 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Unilever Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/38 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/43 | &nbsp;&nbsp;&nbsp;&nbsp; 274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **76170** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.061% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.337% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.138% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.017% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.234% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.699% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.868% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.633% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.721% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.989% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.227% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.060% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.772% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.379% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp;3.279% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.742% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 252 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>4,6</sup> | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.236% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.405% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.018% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.475% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.687% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.819% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 117 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.343% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2013 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Finance 2015 USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;CNOOC Petroleum North America ULC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Columbia Pipeline Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.758% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 478 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/54 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 246 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/64 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 33 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 651 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 207 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 101 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 178 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/55 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/77 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/78 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/49 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Expand Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.275% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.440% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.610% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 602 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.995% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.227% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.567% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/45 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.114% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.327% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/50 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.452% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 443 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/52 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 301 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 368 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 390 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/47 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 35 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 582 | &nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 590 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.911% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.026% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.584% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 213 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.176% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp; 300 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;TC PipeLines LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;2.829% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;2.986% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.461% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/50 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International SA | &nbsp;&nbsp;&nbsp;&nbsp;3.386% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/60 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;4.724% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.275% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.638% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/64 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/64 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 392 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 705 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/65 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 458 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Valero Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/44 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Woodside Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/54 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **90803** |
| **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** |
| &nbsp;&nbsp;&nbsp;ACE Capital Trust II | &nbsp;&nbsp;&nbsp;&nbsp;9.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/67 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.737% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.992% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.098% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2023 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.731% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.085% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.489% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.989% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.915% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.667% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 932 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |

---

------

Total Bond Market Index Portfolio

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.205% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Aon Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Apollo Debt Solutions BDC | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.011% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.031% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.635% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Arch Capital Group US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.144% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Ares Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Associated Banc-Corp | &nbsp;&nbsp;&nbsp;&nbsp;6.455% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Assured Guaranty US Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 4 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.615% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;AXA SA | &nbsp;&nbsp;&nbsp;&nbsp;8.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;AXIS Specialty Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;AXIS Specialty Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;7.883% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;6.033% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.179% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 598 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.527% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 822 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.552% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;4.379% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.607% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.538% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;2.958% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 548 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;5.439% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.921% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 433 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.938% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 419 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;6.033% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 724 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.734% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 486 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.248% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 736 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.183% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 558 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.824% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1248 | &nbsp;&nbsp; 1237 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 656 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.593% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 788 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.204% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 364 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1334 | &nbsp;&nbsp; 1304 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 460 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1406 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 573 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.974% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.884% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.162% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1932 | &nbsp;&nbsp; 1980 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.496% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 685 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.592% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1829 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1320 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/33 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 828 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.015% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.288% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1480 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.872% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 719 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.518% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.464% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.482% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/36 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 339 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/37 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 354 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.846% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 521 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.244% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/38 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/38 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.078% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/40 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 478 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.676% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 713 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 581 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.443% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1192 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.831% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 313 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.972% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Bank of America NA | &nbsp;&nbsp;&nbsp;&nbsp;5.526% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Bank of America NA | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;4.567% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.203% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.717% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 408 | &nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.442% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.802% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 612 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.834% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1204 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.188% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp;4.588% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.325% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.337% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.836% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.501% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 331 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.837% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.385% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.972% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 326 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.367% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;2.645% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.746% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.437% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1276 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;7.119% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;3.564% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.785% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/55 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 410 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Barings Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 274 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 534 | &nbsp;&nbsp; 413 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;BGC Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Reg Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Blue Owl Technology Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;3.052% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/47 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Asset Management Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.795% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Capital Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance I UK plc / Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.340% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/47 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.968% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/54 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.813% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance LLC / Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;4.857% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1336 | &nbsp;&nbsp; 1350 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;6.092% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.149% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 615 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.624% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.817% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 732 | &nbsp;&nbsp; 755 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 319 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.183% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Capital One NA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Carlyle Secured Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.196% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 445 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 355 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.136% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Chubb Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Chubb Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.929% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.488% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 457 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.876% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 528 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1011 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1231 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 978 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.658% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 886 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 568 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.174% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 465 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.976% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 458 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.412% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 742 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.520% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.785% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 560 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 539 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.174% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 365 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1070 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 562 | &nbsp;&nbsp; 707 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.411% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/39 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 976 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/46 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 388 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.612% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/56 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.841% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.253% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.638% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.645% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 448 |
| &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Comerica Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.332% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Comerica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.982% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;4.577% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;4.423% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.883% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;4.494% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Credit Suisse USA LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;7.146% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;2.311% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6.819% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.729% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.035% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.742% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;7.079% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Enact Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Enstar Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 242 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 279 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.868% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Everest Reinsurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;F&G Annuities & Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1.707% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;6.339% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.772% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.631% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.514% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp;First-Citizens Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 692 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 831 | &nbsp;&nbsp; 800 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 279 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I | &nbsp;&nbsp;&nbsp;&nbsp;6.345% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1236 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 411 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.948% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1308 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1008 | &nbsp;&nbsp; 979 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 488 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 616 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.482% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 476 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.814% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 443 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.484% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1220 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.727% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.207% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.992% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1342 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 706 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.851% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 577 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.536% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 1070 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.017% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/38 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.411% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/45 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.561% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/45 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 517 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Private Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;HA Sustainable Infrastructure Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Hartford Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Hercules Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;HSBC Bank USA NA | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.251% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 422 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 555 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.286% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.848% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.804% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.871% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1083 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.402% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;8.113% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 289 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.254% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.547% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;7.399% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.719% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/35 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.874% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/35 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.790% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/36 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.332% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/44 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 591 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/44 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 711 |
| &nbsp;&nbsp;&nbsp;HSBC USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.443% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.208% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.272% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.709% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/35 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.487% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.141% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.538% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.017% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.066% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;6.114% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 266 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 512 |
| &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp;5.525% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 672 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 413 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 362 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Jackson Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 862 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 482 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 986 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 445 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.782% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 620 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.979% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.505% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.509% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 563 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.915% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 587 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.203% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 529 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.087% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp; 2441 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.995% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 331 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.739% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1398 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 472 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.493% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1048 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.522% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1828 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.956% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.764% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.963% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 898 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.717% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 703 | &nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.336% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 537 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.766% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.946% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.502% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.572% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.882% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.157% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.534% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/45 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.032% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/48 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 800 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.897% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.121% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.401% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Lazard Group LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Legg Mason Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 436 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.985% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.871% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;7.953% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.679% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/35 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.068% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.344% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/48 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Loews Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.833% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.413% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 217 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.179% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.082% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.053% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Main Street Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Marex Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Marex Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.404% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Markel Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 212 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp; 322 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 654 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 158 |
| &nbsp;&nbsp;&nbsp;Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/41 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 612 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/66 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.757% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.677% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 388 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.287% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.341% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.961% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.354% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.741% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.242% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.195% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.559% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.258% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.048% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 444 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.852% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.133% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.406% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.426% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.615% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.286% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.751% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.663% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.554% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.018% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.778% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.254% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.153% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.869% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.098% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.711% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.564% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.172% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.748% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 811 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.579% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/61 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 650 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1796 | &nbsp;&nbsp; 1832 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 666 | &nbsp;&nbsp; 665 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.475% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.652% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.591% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.296% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 566 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.123% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.449% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.173% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.431% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.656% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.042% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.654% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.622% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.192% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;1.794% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;1.928% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.239% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.511% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.889% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.424% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.627% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.831% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.587% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.664% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/36 | &nbsp;&nbsp;&nbsp;&nbsp; 798 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.484% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 348 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.948% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/38 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.971% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/38 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.457% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.217% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/42 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.802% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.516% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1173 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.882% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.447% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 945 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Direct Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/50 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.944% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.308% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.901% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.534% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;7.472% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.516% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.892% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.808% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.076% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 694 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.964% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.016% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;6.475% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.778% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;3.032% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.329% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.386% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.172% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.605% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.103% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.904% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.679% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.608% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.999% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.783% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.491% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.340% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;ORIX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;PartnerRe Finance B LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 609 |
|  | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 99 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 442 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.615% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 487 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 394 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.222% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.899% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.626% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.037% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 271 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.068% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.939% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 625 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 481 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.676% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 519 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.401% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.575% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/36 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 825 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/50 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 162 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.905% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/47 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.935% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 363 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Prudential Funding Asia plc | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Regions Bank | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.722% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.502% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/33 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.522% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.969% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.153% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 421 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 877 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/62 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.244% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.499% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.174% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.741% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.342% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;SiriusPoint Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.782% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.272% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.993% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.536% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.141% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.729% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.834% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.623% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.821% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.159% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.031% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.632% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.010% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.364% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 689 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.544% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.944% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.902% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.040% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 450 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1737 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.454% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.766% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.776% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.558% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.296% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.184% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.836% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.168% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.108% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.156% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.861% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.523% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 741 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.298% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/32 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 353 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.146% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Travelers Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Travelers Property Casualty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 29 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.161% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.435% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.916% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.122% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 810 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.867% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.711% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;4.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 458 |
| &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;6.787% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.384% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.046% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.083% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.677% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/33 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 552 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;4.839% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.836% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 289 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.678% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5.424% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/36 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2.491% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/36 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 594 |
| &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 397 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 309 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 478 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 475 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.707% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 537 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.808% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 983 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.303% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1046 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.879% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1215 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.244% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.478% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1244 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 975 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 975 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.557% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.491% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.499% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1051 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.211% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 427 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.068% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/41 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 948 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/44 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.013% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1594 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.611% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 341 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.254% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 457 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.953% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.405% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.820% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.668% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.618% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 438 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.963% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 414 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;6.816% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **368152** |
| **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 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/40 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 728 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1128 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/39 | &nbsp;&nbsp;&nbsp;&nbsp; 768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/42 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/46 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;5.757% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Adventist Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.829% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.272% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.387% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.008% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Aetna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.024% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;AHS Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allina Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/40 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.563% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/50 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.663% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 562 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 422 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/63 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;3.106% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;3.945% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 160 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.847% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/42 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/51 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;2.338% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp;3.181% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Baptist Healthcare System Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/45 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.272% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.539% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.132% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;1.777% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.185% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.839% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.823% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.957% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.685% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.669% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.464% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 468 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/49 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/54 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/64 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.368% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 474 | &nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 467 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 736 | &nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 407 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Children's Health System of Texas | &nbsp;&nbsp;&nbsp;&nbsp;2.511% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.115% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.585% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center | &nbsp;&nbsp;&nbsp;&nbsp;4.268% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;CHRISTUS Health | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;City of Hope | &nbsp;&nbsp;&nbsp;&nbsp;5.623% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;City of Hope | &nbsp;&nbsp;&nbsp;&nbsp;4.378% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/14 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.205% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.318% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;3.817% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.187% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;5.548% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Community Health Network Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.099% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.304% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 443 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 677 | &nbsp;&nbsp; 674 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 477 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 342 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 940 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 619 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 | &nbsp;&nbsp; 1326 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/53 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health | &nbsp;&nbsp;&nbsp;&nbsp;4.178% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Dignity Health | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Dignity Health | &nbsp;&nbsp;&nbsp;&nbsp;5.267% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Duke University Health System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 478 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 584 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 679 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/54 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/55 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/63 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/64 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/64 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Franciscan Missionaries of Our Lady Health System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.905% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 407 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.675% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Hackensack Meridian Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hartford HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.447% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 335 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Hoag Memorial Hospital Presbyterian | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 233 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Iowa Health System | &nbsp;&nbsp;&nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Johns Hopkins Health System Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.837% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 326 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/37 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 268 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;2.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.266% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Koninklijke Philips NV | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.342% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;3.774% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;4.128% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Mayo Clinic | &nbsp;&nbsp;&nbsp;&nbsp;3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;McLaren Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.386% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MedStar Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.626% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 511 | &nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Medtronic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Memorial Health Services | &nbsp;&nbsp;&nbsp;&nbsp;3.447% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;2.955% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/44 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/45 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/53 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/61 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Methodist Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.705% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 183 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Montefiore Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.246% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Mount Nittany Medical Center Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Mount Sinai Hospital | &nbsp;&nbsp;&nbsp;&nbsp;3.391% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Mylan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;4.024% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;4.063% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.606% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital | &nbsp;&nbsp;&nbsp;&nbsp;3.954% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/19 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.979% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Northwell Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.809% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.637% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Novant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.318% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | &nbsp;&nbsp;&nbsp;&nbsp;2.667% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 6 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.784% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;4.368% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;NYU Langone Hospitals | &nbsp;&nbsp;&nbsp;&nbsp;3.380% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Ochsner LSU Health System of North Louisiana | &nbsp;&nbsp;&nbsp;&nbsp;2.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.042% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.475% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.089% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.218% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 279 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 707 | &nbsp;&nbsp; 713 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 527 | &nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/43 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1061 | &nbsp;&nbsp; 1002 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/63 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Pharmacia LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.369% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.744% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/45 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Rush Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.922% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Seattle Children's Hospital | &nbsp;&nbsp;&nbsp;&nbsp;2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp;2.032% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.823% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.894% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Stanford Health Care | &nbsp;&nbsp;&nbsp;&nbsp;3.795% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;3.695% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;4.091% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;3.361% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp;5.547% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.025% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/40 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 127 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Takeda US Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Texas Health Resources | &nbsp;&nbsp;&nbsp;&nbsp;2.328% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.953% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.977% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.086% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Trinity Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 574 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 450 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 497 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 269 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;UPMC | &nbsp;&nbsp;&nbsp;&nbsp;5.035% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/50 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;WakeMed | &nbsp;&nbsp;&nbsp;&nbsp;3.286% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 135 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | &nbsp;&nbsp;&nbsp;&nbsp;4.813% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 91 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Wyeth LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **135958** |
| **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** | **Industrials (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/49 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Allegion US Holding Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;American Airlines Class A Series 2021-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2015-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.575% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-3 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2017-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Block Financial LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.298% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.388% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.528% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.705% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 43 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1266 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.858% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 493 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/59 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 523 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.008% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 294 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 484 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 360 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 307 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/41 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 329 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/15 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.493% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.722% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 330 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 421 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.377% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/40 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.577% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/50 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.803% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Cintas Corp. No. 2 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 187 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/66 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/68 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 119 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Eaton Capital ULC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.103% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 236 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Embraer Netherlands Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/21/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Express Corp. Pass Through Trusts Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 328 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 209 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 183 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;GXO Logistics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/34 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 895 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.043% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.353% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.749% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.176% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class A Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 301 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 749 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 310 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/64 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc / Tyco Fire & Security Finance SCA | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Kennametal Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Kirby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/33 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.854% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.054% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 331 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.070% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.090% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;MasTec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 568 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.837% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.942% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 581 | &nbsp;&nbsp; 556 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.155% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/18 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/21 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 419 |
| &nbsp;&nbsp;&nbsp;nVent Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;nVent Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.293% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.565% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.112% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.362% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 372 | &nbsp;&nbsp; 382 |
| &nbsp;&nbsp;&nbsp;Paychex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Precision Castparts Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;RELX Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/35 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 713 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 116 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 535 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/47 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.030% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Snap-on Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;TR Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;TR Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Triton Container International Ltd. / TAL International Container Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.891% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 414 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 425 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.839% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/60 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.973% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/62 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/71 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2019-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 68 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2023-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2024-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class A Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/64 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Valmont Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;WW Grainger Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Xylem Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **91581** |
| **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** | **Materials (0.8%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Amcor Finance USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/33 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 127 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 105 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.630% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.690% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amcor Flexibles North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp; 241 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 42 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 60 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Amrize Finance US LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/35 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/54 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Barrick Mining Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/41 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/43 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 417 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/53 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Carlisle Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Celulosa Arauco y Constitucion SA | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;CF Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;CRH America Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;CRH SMW Finance DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 99 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;9.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.725% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.319% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.419% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 284 |
| &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Gerdau Trade Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Huntsman International LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;Huntsman International LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;International Paper Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Kinross Gold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 258 |
| &nbsp;&nbsp;&nbsp;Linde Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;LYB International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 584 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1026 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.979% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Reliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Alcan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/53 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/65 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.438% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Smurfit Kappa Treasury ULC | &nbsp;&nbsp;&nbsp;&nbsp;5.777% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Smurfit Westrock Financing DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.418% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 412 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 60 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/36 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/54 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Vale SA | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;WestRock MWV LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Yamana Gold Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.630% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **37293** |
| **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;Agree LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Agree LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;American Assets Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Americold Realty Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Americold Realty Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.409% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 533 | &nbsp;&nbsp; 524 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Cousins Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 320 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 417 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 611 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 347 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 370 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 440 |
| &nbsp;&nbsp;&nbsp;EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 159 |
| &nbsp;&nbsp;&nbsp;Equinix Europe 2 Financing Corp. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 466 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 427 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 415 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;7.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Phillips Edison Grocery Center Operating Partnership I LP | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.094% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.385% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Rexford Industrial Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Safehold GL Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Safehold GL Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/53 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Tanger Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Tanger Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **45449** |
| **Technology (1.9%)** | **Technology (1.9%)** | **Technology (1.9%)** | **Technology (1.9%)** | **Technology (1.9%)** |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.319% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2.538% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 640 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/45 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/47 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp; 794 | &nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/61 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Arrow Electronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Atlassian Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 169 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 428 | &nbsp;&nbsp; 426 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 977 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 717 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 590 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 388 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp; 138 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 523 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.926% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 533 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 530 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp; 170 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;CGI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 461 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 202 | &nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 642 | &nbsp;&nbsp; 660 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 425 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 713 | &nbsp;&nbsp; 730 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/35 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 431 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/55 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/79 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Dell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 32 |
| &nbsp;&nbsp;&nbsp;Dell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 31 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 60 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp; 474 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 498 | &nbsp;&nbsp; 480 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 209 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Flex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Genpact Luxembourg Sarl / Genpact USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 679 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 157 | &nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 342 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 470 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;IBM International Capital Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 314 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 571 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 396 | &nbsp;&nbsp; 399 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 120 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/29/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.734% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 326 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 481 | &nbsp;&nbsp; 447 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 437 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 358 | &nbsp;&nbsp; 296 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 564 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/55 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 920 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 273 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 660 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.327% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.663% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.366% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.477% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 791 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 159 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 668 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 606 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 239 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp; 448 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 | &nbsp;&nbsp; 822 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 609 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.675% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 944 | &nbsp;&nbsp; 558 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/62 | &nbsp;&nbsp;&nbsp;&nbsp; 356 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/35 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 234 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 446 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp; 358 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp; 551 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 388 | &nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 285 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp; 454 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 | &nbsp;&nbsp; 1114 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 313 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 308 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 316 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 394 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 449 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 484 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 852 | &nbsp;&nbsp; 832 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 386 | &nbsp;&nbsp; 304 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 338 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 459 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 783 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/52 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 395 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/53 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 479 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/55 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/65 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
| &nbsp;&nbsp;&nbsp;Teledyne FLIR LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/63 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;Xilinx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **91675** |
| **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** | **Utilities (2.5%)** |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 336 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 262 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 308 | &nbsp;&nbsp; 313 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 433 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.940% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 331 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 283 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 46 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 490 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Appalachian Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 322 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
| &nbsp;&nbsp;&nbsp;Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp; 328 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 437 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 213 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 240 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 107 |
| &nbsp;&nbsp;&nbsp;Cleveland Electric Illuminating Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 143 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 160 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 193 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 130 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 538 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 224 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 152 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 18 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 340 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 53 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 69 |
| &nbsp;&nbsp;&nbsp;Delmarva Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp; 372 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 54 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 253 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 238 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 411 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 61 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 241 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 471 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/42 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 145 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 108 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 356 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 562 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/82 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 395 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 405 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Florida Project Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.538% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 19 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Ohio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 434 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.295% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.387% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.799% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;El Paso Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Enel Chile SA | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.566% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.704% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.276% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.351% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Evergy Missouri West Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 529 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.055% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.004% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola International BV | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Idaho Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 58 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Interstate Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;IPALCO Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.626% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 56 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.078% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 199 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Kentucky Utilities Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Louisville Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;5.809% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;5.418% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;National Grid USA | &nbsp;&nbsp;&nbsp;&nbsp;5.803% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.023% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/53 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/77 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/79 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 78 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 317 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 163 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.176% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 93 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Ohio Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
| &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 210 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 35 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.658% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;ONE Gas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 191 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;7.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 249 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.256% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.231% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.536% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.529% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.594% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.022% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 36 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.263% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.722% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.212% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.099% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.640% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Progress Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 119 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Colorado | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of New Hampshire | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Public Service Co. of Oklahoma | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 68 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Puget Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.725% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.274% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 135 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.757% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Puget Sound Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.685% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.320% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.697% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.112% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 79 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 255 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 112 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 157 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 134 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 19 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 436 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 55 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Spire Missouri Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;System Energy Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Toledo Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;8.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 276 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.877% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.796% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Washington Gas Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 22 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **122506** |
| **Total Corporate Bonds (Cost $1,315,233)** | **Total Corporate Bonds (Cost $1,315,233)** | **Total Corporate Bonds (Cost $1,315,233)** | **Total Corporate Bonds (Cost $1,315,233)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1229373** |
| **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** | **Sovereign Bonds (3.3%)** |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1085 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 719 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
| &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/35 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
| &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |

---

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Total Bond Market Index Portfolio

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 809 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 466 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1104 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1080 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 906 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 878 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1499 | &nbsp;&nbsp; 1543 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1418 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1462 | &nbsp;&nbsp; 1505 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 341 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 443 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 440 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 401 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 607 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 858 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 681 | &nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 843 | &nbsp;&nbsp; 840 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 782 | &nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 869 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 794 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1381 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 920 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 684 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 952 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1301 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp; 1416 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp; 983 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 312 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 721 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Israel Government Aid Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1013 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 779 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 128 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 345 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 394 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 430 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 100 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Japan International Cooperation Agency | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 705 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 965 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 631 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 552 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1707 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 423 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 801 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 753 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 161 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 212 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 989 | &nbsp;&nbsp; 985 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 287 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 698 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 278 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 250 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Korea Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 442 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 269 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 247 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 83 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 430 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Landwirtschaftliche Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 457 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 343 | &nbsp;&nbsp; 342 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 142 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp; 341 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 399 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 253 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp; 228 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 468 | &nbsp;&nbsp; 467 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 489 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/36 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 233 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/37 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 160 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/50 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 641 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 328 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oriental Republic of Uruguay | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/60 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 438 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 786 | &nbsp;&nbsp; 802 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 620 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 160 |
|  | &nbsp;&nbsp;&nbsp;Province of New Brunswick | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 591 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 426 | &nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 525 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 321 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1064 |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Province of Saskatchewan | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.240% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/37 | &nbsp;&nbsp;&nbsp;&nbsp; 277 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 196 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/61 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/71 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Republic of Hungary | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/41 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 302 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/48 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/61 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;Republic of Indonesia | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/70 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/49 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;2.252% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/36 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/36 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 69 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/53 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/63 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;2.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;2.783% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;1.862% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/37 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/50 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/54 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/55 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;3.230% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/21 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.170% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 362 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.457% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;1.648% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.609% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 605 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/42 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 136 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/46 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/35 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/53 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/54 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 607 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/43 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/48 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/54 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/20 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;2.659% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 519 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;8.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/32 | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/36 | &nbsp;&nbsp;&nbsp;&nbsp; 701 | &nbsp;&nbsp; 692 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/37 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 757 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/38 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/40 | &nbsp;&nbsp;&nbsp;&nbsp; 633 | &nbsp;&nbsp; 605 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/41 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/44 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 603 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/45 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 453 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 260 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/52 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.338% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/53 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/54 | &nbsp;&nbsp;&nbsp;&nbsp; 438 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/55 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.771% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/61 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 471 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/10 | &nbsp;&nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp; 271 |
| **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | **Total Sovereign Bonds (Cost $167,328)** | &nbsp;&nbsp;&nbsp;**159394** |
| **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** | **Taxable Municipal Bonds (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Economic Settlement Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.163% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Inc. Electric Power & Light Revenue (Combination Hydroelectric Projects) | &nbsp;&nbsp;&nbsp;&nbsp;8.084% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;American Municipal Power Inc. Electric Power & Light Revenue (MELDAHL Hydroelectric Project) | &nbsp;&nbsp;&nbsp;&nbsp;7.499% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.918% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.263% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 263 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.043% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.907% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.126% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;California Earthquake Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.603% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;7.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;California GO, Prere. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.899% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.975% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.183% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;Central Puget Sound Regional Transit Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.491% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 138 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.472% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.572% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Clark County Department of Aviation Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.820% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.807% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Financing Authority Appropriations Revenue (Plancon Program) | &nbsp;&nbsp;&nbsp;&nbsp;3.864% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | &nbsp;&nbsp;&nbsp;&nbsp;5.456% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts GO | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Special Obligation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.731% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Connecticut GO | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Cook County IL GO | &nbsp;&nbsp;&nbsp;&nbsp;6.229% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Dallas Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.999% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Dallas Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.022% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;Dallas Convention Center Hotel Development Corp. Hotel Occupancy Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.088% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.994% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>12</sup> | &nbsp;&nbsp;&nbsp;Dallas Independent School District GO | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;District of Columbia Water & Sewer Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.814% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/14 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;East Bay Municipal Utility District Water System Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.874% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 81 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Empire State Development Corp. Income Tax Revenue, Prere. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.094% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.637% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.655% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Georgia Municipal Electric Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.055% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.115% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.214% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.236% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 | &nbsp;&nbsp; 1317 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;6.630% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.184% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Indiana Finance Authority Appropriations Revenue (Ohio River Bridges East End Crossing Project) | &nbsp;&nbsp;&nbsp;&nbsp;3.051% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.985% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.532% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.833% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.618% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles Department of Water & Power Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Los Angeles Department of Water & Power Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.603% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 68 | &nbsp;&nbsp; 68 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.145% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.048% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.475% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.942% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/57 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.197% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.715% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.395% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Government of Nashville & Davidson County Convention Center Authority Hotel Occupancy Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.731% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.462% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Water Reclamation District of Greater Chicago GO | &nbsp;&nbsp;&nbsp;&nbsp;5.720% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County FL Aviation Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Miami-Dade County Seaport Department Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.224% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.084% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.384% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.496% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Michigan State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.165% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/22 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Mississippi GO | &nbsp;&nbsp;&nbsp;&nbsp;5.245% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.229% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Missouri Health & Educational Facilities Authority College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.652% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 73 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.425% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.665% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Rutgers State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.915% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Transportation Trust Fund Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.561% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.414% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.102% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 458 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.952% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.011% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.440% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;New York City Municipal Water Finance Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.882% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;6.271% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 107 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp;5.828% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;New York State Dormitory Authority Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.628% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;New York State Thruway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Ohio State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Ohio Turnpike & Infrastructure Commission Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.216% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Oregon GO | &nbsp;&nbsp;&nbsp;&nbsp;5.892% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 42 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Oregon School Boards Association GO | &nbsp;&nbsp;&nbsp;&nbsp;5.528% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 26 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.424% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Economic Development Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.689% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Pennsylvania Turnpike Commission Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.511% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Permanent University Fund - Texas A&M University System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Permanent University Fund - University of Texas System College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.376% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.031% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.139% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.926% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 231 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.287% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/69 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;Port of Morrow OR Nuclear Revenue (Bonneville Cooperation Project No. 7) | &nbsp;&nbsp;&nbsp;&nbsp;2.543% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
|  | &nbsp;&nbsp;&nbsp;Regional Transportation District Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.844% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.818% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.587% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.820% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.787% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.839% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.985% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.808% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 126 |
|  | &nbsp;&nbsp;&nbsp;San Diego County Water Authority Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.138% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;San Francisco CA Public Utilities Commission Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;San Jose Redevelopment Agency Successor Agency Tax Increment/Allocation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;South Carolina Public Service Authority Electric Power & Light Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.454% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.154% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.526% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
|  | &nbsp;&nbsp;&nbsp;State Public School Building Authority Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Texas Department of Transportation State Highway Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.178% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | &nbsp;&nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;Texas GO | &nbsp;&nbsp;&nbsp;&nbsp;4.681% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 287 | &nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.169% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Texas Private Activity Bond Surface Transportation Corp. Highway Revenue (North Tarrant Express Managed Lanes Project) | &nbsp;&nbsp;&nbsp;&nbsp;3.922% | &nbsp;&nbsp;&nbsp;&nbsp; 12/31/49 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 137 |
| <sup>14</sup> | &nbsp;&nbsp;&nbsp;Tucson AZ COP | &nbsp;&nbsp;&nbsp;&nbsp;2.856% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;United Nations Development Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.536% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.316% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;1.614% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.071% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.858% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/12 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.767% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/15 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.548% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.563% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.706% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.437% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.562% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.454% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/22 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;University of Nebraska Facilities Corp. College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.037% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;University of Pittsburgh-of the Commonwealth System of Higher Education College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.555% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/19 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;University of Texas System Regents College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.794% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;University of Texas System Regents College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.354% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;University of Texas System Regents College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.439% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 30 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;University of Virginia College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.256% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;University of Virginia College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.179% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/17 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.954% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue, ETM | &nbsp;&nbsp;&nbsp;&nbsp;3.154% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | **Total Taxable Municipal Bonds (Cost $25,695)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22968** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **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%)** | **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%)** | **Money Market Fund (0.8%)** |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**38,053**) | &nbsp;&nbsp;&nbsp;&nbsp;4.355% |  | &nbsp;&nbsp;&nbsp;&nbsp;380569 | &nbsp;&nbsp; **38053** |
| **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | **Total Investments (99.8%) (Cost $5,158,892)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4816343** |
| **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | **Other Assets and Liabilities—Net (0.2%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**11402** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4827745** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | Securities with a value of $83 have been segregated as initial margin for open futures contracts. |
| 2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 3 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of June 30, 2025. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the aggregate value was $11,966, representing 0.2% of net assets. |
| 7 | Guaranteed by the Government of Canada. |
| 8 | U.S. government-guaranteed. |
| 9 | Guaranteed by the Government of Japan. |
| 10 | Guaranteed by the Federal Republic of Germany. |
| 11 | Guaranteed by the Republic of Austria. |
| 12 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 13 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 14 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 15 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 1YR—1-year. |
|  | CMT—Constant Maturing Treasury Rate. |
|  | COP—Certificate of Participation. |
|  | DAC—Designated Activity Company. |
|  | ETM—Escrowed to Maturity. |
|  | GO—General Obligation Bond. |
|  | Prere.—Prerefunded. |
|  | REIT—Real Estate Investment Trust. |
|  | RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
|  | RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | September 2025 | 3 | 624 | &nbsp;&nbsp;1 |
| 5-Year U.S. Treasury Note | September 2025 | 11 | 1199 | &nbsp;&nbsp;8 |
| 10-Year U.S. Treasury Note | September 2025 | 2 | 224 | &nbsp;&nbsp;2 |
| Ultra Long U.S. Treasury Bond | September 2025 | 10 | 1191 | &nbsp;&nbsp;22 |
|  |  |  |  | &nbsp;&nbsp;33 |

---

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

------

Total Bond Market Index Portfolio

Statement of Assets and Liabilities

As of June 30, 2025

---

| | |
|:---|:---|
| ($000s, except shares and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $5,120,839) | 4778290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $38,053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38053 |
| Total Investments in Securities | 4816343 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52247 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38287 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6565 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 |
| **Total Assets** | **4914014** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85180 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**86269** |
| **Net Assets** | **4827745** |
| **At June 30, 2025, net assets consisted of:** |  |
| Paid-in Capital | 5256409 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(428664) |
| **Net Assets** | **4827745** |
| **Net Assets** |  |
| **Applicable to 459,928,264 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **4827745** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.50** |

---

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

------

Total Bond Market Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Six Months Ended<br> June 30, 2025 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;89462 |
| Total Income | &nbsp;&nbsp;89462 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3244 |
| **Net Investment Income** | &nbsp;&nbsp;**86218** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (22270) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| **Realized Net Gain (Loss)** | **(22273)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | 119116 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| **Change in Unrealized Appreciation (Depreciation)** | **119149** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **183094** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $545, ($4), and ($1), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Total Bond Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Six Months Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | ($000) | &nbsp;&nbsp;&nbsp;($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153048 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(22273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34262) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;119149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67589) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;183094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51197 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(161993) | &nbsp;&nbsp;&nbsp;&nbsp;(122274) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;470105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859586 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;161993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122274 |
| Redeemed | &nbsp;&nbsp;&nbsp;(407535) | &nbsp;&nbsp;&nbsp;&nbsp;(651191) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;224563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330669 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;245664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259592 |
| **Net Assets** |  |  |
| **Beginning of Period** | **4582081** | &nbsp;&nbsp;&nbsp;**4322489** |
| **End of Period** | **4827745** | &nbsp;&nbsp;&nbsp;**4582081** |

---

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

------

Total Bond Market Index Portfolio

Financial Highlights

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | Six Months<br> Ended<br> June 30,<br> 2025 | 2024 | 2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | **$10.46** | &nbsp;&nbsp;&nbsp;**$10.63** | &nbsp;&nbsp;&nbsp;**$10.32** | &nbsp;&nbsp;&nbsp;**$12.22** | &nbsp;&nbsp;&nbsp;**$12.81** | &nbsp;&nbsp;&nbsp;**$12.21** |
| **Investment Operations** |  |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.277 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.234) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.262 | &nbsp;&nbsp;&nbsp;&nbsp;(1.844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.454) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.635 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.568 | &nbsp;&nbsp;&nbsp;&nbsp;(1.594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.912 |
| **Distributions** |  |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;(.370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.226) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.260) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.312) |
| Distributions from Realized Capital Gains |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.104) | &nbsp;&nbsp;&nbsp;— |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(.370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.258) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.306) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.312) |
| **Net Asset Value, End of Period** | **$10.50** | &nbsp;&nbsp;&nbsp;**$10.46** | &nbsp;&nbsp;&nbsp;**$10.63** | &nbsp;&nbsp;&nbsp;**$10.32** | &nbsp;&nbsp;&nbsp;**$12.22** | &nbsp;&nbsp;&nbsp;**$12.81** |
| **Total Return** | **3.97%** | &nbsp;&nbsp;&nbsp;**1.24%** | &nbsp;&nbsp;&nbsp;**5.58%** | &nbsp;&nbsp;&nbsp;**-13.21%** | &nbsp;&nbsp;&nbsp;**-1.72%** | &nbsp;&nbsp;&nbsp;**7.58%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |  |
| Net Assets, End of Period (Millions) | $4828 | &nbsp;&nbsp;&nbsp;$4582 | &nbsp;&nbsp;&nbsp;$4322 | &nbsp;&nbsp;&nbsp;$3972 | &nbsp;&nbsp;&nbsp;$4871 | &nbsp;&nbsp;&nbsp;$4867 |
| Ratio of Total Expenses to Average Net Assets | 0.14% | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14%<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.14% | &nbsp;&nbsp;&nbsp;0.14% |
| Ratio of Net Investment Income to Average Net Assets | 3.72% | &nbsp;&nbsp;&nbsp;3.44% | &nbsp;&nbsp;&nbsp;2.97% | &nbsp;&nbsp;&nbsp;2.30% | &nbsp;&nbsp;&nbsp;1.85% | &nbsp;&nbsp;&nbsp;2.20% |
| Portfolio Turnover Rate<sup>3</sup> | 25% | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;42% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;94% |
| The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. | The expense ratio and net investment income ratio for the current period have been annualized. |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
| 3 | Includes 5%, 10%, 8%, 12%, 33%, and 28%, respectively, attributable to mortgage-dollar-roll activity. |

---

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

------

Total Bond Market Index Portfolio

Notes to Financial Statements

The Total Bond Market Index Portfolio, a portfolio of Vanguard Variable Insurance Funds, is registered under the Investment Company Act of 1940 as an open-end investment company. The portfolio's shares are only available for purchase by separate accounts of insurance companies as investments for variable annuity plans, variable life insurance contracts, or other variable benefit insurance contracts.

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio'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 portfolio 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 portfolio is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The portfolio 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 portfolio 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 portfolio cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the portfolio 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 portfolio under the MSFTA.

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

4. Futures Contracts: The portfolio 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 portfolio 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 portfolio 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 portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the six months ended June 30, 2025, the portfolio'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.

5. Federal Income Taxes: The portfolio intends to continue to qualify as a regulated investment company and distribute virtually all of its taxable income. The portfolio'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 portfolio'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 portfolio's financial statements.

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

------

Total Bond Market Index Portfolio

7. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio'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 portfolio's board of trustees and included in Management and Administrative expenses on the portfolio'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 portfolio and Vanguard.

In accordance with an exemptive order (the "Order") from the SEC, the portfolio 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 portfolio's investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day's notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended June 30, 2025, the portfolio 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 portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of
trustees and are generally settled twice a month.

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2025, the portfolio had contributed to Vanguard capital in the amount of $124,000, representing less than 0.01% of the portfolio's net assets and 0.05% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** Various inputs may be used to determine the value of the portfolio'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 portfolio'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 portfolio's investments and derivatives as of June 30, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3257668 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3257668 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;108887 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;108887 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1229373 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1229373 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;159394 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;159394 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22968 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22968 |
| Temporary Cash Investments | 38053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38053 |
| Total | 38053 | &nbsp;&nbsp;&nbsp;4778290 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4816343 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 33 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33 |

---

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.

------

Total Bond Market Index Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Tax Cost | &nbsp;&nbsp;&nbsp;5170508 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28180 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(382312) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(354132) |

---

The portfolio's tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2024, the portfolio had available capital losses totaling $125,263,000 that may be carried forward indefinitely to offset future net capital gains. The portfolio will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2025; should the portfolio realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

**E.** During the six months ended June 30, 2025, the portfolio purchased $198,219,000 of investment securities and sold $175,803,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $1,112,461,000 and $998,096,000, respectively.

**F.** Capital shares issued and redeemed were:

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

---

| | | |
|:---|:---|:---|
|  | Six Months<br> Ended<br> June 30,<br> 2025 | &nbsp;&nbsp;&nbsp;Year Ended<br> December 31,<br> 2024 |
|  | Shares<br> (000) | &nbsp;&nbsp;&nbsp;Shares<br> (000) |
| Issued | &nbsp;&nbsp;45058 | &nbsp;&nbsp;&nbsp;&nbsp;82002 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;15652 | &nbsp;&nbsp;&nbsp;&nbsp;11929 |
| Redeemed | (38967) | &nbsp;&nbsp;&nbsp;(62450) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;21743 | &nbsp;&nbsp;&nbsp;&nbsp;31481 |

---

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

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

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

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

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

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

Q692TBM 082025

------

**Item 8: Changes in and Disagreements with Accountants for Open-End Management Investment Companies.**

Not applicable.

**Item 9: Proxy Disclosures for Open-End Management Investment Companies.**

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

Proposal 1—Elect Trustees for each fund.\*

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Trustee | Votes For | Votes Withheld | Abstained | Broker<br> Non-Votes |
| Tara Bunch | 33467339081 | 1740859232 | N/A | N/A |
| Mark Loughridge | 33457135571 | 1751062743 | N/A | N/A |
| Scott C. Malpass | 33280070821 | 1928127493 | N/A | N/A |
| John Murphy | 33559180302 | 1649018011 | N/A | N/A |
| Lubos Pastor | 33461829121 | 1746369192 | N/A | N/A |
| Rebecca Patterson | 33552670129 | 1655528185 | N/A | N/A |
| André F. Perold | 33256669473 | 1951528841 | N/A | N/A |
| Salim Ramji | 33261764717 | 1946433596 | N/A | N/A |
| Sarah Bloom Raskin | 32998675799 | 2209522515 | N/A | N/A |
| Grant Reid | 33466397756 | 1741800558 | N/A | N/A |
| David Thomas | 33135099033 | 2073099281 | N/A | N/A |
| Barbara Venneman | 33176049500 | 2032148813 | N/A | N/A |
| Peter F. Volanakis | 33361390958 | 1846807356 | N/A | N/A |

---

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

**Item 10: Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.**

Not applicable. The Trustees' Fees and Expenses are included in the financial statements filed under Item 7 of this Form.

**Item 11: Statement Regarding Basis for Approval of Investment Advisory Contracts.**

**Trustees Approve Advisory Arrangements – VVIF Equity Income Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Equity Income Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Quantitative Equity Group. The board determined that renewing the portfolio's advisory arrangements was in the best interests of the portfolio and its shareholders. Wellington Management Company LLP is also advisor to the portfolio.

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

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Quantitative Equity Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth. Vanguard has managed a portion of the portfolio since 2003.

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as the portfolio's assets managed by Vanguard increase.

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

**Trustees Approve Advisory Arrangements – VVIF High Yield Bond Portfolio**

The board of trustees of Vanguard Variable Insurance Funds High Yield Bond Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that renewing the portfolio's advisory arrangement was in the best interests of the portfolio and its shareholders. Wellington Management Company LLP is also advisor to the portfolio.

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

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth. Vanguard has managed a portion of the portfolio since 2022.

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

**Investment performance**

The board considered the short-term, long-term and since-inception performance of the portfolio, as applicable, including any periods of outperformance or underperformance compared with a relevant benchmark and peer group. The board concluded that the performance was such that the advisory arrangement should continue.

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as the portfolio's assets managed by Vanguard increase.

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

**Trustees Approve Advisory Arrangement – VVIF Money Market Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Money Market Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangement – VVIF Short-Term Investment-Grade Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Short-Term Investment-Grade Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the portfolio's internalized management structure was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Trustees Approve Advisory Arrangements – VVIF Small Company Growth Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Small Company Growth Portfolio has renewed the portfolio's investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Quantitative Equity Group. The board determined that renewing the portfolio's advisory arrangement was in the best interests of the portfolio and its shareholders. ArrowMark Colorado Holdings, LLC (ArrowMark Partners) is also an advisor to the portfolio.

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

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Quantitative Equity Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth. Vanguard has managed a portion of the portfolio since 2008.

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as the portfolio's assets managed by Vanguard increase.

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

**Trustees Approve Advisory Arrangement – VVIF Total Bond Market Index Portfolio**

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

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

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

The board does not conduct a profitability analysis of Vanguard because of Vanguard's unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.

**The benefit of economies of scale**

The board concluded that the portfolio's arrangement with Vanguard ensures that the portfolio will realize economies of scale as it grows, with the cost to shareholders declining as portfolio assets increase.

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

**Item 12: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.**

Not applicable.

**Item 13: Portfolio Managers of Closed-End Management Investment Companies.**

Not applicable.

**Item 14**: **Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.**

Not applicable.

**Item 15**: **Submission of Matters to a Vote of Security Holders.**

Not applicable.

**Item 16**: **Controls and Procedures.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(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;(b) Internal Control Over Financial Reporting. There were no changes in the Registrant's Internal Control Over Financial Reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting.

**Item 17**: **Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.**

Not applicable.

**Item 18: Recovery of Erroneously Awarded Compensation.**

Not applicable.

**Item 19: Exhibits.**

---

| | |
|:---|:---|
| (a)(1) | Not applicable. |
| [(a)(2)](tm2519836d12_ex99-cert.htm) | [Certifications filed herewith.](tm2519836d12_ex99-cert.htm) |
| [(a)(2)](tm2519836d12_ex99-906cert.htm) | [Certifications filed herewith.](tm2519836d12_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 Variable Insurance FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: August 18, 2025

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
|  | VANGUARD Variable Insurance FUNDS |
| BY: | /s/ SALIM RAMJI\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SALIM RAMJI |
|  | CHIEF EXECUTIVE OFFICER |

---

Date: August 18, 2025

---

| | |
|:---|:---|
|  | VANGUARD Variable Insurance FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

---

Date: August 18, 2025

---

| | |
|:---|:---|
| \*By: | /s/ Tonya T. Robinson |

---

Tonya T. Robinson, pursuant to a [Power of Attorney](https://www.sec.gov/Archives/edgar/data/1532203/000168386325001428/f40903d9.htm) filed on February 28, 2025 (see File Number 333-177613), Incorporated by Reference.

## Ex-99.Cert

**Exhibit 99.CERT**

<u>CERTIFICATIONS</u>

I, Salim Ramji, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Variable Insurance Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: August 18, 2025

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

<u>CERTIFICATIONS</u>

I, Christine Buchanan, certify that:

1. I have reviewed this report on Form N-CSR of Vanguard Variable Insurance Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

Date: August 18, 2025

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---

## Exhibit 99.906

**Exhibit 99.906CERT**

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard Variable Insurance 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:

1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations
of the issuer.

Date: August 18, 2025

---

| |
|:---|
| /s/ Salim Ramji |
| Salim Ramji |
| Chief Executive Officer |

---

**Certification Pursuant to 18 U.S.C. Section 1350, As Adopted Pursuant to**

**Section 906 of the Sarbanes-Oxley Act of 2002**

Name of Issuer: **<u>Vanguard Variable Insurance 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:

1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations
of the issuer.

Date: August 18, 2025

---

| |
|:---|
| /s/ Christine Buchanan |
| Christine Buchanan |
| Chief Financial Officer |

---